| Journal Article |
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Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bayesian approach for correcting bias of data envelopment analysis estimators using the super-efficiency frontier |
1 |
1 |
1 |
1 |
4 |
8 |
11 |
11 |
| A MULTIVARIATE REGIME SWITCHING APPROACH TO THE RELATION BETWEEN THE STOCK MARKET, THE INTEREST RATE AND OUTPUT |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
9 |
| A cointegration approach to the lead-lag effect among size-sorted equity portfolios |
0 |
0 |
0 |
110 |
2 |
2 |
14 |
338 |
| A multi-parametric method for bias correction of DEA efficiency estimators |
0 |
0 |
0 |
5 |
2 |
2 |
7 |
16 |
| A note on the long-run benefits from international equity diversification for a UK investor diversifying in the US equity market |
0 |
0 |
0 |
26 |
0 |
0 |
4 |
93 |
| A note on the relation between the equity risk premium and the term structure |
0 |
0 |
0 |
30 |
3 |
3 |
7 |
93 |
| An alternative Bayesian data envelopment analysis approach for correcting bias of efficiency estimators |
1 |
1 |
2 |
7 |
5 |
5 |
12 |
24 |
| Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from the UK and the US |
0 |
0 |
0 |
0 |
1 |
6 |
14 |
14 |
| BANK DIVIDENDS, REAL GDP GROWTH AND DEFAULT RISK |
0 |
0 |
0 |
11 |
0 |
1 |
5 |
49 |
| Bank competition, stability, and intervention quality |
0 |
0 |
1 |
10 |
0 |
0 |
9 |
40 |
| Bank dividends, risk, and regulatory regimes |
0 |
0 |
2 |
95 |
2 |
4 |
14 |
271 |
| Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece |
0 |
0 |
0 |
100 |
7 |
12 |
19 |
645 |
| Bond futures, inflation-indexed bonds, and inflation risk premium |
0 |
0 |
1 |
42 |
1 |
4 |
14 |
140 |
| Causality from real stock returns to real activity: evidence of regime-dependence |
0 |
0 |
0 |
72 |
2 |
3 |
9 |
204 |
| Causality in EU macroeconomic variables |
0 |
0 |
0 |
35 |
1 |
1 |
8 |
119 |
| Comparing linear and nonlinear forecasts for stock returns |
0 |
0 |
0 |
102 |
1 |
1 |
8 |
264 |
| Contagion in banking due to BCCI's failure: evidence from national equity indices |
0 |
0 |
0 |
95 |
0 |
1 |
6 |
478 |
| Default risk and equity prices in the U.S. banking sector: Regime switching effects of regulatory changes |
0 |
0 |
0 |
3 |
1 |
1 |
8 |
57 |
| Directional distance function DEA estimators for evaluating efficiency gains from possible mergers and acquisitions |
0 |
0 |
1 |
6 |
2 |
4 |
9 |
30 |
| Dividend policy, managerial ownership and debt financing: A non-parametric perspective |
0 |
0 |
1 |
70 |
2 |
4 |
16 |
212 |
| Do measures of systemic risk predict U.S. corporate bond default rates? |
0 |
0 |
1 |
20 |
0 |
0 |
11 |
89 |
| Equity flows, stock returns and exchange rates |
0 |
1 |
1 |
15 |
0 |
4 |
12 |
49 |
| Exchange Rate Economic Exposure under Collusive Pricing and Hedging Using Asian Currency Options |
0 |
0 |
0 |
0 |
2 |
3 |
17 |
135 |
| Federal home loan bank advances and systemic risk |
0 |
0 |
5 |
16 |
5 |
5 |
17 |
50 |
| Hedging Exchange Rate Economic Exposure: Real Options Or Currency Options? |
0 |
0 |
0 |
0 |
2 |
2 |
8 |
385 |
| IMPLIED VOLATILITY AND THE RISK‐RETURN RELATION: A NOTE |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
21 |
| Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value |
0 |
1 |
3 |
19 |
3 |
5 |
15 |
67 |
| Information revelation in the Greek exchange opening call: Daily and intraday evidence |
0 |
0 |
0 |
6 |
1 |
2 |
5 |
63 |
| Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting |
0 |
0 |
0 |
99 |
1 |
1 |
3 |
303 |
| Is economic exposure asymmetric between long-run depreciations and appreciations? Testing using cointegration analysis |
0 |
0 |
0 |
64 |
1 |
1 |
6 |
202 |
| Lead-lag effects in the mean and variance of returns of size-sorted UK equity portfolios |
0 |
0 |
0 |
70 |
2 |
2 |
8 |
411 |
| Linkages between the US and European equity markets: further evidence from cointegration tests |
0 |
0 |
0 |
260 |
0 |
3 |
13 |
509 |
| Long-run benefits from international equity diversification: a note on the Canadian evidence |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
94 |
| MODELLING THE US/UK REAL EXCHANGE RATE–REAL INTEREST RATE DIFFERENTIAL RELATION: A MULTIVARIATE REGIME SWITCHING APPROACH |
0 |
0 |
0 |
153 |
3 |
3 |
9 |
500 |
| Macro stress testing the U.S. banking system |
0 |
1 |
1 |
59 |
2 |
5 |
10 |
177 |
| Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries |
0 |
0 |
0 |
35 |
2 |
2 |
4 |
142 |
| Mean and variance spillovers among size-sorted UK equity portfolios |
0 |
0 |
0 |
24 |
4 |
5 |
7 |
123 |
| Modeling regime transition in stock index futures markets and forecasting implications |
0 |
0 |
0 |
54 |
0 |
5 |
10 |
172 |
| Modelling the risk–return relation for the S&P 100: The role of VIX |
0 |
0 |
0 |
29 |
3 |
7 |
15 |
132 |
| Neural Network Linear Forecasts for Stock Returns |
0 |
2 |
2 |
272 |
2 |
4 |
11 |
839 |
| Non-linear cointegration between stock prices and dividends |
0 |
0 |
0 |
167 |
1 |
1 |
8 |
463 |
| Non-linear forecasts of stock returns |
0 |
0 |
2 |
256 |
1 |
4 |
12 |
951 |
| Nonlinear dependence in British pound exchange rates |
0 |
0 |
0 |
14 |
2 |
2 |
3 |
137 |
| Nonlinearity in the stock price-dividend relation |
0 |
0 |
0 |
131 |
1 |
1 |
8 |
308 |
| On real interest rate dynamics and regime switching |
0 |
0 |
0 |
46 |
1 |
5 |
11 |
173 |
| Overview of the special issue on Euro area expansion: Current state and future prospects |
0 |
0 |
0 |
33 |
2 |
3 |
7 |
86 |
| Public policy and financial stability: The impact of PCA and TARP on U.S. bank non‐performing loans |
0 |
0 |
0 |
12 |
1 |
2 |
3 |
39 |
| Purchasing Power Parity and Markov Regime Switching |
0 |
0 |
0 |
105 |
1 |
2 |
9 |
231 |
| Pure Contagion Effects in International Banking: The Case of BCCI's Failure |
0 |
0 |
0 |
1 |
4 |
4 |
10 |
15 |
| Pure Contagion Effects in International Banking: The Case of BCCI´s Failure |
0 |
0 |
0 |
4 |
0 |
2 |
21 |
61 |
| Pure contagion effects in international banking: The case of BCCIÂ’s failure |
0 |
0 |
0 |
313 |
0 |
0 |
6 |
1,109 |
| Real exchange rate, stationarity, and economic fundamentals |
0 |
0 |
0 |
58 |
2 |
3 |
14 |
159 |
| Real exchange rates and developing countries |
0 |
0 |
0 |
73 |
2 |
4 |
12 |
234 |
| Real interest rates linkages between the USA and the UK in the postwar period |
0 |
0 |
0 |
159 |
0 |
1 |
7 |
717 |
| Real or monetary? The US/UK real exchange rate, 1921-2002 |
0 |
1 |
1 |
49 |
1 |
2 |
8 |
205 |
| Regime (non)stationarity in the US/UK real exchange rate |
0 |
0 |
0 |
107 |
5 |
5 |
10 |
240 |
| Regime dependence between the official and parallel foreign currency markets for US dollars in Greece |
0 |
0 |
0 |
33 |
2 |
2 |
4 |
111 |
| Regime linkages between the Mexican currency market and emerging equity markets |
0 |
0 |
0 |
51 |
0 |
0 |
5 |
232 |
| Regime linkages in the US/UK real exchange rate-real interest differential relation |
0 |
0 |
1 |
65 |
1 |
1 |
7 |
213 |
| Regime switching in stock index and futures markets: a note on the NIKKEI evidence |
0 |
0 |
0 |
67 |
1 |
1 |
6 |
159 |
| Revisiting bank profitability: A semi-parametric approach |
0 |
0 |
2 |
67 |
7 |
10 |
19 |
264 |
| Revisiting the forward—spot relation: an application of the nonparametric long-run correlation coefficient |
0 |
0 |
0 |
9 |
1 |
3 |
7 |
48 |
| Semi-parametric real exchange rates dynamics |
0 |
0 |
1 |
13 |
7 |
8 |
17 |
52 |
| Stock Market and the Macroeconomy: A Regime Switching Approach |
0 |
0 |
0 |
4 |
1 |
1 |
5 |
20 |
| Systemic risk and CO2 emissions in the U.S |
0 |
2 |
3 |
16 |
3 |
6 |
55 |
94 |
| Systemic risk, real GDP growth, and sentiment |
0 |
0 |
1 |
17 |
5 |
5 |
16 |
69 |
| Systemic risk-shifting in U.S. commercial banking |
0 |
0 |
0 |
11 |
1 |
3 |
8 |
44 |
| TESTING FOR "PURE" CONTAGION EFFECTS IN INTERNATIONAL BANKING: THE CASE OF BCCI'S FAILURE |
0 |
0 |
0 |
1 |
1 |
4 |
5 |
11 |
| Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM |
0 |
1 |
1 |
105 |
1 |
2 |
3 |
372 |
| Testing for a unit root in ERM exchange rates in the presence of structural breaks: evidence from the bootstrap |
0 |
0 |
0 |
22 |
0 |
0 |
5 |
66 |
| Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM |
0 |
0 |
0 |
111 |
2 |
2 |
7 |
322 |
| The impact of prompt corrective action on the default risk of the U.S. commercial banking sector |
0 |
0 |
1 |
10 |
5 |
6 |
14 |
67 |
| The monetary exchange rate model within the ERM: cointegration tests and implications concerning the German dominance hypothesis |
0 |
0 |
0 |
20 |
1 |
2 |
6 |
89 |
| The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006 |
0 |
0 |
0 |
74 |
1 |
3 |
13 |
285 |
| The risk-return relation and VIX: evidence from the S&P 500 |
0 |
0 |
0 |
42 |
12 |
12 |
21 |
184 |
| U.S. prompt corrective action and bank risk |
0 |
0 |
0 |
39 |
3 |
6 |
14 |
205 |
| Uncovering a positive risk-return relation: the role of implied volatility index |
0 |
0 |
0 |
7 |
1 |
3 |
4 |
37 |
| VOLATILITY SPILLOVERS BETWEEN THE BLACK MARKET AND OFFICIAL MARKET FOR FOREIGN CURRENCY IN GREECE |
0 |
0 |
0 |
3 |
4 |
5 |
9 |
32 |
| Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence |
1 |
2 |
10 |
61 |
2 |
4 |
24 |
144 |
| Volatility spillovers across equity markets: European evidence |
0 |
1 |
4 |
165 |
0 |
3 |
14 |
418 |
| Total Journal Articles |
3 |
14 |
49 |
4,586 |
155 |
256 |
817 |
16,236 |
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