-
1
-
-
0036888982
-
Research in emerging markets finance: Looking to the future
-
Bekaert, G., and C. R. Harvey. "Research in Emerging Markets Finance: Looking to the Future." Emerging Markets Review, Vol. 3, No. 4(2002), pp. 429-448.
-
(2002)
Emerging Markets Review
, vol.3
, Issue.4
, pp. 429-448
-
-
Bekaert, G.1
Harvey, C.R.2
-
2
-
-
34548287854
-
Dynamic correlation analysis of financial contagion: Evidence from Asian markets
-
Chiang, T. C., B. N. Jeon, and H. Li. "Dynamic Correlation Analysis of Financial Contagion: Evidence from Asian Markets." Journal of International Money and Finance, Vol. 26, No. 7(2007), pp. 1206-1228.
-
(2007)
Journal of International Money and Finance
, vol.26
, Issue.7
, pp. 1206-1228
-
-
Chiang, T.C.1
Jeon, B.N.2
Li, H.3
-
3
-
-
85015694371
-
The integration and efficiency of international bond markets
-
Clare, A. D., M. Maras, and S. H. Thomas. "The Integration and Efficiency of International Bond Markets." Journal of Business Finance & Accounting, 22(1995), pp. 313-322.
-
(1995)
Journal of Business Finance & Accounting
, vol.22
, pp. 313-322
-
-
Clare, A.D.1
Maras, M.2
Thomas, S.H.3
-
5
-
-
77956300998
-
International bond market cointegration using regime switching techniques
-
Davies, A. "International Bond Market Cointegration Using Regime Switching Techniques." Journal of Fixed Income, Vol. 16, No. 4(2007), pp. 69-80.
-
(2007)
Journal of Fixed Income
, vol.16
, Issue.4
, pp. 69-80
-
-
Davies, A.1
-
6
-
-
0041513007
-
Common factors in international bond returns
-
Driessen, J., D. Melenberg, and T. Nijman. "Common Factors in International Bond Returns." Journal of International Money and Finance, 22(2003), pp. 629-656.
-
(2003)
Journal of International Money and Finance
, vol.22
, pp. 629-656
-
-
Driessen, J.1
Melenberg, D.2
Nijman, T.3
-
7
-
-
0035998182
-
Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models
-
Engle, R. E. "Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models." Journal of Business and Economic Statistics, 20(2002), pp. 339-350.
-
(2002)
Journal of Business and Economic Statistics
, vol.20
, pp. 339-350
-
-
Engle, R.E.1
-
8
-
-
0003350474
-
No contagion, only interdependence: Measuring stock market comovements
-
Forbes, K., and R. Rigobon. "No Contagion, Only Interdependence: Measuring Stock Market Comovements." Journal of Finance, Vol. 57, No. 5(2002), pp. 2223-2261.
-
(2002)
Journal of Finance
, vol.57
, Issue.5
, pp. 2223-2261
-
-
Forbes, K.1
Rigobon, R.2
-
10
-
-
5444262388
-
Government bond market seasonality, diversification and cointegration: International evidence
-
Smith, K. L. "Government Bond Market Seasonality, Diversification and Cointegration: International Evidence." Journal of Financial Research, 25(2002), pp. 203-221.
-
(2002)
Journal of Financial Research
, vol.25
, pp. 203-221
-
-
Smith, K.L.1
-
11
-
-
38949120088
-
Modelling sovereign bond yield curves of the US, Japan and Germany
-
Tam, C. S., and I. W. Yu. "Modelling Sovereign Bond Yield Curves of the US, Japan and Germany." International Journal of Finance and Economics, 13(2008), pp. 82-91.
-
(2008)
International Journal of Finance and Economics
, vol.13
, pp. 82-91
-
-
Tam, C.S.1
Yu, I.W.2
-
12
-
-
21244433078
-
Government bond market linkages: Evidence from Europe
-
Yang, J. "Government Bond Market Linkages: Evidence from Europe." Applied Financial Economics, 15(2005), pp. 599-610.
-
(2005)
Applied Financial Economics
, vol.15
, pp. 599-610
-
-
Yang, J.1
|