-
1
-
-
30244551639
-
Mexico's integration into the north American capital market
-
Adler, M., and R. Qi. Mexico's Integration into the North American Capital Market // Emerging Market Review, 2003.-No 4.-pp. 91-120.
-
(2003)
Emerging Market Review
, Issue.4
, pp. 91-120
-
-
Adler, M.1
Qi, R.2
-
2
-
-
84993905064
-
Time-varying world market integration
-
Bekaert, G., and C.R. Harvey. Time-varying World Market Integration // Journal of Finance, 1995.-No 50.-pp. 403-444.
-
(1995)
Journal of Finance
, Issue.50
, pp. 403-444
-
-
Bekaert, G.1
Harvey, C.R.2
-
4
-
-
0001023182
-
Modeling the coherence in short run nominal exchange rates: A multivariate generalized ARCH model
-
Bollerslev, T. Modeling the Coherence in short Run Nominal Exchange Rates: A Multivariate Generalized ARCH Model // Review of Economics and Statistics, 1990.-No 72.-pp. 498-505.
-
(1990)
Review of Economics and Statistics
, Issue.72
, pp. 498-505
-
-
Bollerslev, T.1
-
5
-
-
43549117863
-
No news is good news: An asymmetric model of changing volatility in stock returns
-
Campbell, J.Y., and L. Hentschel. No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns // Journal of Financial Economics, 1992.-No 31.-pp. 281-318.
-
(1992)
Journal of Financial Economics
, Issue.31
, pp. 281-318
-
-
Campbell, J.Y.1
Hentschel, L.2
-
6
-
-
49049143130
-
The stochastic behavior of common stock variances-value, leverage and interest rate effects
-
Christie, A.A. The Stochastic Behavior of Common Stock Variances-Value, Leverage and Interest Rate Effects // Journal of Financial Economics, 1982.-No 10.-pp. 407-432.
-
(1982)
Journal of Financial Economics
, Issue.10
, pp. 407-432
-
-
Christie, A.A.1
-
7
-
-
0035998182
-
Dynamic conditional correlation-a simple class of multivariate GARCH models
-
Engle, R. Dynamic Conditional Correlation-A Simple Class of Multivariate GARCH Models // Journal of Business and Economic Statistic, 2002.-No 20.-pp. 339-350.
-
(2002)
Journal of Business and Economic Statistic
, Issue.20
, pp. 339-350
-
-
Engle, R.1
-
10
-
-
84993601065
-
On the relation between the expected value and the volatility of the nominal excess return on stocks
-
Glosten, L.R., R. Jagannathan, and D.E. Runkle. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks // Journal of Finance, 1993.-No 48.-pp. 1779-1801.
-
(1993)
Journal of Finance
, Issue.48
, pp. 1779-1801
-
-
Glosten, L.R.1
Jagannathan, R.2
Runkle, D.E.3
-
11
-
-
0032356260
-
Modeling asymmetric comovements of assets returns
-
Kroner, K.F., and V.K. Ng. Modeling Asymmetric Comovements of Assets Returns // Review of Financial Studies, 1998.-No 11.-pp. 817-844.
-
(1998)
Review of Financial Studies
, Issue.11
, pp. 817-844
-
-
Kroner, K.F.1
Ng, V.K.2
-
12
-
-
0002525307
-
Is the correlation in international equity returns constant: 1960-1990?
-
Longin, F. and B. Solnik. Is the Correlation in International Equity Returns Constant: 1960-1990? // Journal of International Money and Finance, 1995.-No 14.-pp. 3-26.
-
Journal of International Money and Finance
, vol.1995
, Issue.14
, pp. 3-26
-
-
Longin, F.1
Solnik, B.2
-
13
-
-
0000641348
-
Conditional hetroskedasticity in asset returns: A new approach
-
Nelson, D.B. Conditional Hetroskedasticity in Asset Returns: A New approach // Econometrica, 1991.-No 59.-pp. 347-370.
-
(1991)
Econometrica
, Issue.59
, pp. 347-370
-
-
Nelson, D.B.1
-
14
-
-
84977707955
-
Why does stock market volatility change over time?
-
Schwert, G.W. Why Does Stock Market Volatility Change Over Time? // Journal of Finance, 1989.-No 44.-pp. 1115-1153.
-
(1989)
Journal of Finance
, Issue.44
, pp. 1115-1153
-
-
Schwert, G.W.1
-
15
-
-
0002385291
-
Foreign equity investment restrictions capital flight and shareholder wealth maximization: Theory and evidence
-
Stulz, R.M. and Wasserfallen, W. Foreign Equity Investment Restrictions, Capital Flight, and Shareholder Wealth Maximization: Theory and Evidence // The Review of Financial Studies, 1995.-No 8.-pp. 1019-1057.
-
(1995)
The Review of Financial Studies
, Issue.8
, pp. 1019-1057
-
-
Stulz, R.M.1
Wasserfallen, W.2
-
16
-
-
38249004914
-
A markov model of hetroskedastisticity, risk and learning in stock market
-
Turner, C.M., R. Startz, and C. R. Nelson. A Markov Model of Hetroskedastisticity, Risk and Learning in Stock Market // Journal of Financial Economics, 1989.-No 25.-pp. 3-22.
-
(1989)
Journal of Financial Economics
, Issue.25
, pp. 3-22
-
-
Turner, C.M.1
Startz, R.2
Nelson, C.R.3
|