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Gold, volatility, intraday, GARCH
Long term dependence, volatility, gold silver spread, futures
Bond Markets, Financial System Reform, Japan
Commodities, Gold, Macroeconomic factors, Silver, Volatility, conditional
Credit spreads, bond ratings, spread prediction
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: ecno.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
foreign direct investment, economic growth, panel data, social policy
Long-term dependence, Return Anomalies, CUSUM, Rescaled-range statistic, Hurst statistic
Arirang bonds, foreign bonds, bond market development
Hurst exponent, Efficient market hypothesis
Gold, Inflation, monetary policy
Bond Markets, Financial Market Development, Foreign Bonds, Kangaroo Bonds, Australia
Gold, survey, review
Bond Market, Thailand, Asia, currency, Capital Flow
financial crisis, Asia-Pacific region, economic policy, international banking and bond markets
Gold, Silver, Technical analysis, Trading, High frequency
Bond Yield Spread, Default Risk, Callable Bonds, Corporate Bonds
Bank Financing, Financial Market Development, International Banking, Japan
Hurst exponent, efficient market hypothesis, covered interest parity, arbitrage
Currency Internationalisation; Financial Market Development; Renminbi; SWIFT
chaos, compass rose, electricity prices, fractal, high-frequency data, Hurst
stock indices, Brazil, Argentina, fractal structure, Hurst coefficient, long term dependence, stock market spread, volatility
Credit Spreads, Eurobonds, Japan, Equilibrium Correction
Markets, Financial Market Development, Foreign Bonds
Credit spreads, Latin America, Long-run dynamics, Sovereign bonds, Structural models
Asia-Pacific region, bank financing, financial market development, Global Financial Crisis, international banking
Gold, Silver, Platinum, Palladium, integration
Commodities, Financial Market Integration, International Asset Pricing, Systematic Risk, Market Risk
Asia-Pacific, Financial Market Integration, International Asset Pricing, Systematic Risk, Market Risk
foreign exchange markets, insider trading, market surveillance, structural break tests, regulation
Abuse of public office; Australia; Ethical norms and values; Ethical standards and codes; Industry standards; Foreign exchange market; FX Global Code; Insider trading; UN Global Compact
Financial Integration; Interest Rate Swap; Long-term Volatility; Short-term Volatility; Long-term Correlations; Short-term Correlations
File name: aepa153.
oil, gas, asymmetric, causality, out-of-sample
File name: j-8462.
Global systemically important banks (GSIBs), Extreme value theory, (EVT), Distance to default (DD), Distance to Inefficiency (DI), Distance to capital (DC), Logistic regression model
N50, Q31, G38, G12
Argentina Default, Final Crisis, Global Financial Crisis, Latin America, Volatility, Spillovers, Sovereign Bond Markets, Transmission, Volatility Linkages
Asymmetric relation; Gold price; Gold Mining Firms; Real Options; Corporate Valuation
Precious metals; High-frequency; Intraday periodicity; Correlation; Gold; Silver; Platinum; Palladium
Manipulation, Gold, silver, price suppression
Correlation risk; Business cycles; Interest rate swaps; Market skewness; Swap spread puzzle; Systematic risk; Japan; Yen swap markets
File name: JOES.
Corporate bonds, Convertible bond pricing models, Contingent claim approach
Vietnam bank, bank profitability
arbitrage, covered interest parity, international financial markets, forward market, lead-lag relationship, threshold autoregression (TAR), non-linearity test
This is a Palgrave MacMillan paper. Palgrave MacMillan charges $30.00 .
File name: palgrave.
home bias, portfolio holdings
Scaling volatility, long-range dependence, foreign exchange, market microstructure
Credit spreads, absolute spreads, relative spreads, Eurobonds
Long-term dependence, Return Anomalies, CUSUM, Rescaled-range statistic, Hurst statistic, Nikkei
Disintermediation, Bond Markets, Emerging Markets
Long-run relationship, Expectations Hypothesis, Japanese yen Eurobonds, Canonical Cointegrating Regression, GARCH
Credit spreads, Eurobonds, Australia
Scaling, Volatility, Currency returns
Credit risk, Credit derivatives, Credit default swaps, Credit-linked notes, Credit spreads, Total return swaps
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