Clayton, Victoria 3800
C/- University of Queensland Business School
St Lucia, 4071 Brisbane
Monash University - Department of Accounting
in Total Papers Downloads
in Total Papers Citations
Financial contagion, U.S. subprime crisis, Dynamic conditional correlation generalized autoregressive conditionally heteroskedastic (DCC-GARCH) model,Sovereign ratings, International stock markets
Credit default swap, Credit Spread, Emerging market, International linkages, Price discovery
Asset pricing, Fama-French Three-factor model, Multiscaling approach
subprime crisis, Libor-OIS spreads, Libor-OIS spreads determinants, credit risk, liquidity risk, banking system risk
Hedge Funds, Investment Horizon Effect, Nonlinear Dependence, Tail Dependence, Copulas, Filtered Historical Simulation
Earnings press release, Spin in earnings information, Tone, Stock market reaction
Subprime crisis, Term Auction Facility, LIBOR-OIS spread, Commercial paper spread, Jumbo spread
Performance Measure, Performance Manipulation, Return Smoothing, Doubt Ratio, Madoff
Asset allocation, value stocks, growth stocks, investment horizon, wavelet analysis
Earnings press release, Media coverage of earnings information, Bias in earnings information, Stock market reaction
Subprime mortgage crisis, LIBOR-OIS spreads, Vector autoregressive model, Cointegration, Vector error correction
Optimistic bias, firm characteristics, investor reaction
Asset Pricing, Timescale Betas, Cross Section of Stock Returns, Fama-French Factors, Wavelets
Sovereign wealth fund, Informed investors, Causality tests
Beige Book, Tone
Mutual funds, Competition, Socially responsible investing
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: acfi.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
File name: aepa153.
File name: ecor.
File name: IRFI.
Sovereign wealth fund, Tail risk, Marginal expected shortfall, Liquidity effect
Long-run relationship, Expectations Hypothesis, Japanese yen Eurobonds, Canonical Cointegrating Regression, GARCH
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.822 seconds