G15 - International Financial Markets

Citations 1-10 of 15 total displayed.

Most recent content (1 Jul 2007):

Articles
Model-free versus Model-based Volatility Prediction

Dimitris N. Politis
J. Financial Econometrics 2007; 5: 358-359. [Abstract] [Full text] [PDF]  

Past content (since Mar 2003):

Articles
A discrete and a continuous-time model based on a technical trading rule

João Nicolau
J. Financial Econometrics 2007; 5: 266-284. [Abstract] [Full text] [PDF]  

Articles
Measuring contagion and interdependence with a Bayesian time-varying coefficient model: An application to the Chilean FX market during the Argentine crisis

Matteo Ciccarelli and Alessandro Rebucci
J. Financial Econometrics 2007; 5: 285-320. [Abstract] [Full text] [PDF]  

Articles
The Impact of Central Bank FX Interventions on Currency Components

Michel Beine, Charles S. Bos, and Sébastien Laurent
J. Financial Econometrics 2007; 5: 154-183. [Abstract] [Full text] [PDF]  

Articles
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns

Lorenzo Cappiello, Robert F. Engle, and Kevin Sheppard
J. Financial Econometrics 2006; 4: 537-572. [Abstract] [Full text] [PDF]  

Articles
A Mixture Multiplicative Error Model for Realized Volatility

Markku Lanne
J. Financial Econometrics 2006; 4: 594-616. [Abstract] [Full text] [PDF]  

Articles
Practitioners’ Corner

Adam Canopius
J. Financial Econometrics 2006; 4: 671-675. [Extract] [Full text] [PDF]  

Articles
Jump Spillover in International Equity Markets

Hossein Asgharian and Christoffer Bengtsson
J. Financial Econometrics 2006; 4: 167-203. [Abstract] [Full text] [PDF]  

Articles
The Generalized Hyperbolic Skew Student’s t-Distribution

Kjersti Aas and Ingrid Hobæk Haff
J. Financial Econometrics 2006; 4: 275-309. [Abstract] [Full text] [PDF]  

Articles
Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation

Ole E. Barndorff-Nielsen and Neil Shephard
J. Financial Econometrics 2006; 4: 1-30. [Abstract] [Full text] [PDF]  

[Next page] Pages: 1 2