6

Long memory testing for Fed Funds Futures’ contracts

Year:
2008
Language:
english
File:
PDF, 225 KB
english, 2008
18

Testing for predictability in equity returns for European transition markets

Year:
2006
Language:
english
File:
PDF, 997 KB
english, 2006
22

Financial stability and bank supervision

Year:
2016
Language:
english
File:
PDF, 256 KB
english, 2016
33

Ranking efficiency for emerging markets

Year:
2004
Language:
english
File:
PDF, 256 KB
english, 2004
34

Ranking efficiency for emerging equity markets II

Year:
2005
Language:
english
File:
PDF, 241 KB
english, 2005
35

Long-range dependence and market structure

Year:
2007
Language:
english
File:
PDF, 99 KB
english, 2007
36

Time-varying long-range dependence in US interest rates

Year:
2007
Language:
english
File:
PDF, 675 KB
english, 2007
37

Testing for long-range dependence in world stock markets

Year:
2008
Language:
english
File:
PDF, 128 KB
english, 2008
39

Multifractality and herding behavior in the Japanese stock market

Year:
2009
Language:
english
File:
PDF, 141 KB
english, 2009
44

Testing for rational bubbles in banking indices

Year:
2006
Language:
english
File:
PDF, 199 KB
english, 2006
48

Measuring the flow of information among cities using the diffusion power

Year:
2009
Language:
english
File:
PDF, 386 KB
english, 2009