All Rights Reserved
AccessEcon LLC 2006, 2008.
Powered by MinhViet JSC
ralph lauren polo

Notes, Comments and Preliminary results

Sep 16 2014 Marcelo Brutti Righi , Kelmara Mendes Vieira , Daniel Arruda Coronel , Reisoli Bender Filho and Paulo Sergio Ceretta
  Decomposing the bid-ask spread in the Brazilian market: an intraday framework
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 26 2014 Josh Stillwagon
  Reexamining what survey data say about currency risk and irrationality using the cointegrated VAR
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 23 2014 Bruno Milani and Paulo Sérgio Ceretta
  A multiscale approach to emerging market pricing
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 28 2014 Nguena Christian Lambert and Tsafack Nanfosso Roger
  On the Sensitivity of Banking Activity Shocks: Evidence from the CEMAC Sub-region
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 30 2014 Manel Hamdi and Sami Mestiri
  Bankruptcy prediction for Tunisian firms : An application of semi-parametric logistic regression and neural networks approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 23 2013 Bruno Milani and Paulo Sergio Ceretta
  Do Brazilian REITs depend on Real Estate sector companies or Overall Market?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 23 2013 M. Hossein Partovi
  Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 05 2013 Julien Chevallier , Florian Ielpo and Ling-Ni Boon
  Common risk factors in commodities
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 27 2013 Paulo Sergio Ceretta , Alexandre Silva da Costa , Marcelo Brutti Righi and Fernanda Maria Müller
  A 10 min tick volatility analysis between the Ibovespa and the S&P500
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 11 2013 Enzo Dia and Fabrizio Casalin
  Security issuance and the business cycle
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 11 2013 Philippe Bernard and Michel Blanchard
  The performance of amateur traders on a public internet site: a case of a stock-exchange contest
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 18 2013 Benoît Sévi and César Baena
  The explanatory power of signed jumps for the risk-return tradeoff
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 21 2013 Francisca Beer , Fabrice Hervé and Mohamed Zouaoui
  Is Big Brother Watching Us? Google, Investor Sentiment and the Stock Market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 08 2012 Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen
  Oil-stock volatility transmission, portfolio selection and hedging
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 26 2012 Hideaki Sakawa and Masato Ubukata
  Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 15 2012 David G McMillan
  Long-run stock price-house price relation: evidence from an ESTR model
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 24 2012 Suresh K. G. , Aviral Kumar Tiwari and Anto Joseph
  Are the emerging bric stock markets efficient?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 09 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 29 2012 Go Tamakoshi , Yuki Toyoshima and Shigeyuki Hamori
  A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 20 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Predicting the risk of global portfolios considering the non-linear dependence structures
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 13 2011 Go Tamakoshi and Shigeyuki Hamori
  Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 28 2011 Renatas Kizys and Christian Pierdzioch
  Contagious speculative bubbles: A note on the Greek sovereign debt crisis
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 27 2011 Go Tamakoshi
  European sovereign debt crisis and linkage of long-term government bond yields
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jul 03 2011 Tran MANH Tuyen
  Modeling Volatility Using GARCH Models: Evidence from Vietnam
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 12 2011 Riccardo Calcagno and Mariacristina Rossi
  Portfolio Choice and Precautionary Savings
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 02 2011 Fernanda G Barba and Paulo S Ceretta
  Risk transmission between Latin America stock markets and the US: impacts of the 2007/2008 Crisis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 17 2011 Masanori Ohkuma and Teruo Mori
  Local finance-growth nexus: Does bank ownership matter?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 17 2011 Laurent Augier and Wahyoe Soedarmono
  Threshold Effect and Financial Intermediation in Economic Development
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 08 2010 Siow-Hooi Tan and Mohammad Tariqul Islam Khan
  Long Memory Features in Return and Volatility of the Malaysian Stock Market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 11 2010 Abd Halim Ahmad , Siti Nurazira Mohd Daud and W.N.W. Azman-Saini
  Efficient market hypothesis in emerging markets: Panel data evidence with multiple breaks and cross sectional dependence
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 23 2010 Andreas Knabe and Steffen Rätzel
  Better an insecure job than no job at all? Unemployment, job insecurity and subjective wellbeing
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 26 2010 Robert Finger
  Stock price responses on the German suspension of genetically modified maize
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jul 22 2010 Thi Hong Hanh Pham
  Effects of the 2008 Financial Crisis on developing Asia's Economic Growth
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 06 2010 Khurshid Kiani
  Predictable Signals in Excess Returns: Evidence from Non-Gaussian State Space Models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 08 2010 Shiok Ye Lim and Ricky Chee-Jiun Chia
  Stock Market Calendar Anomalies: Evidence from ASEAN-5 Stock Markets
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 25 2010 Arouri Mohamed El Hedi and Jawadi Fredj
  Short and long-term links between oil prices and stock markets in Europe
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 21 2010 Naved Ahmad and Shahid Ali
  Corruption and financial sector performance: A cross-country analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jan 19 2010 Siow-hooi Tan , Muzafar-shah Habibullah and Roy-wye-leong Khong
  Non-linear unit root properties of stock prices: Evidence from India, Pakistan and Sri Lanka
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 24 2009 William Wai Him Tsang and Terence Tai Leung Chong
  Profitability of the On-Balance Volume Indicator
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 10 2009 Tomoki Kitamura and Kunio Nakashima
  Changes in Equity Investment of Japan's Households After the Introduction of Defined Contribution Plans
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 08 2009 Qaiser Munir and Kasim Mansur
  Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 14 2009 Giam Quang Do , Michael Mcaleer and Songsak Sriboonchitta
  Effects of international gold market on stock exchange volatility: evidence from asean emerging stock markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 02 2008 Wei-Hsiung Wu , Hui-Hwang Tsai , Shyan-Yuan Lee and Son-Nan Chen
  Extend the debt as it is not deeply out-of-the-money
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 02 2008 Sifunjo E. Kisaka , Wainaina Gituro , Pokhariyal Ganesh and Ngugi W. Rose
  An analysis of the efficiency of the foreign exchange market in Kenya
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 28 2008 Wan-Hsiu Cheng
  Overestimation in the Traditional GARCH Model During Jump Periods
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 04 2008 Sovannroeun SAMRETH and Dara LONG
  The Monetary Model of Exchange Rate: Evidence from the Philippines Using ARDL Approach
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 21 2008 Alex Lebedinsky
  Empirical Test of Affine Stochastic Discount Factor Model of Currency Pricing
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 07 2008 Venus Khim-Sen Liew , Ricky Chee-Jiun Chia and Syed Azizi Wafa Syed Khalid Wafa
  Day-of-the-week effects in Selected East Asian stock markets
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 19 2007 Patricia Stefani
  Financial Development and Economic Growth in Brazil: 1986-2006
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 03 2007 Thu Phuong Pham and Anh Tuan Bui
  The time to shut down
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 15 2007 Tao Wang
  Financial Constraints and the Risk-Return Relation
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 13 2007 Paresh Narayan and Arti Prasad
  Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 02 2007 Jose Luis de la Cruz and Elizabeth Ortega
  Continuous Time Models of Interest Rate: Testing the Mexican Data (1998-2006)
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 20 2007 virginie terraza and stephane mussard
  New trading risk indexes: application of the shapley value in finance
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 17 2007 Luigi Ventura
  A note on the relevance of prudence in precautionary saving.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 12 2007 Wen-Hsiu Kuo , Liu-Hsiang Hsu and Ching-Chung Lin
  The impact of foreign trading information on emerging futures markets: a study of Taiwan's unique data set
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 08 2007 Dat Bue Lock
  The China A shares follow random walk but the B shares do not
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 22 2007 Quentin Wodon
  Constructing Fama-French Factors from style indexes: Japanese evidence
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 05 2007 Dat Bue Lock
  The Taiwan stock market does follow a random walk
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 14 2007 Markus Haas
  Do investors dislike kurtosis?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 16 2006 Hideaki Sakawa and Naoki Watanabel
  A Note on Synchronization Risk and Delayed Arbitrage
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 09 2006 Vahe Lskavyan
  Multiple Shareholder Control as a Signaling Mechanism
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 06 2005 Jin Lee
  Long horizon regressions with moderate deviations from a unit root
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 01 2005 Diego Nocetti
  A Model of Mental Effort and Endogenous Estimation Risk
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 03 2005 Fang Xu
  Does Consumption-Wealth Ratio Signal Stock Returns? - VECM Results for Germany
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Apr 17 2005 Stephen LeRoy
  Positivity and bubbles in overlapping generations models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 05 2004 Stephen LeRoy
  Bubbles and the Intertemporal Government Budget Constraint
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Oct 25 2004 M. Hossein Partovi and Michael Caputo
  Principal Portfolios: Recasting the Efficient Frontier
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Apr 27 2004 David A. Hennessy
  Orthogonal Subgroups for Portfolio Choice
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 19 2003 Joseph G. Eisenhauer
  Approximation bias in estimating risk aversion
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 19 2003 Stephen LeRoy
  Expected utility: a defense
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 11 2003 Ludovic Renou and Guillaume Carlier
  Existence and monotonicity of optimal debt contracts in costly state verification models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
May 28 2003 Keiichi Tanaka
  Indeterminacy of equilibrium price of money, market price of risk and interest rates
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 28 2003 Sergio Da Silva , Annibal Figueiredo , Iram Gleria and Raul Matsushita
  Fractal structure in the Chinese yuan/US dollar rate
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jan 21 2003 Nizar Allouch
  A note on two notions of arbitrage
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Nov 19 2001 Teruko Takada
  Nonparametric density estimation: A comparative study
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 23 2001 João Amaro de Matos and Paula Antão
  Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid
  Abstract  Contact Information  Citation  Full Text  -  Note