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Jun 24 2013 |
Elie I Bouri |
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Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications |
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Abstract Contact Information Citation Full Text - Note |
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Mar 12 2012 |
Ahamada Ibrahim and Boutahar Mohamed |
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Power of the KPSS test against shift in variance:
a further investigation. |
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Abstract Contact Information Citation Full Text - Note |
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Apr 02 2011 |
Fernanda G Barba and Paulo S Ceretta |
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Risk transmission between Latin America stock markets and the US: impacts of the 2007/2008 Crisis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Mar 06 2008 |
Duc NGUYEN |
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An empirical analysis of structural changes in emerging market volatility |
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Abstract Contact Information Citation Full Text - Note |
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Feb 19 2004 |
AHAMADA IBRAHIM |
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A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate |
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Abstract Contact Information Citation Full Text - Note |
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Dec 12 2003 |
AHAMADA IBRAHIM |
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Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density. |
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Abstract Contact Information Citation Full Text - Note |
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