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6 research outputs found
Modeling inflation rates and exchange rates in Ghana: application of multivariate GARCH models
Author
B Mbeah-Baiden
C Engel
+14 more
CG Broyden
D Goldfarb
DC Parsley
DF Shanno
Estima
FS Mishkin
J Atta-Mensah
PK Goldberg
PK Krugman
R Engle
R Fletcher
RS Sobel
T Bolleslev
WA McEachern
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
Get PDF
Crossref
The Determinants of Bid-Ask Spreads in the Foreign Exchange Futures Markets: A Microstructure Analysis
Author
Baillie
Berndt
+42 more
Bollerslev
Bollerslev
Bolleslev
Brock
Brock
Brock
Chiang
Cornell
Cornew
Dickey
Dickey
Engle
Engle
French
Fuller
Gao
Gao
Hall
Hinich
Hsieh
Hsieh
Hsieh
Hsieh
Hsieh
Hudson
Kolb
Lee
Parkinson
Pope
Savit
Scheinkman
Taylor
Taylor
Tiao
Tong
Tong
Tong
Tong
Tsay
Tsay
Yang
Yang
Publication venue
'Wiley'
Publication date
01/05/1999
Field of study
Get PDF
Crossref
Institutional Knowledge at Singapore Management University
An introduction to volatility models with indices
Author
A. Thavaneswaran
Abramowitz
+11 more
Beran
Bolleslev
Chen
Gradshteyn
Hosking
Li
Peiris
Peiris
Priestley
S. Peiris
Thavaneswaran
Publication venue
'Elsevier BV'
Publication date
Field of study
No full text
Crossref
The Interrelationship between the Stock Markets and the Foreign Exchange Market
Author
_
A Kanas
+23 more
C K Ma
C R Hekman
D B Nelson
E Bartov
F Black
G A Karoiyi
G Bodnar
G Koutmos
J A Frankel
J J Choi
J Y Campbell
K R French
P G Apte
P Jorion
Prakash Apte
R A Ajayi
R Engle
R Engle
S Johansen
T Bollerslev
T Bolleslev
V Akgiray
W H Branson
Publication venue
'Elsevier BV'
Publication date
01/01/2001
Field of study
No full text
Crossref
Measuring the Economic Significance of Mean-Variance Spanning
Author
A Zellner
B Tims
+31 more
C E Smith
C R Harvey
C R Harvey
C R Harvey
C S Eun
D Avramov
D B Keim
E F Fama
E Matsen
F De Roon
G Huberman
I Cooper
J Aizenman
J Y Campbell
J Y Campbell
K Jeske
K K Lewis
L Pastor
M Dahlquist
O Ledoit
P Pesenti
Paskalis Glabadanidis
R F Engle
R F Engle
R Kan
R Uppal
S Chib
S Chib
S H Shore
S Kandel
T Bolleslev
Publication venue
'Elsevier BV'
Publication date
01/01/2004
Field of study
No full text
Crossref
Testing Portfolio Efficiency under Alternative Distributions
Author
A C Mackinley
A K Gupta
+41 more
A Zellner
B C Sutradhar
D Nelson
E F Fama
E F Fama
G Zhou
H Markowitz
H Markowitz
J D Jobson
J D Jobson
J E Stiglitz
J Fleming
J H Cochrane
J Lintner
J Owen
J Shanken
K T Fang
K T Fang
K T Fang
M Britten-Jones
M F M Osborne
M Gibbons
M J Best
M R Gibbons
N Barberis
R C Merton
R F Engle
R F Stambaugh
R J Muirhead
S Kandel
S Mittnik
T Bodnar
T Bolleslev
Taras Bodnar
V K Chopra
W F Sharpe
W H Green
Wolfgang Schmid
Y Kroll
Ya I Yelejko
Ya Okhrin
Publication venue
'Elsevier BV'
Publication date
01/01/2004
Field of study
No full text
Crossref