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Structural models: Intra/Inter-day volatility transmission and spillover persistence of the HSI, HSIF and S\&P500 futures
Gerard L. Gannon, and Daniel F. S. Choi International Review of Financial Analysis 7(1):19--36 (1998)
to Models Structural Volatility by smicha on Apr 29, 2008, 8:06 AM
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iShares Australia: a clinical study in international behavioral finance
Robert B. Durand, and Douglas Scott International Review of Financial Analysis 12(3):223--239 (Dec 3, 2002)
to Asset models pricing by smicha on Apr 29, 2008, 8:06 AM
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Are corporates' target leverage ratios time-dependent?
C. H. Hui, C. F. Lo, and M. X. Huang International Review of Financial Analysis 15(3):220--236 (2006)
to Credit models risk by smicha on Apr 29, 2008, 8:06 AM
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Ratings-based credit risk modelling: An empirical analysis
Pamela Nickell, William Perraudin, and Simone Varotto International Review of Financial Analysis 16(5):434--451 (2007)
to Credit models risk by smicha on Apr 29, 2008, 8:06 AM
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Multinationals FDI and uncertainty: an exposition
Fathali Firoozi Journal of Multinational Financial Management 7(3):265--273 (October 1997)
to Stochastic models by smicha on Apr 29, 2008, 8:06 AM
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The predictability of Asian exchange rates: evidence from Kalman filter and ARCH estimations
Jian-Xin Wang, and Hoi-In Wong Journal of Multinational Financial Management 7(3):231--252 (October 1997)
to ARCH models by smicha on Apr 29, 2008, 8:06 AM
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The option on n assets with exchange rate and exercise price risk
Spiros H. Martzoukos Journal of Multinational Financial Management 11(1):1--15 (February 2001)
to Derivatives models by smicha on Apr 29, 2008, 8:06 AM
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The approximate option pricing model: performances and dynamic properties
Gunther Capelle-Blancard, Emmanuel Jurczenko, and Bertrand Maillet Journal of Multinational Financial Management 11(4-5):427--443 (December 2001)
to Option models pricing by smicha on Apr 29, 2008, 8:06 AM
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Further evidence on alternative continuous time models of the short-term interest rate
Athanasios Episcopos Journal of International Financial Markets, Institutions and Money 10(2):199--212 (June 2000)
to Continuous models time by smicha on Apr 29, 2008, 8:06 AM
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GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume
Robert D. Brooks, Robert W. Faff, and Tim R. L. Fry Journal of International Financial Markets, Institutions and Money 11(2):215--222 (June 2001)
to GARCH models by smicha on Apr 29, 2008, 8:06 AM
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The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market
Hossein Asgharian, and Björn Hansson Journal of International Financial Markets, Institutions and Money 13(4):325--353 (October 2003)
to Multifactor asset models pricing by smicha on Apr 29, 2008, 8:06 AM
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Return and risk interactions in Chinese stock markets
Ping Wang, Aying Liu, and Peijie Wang Journal of International Financial Markets, Institutions and Money 14(4):367--383 (October 2004)
to Asymmetric GARCH models by smicha on Apr 29, 2008, 8:06 AM
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An error correction factor model of term structure slopes in international swap markets
Pilar Abad, and Alfonso Novales Journal of International Financial Markets, Institutions and Money 15(3):229--254 (July 2005)
to Factor models by smicha on Apr 29, 2008, 8:06 AM
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A state-space approach to the analysis of economic shocks in Spain
Adolfo Maza, and José Villaverde Journal of Policy Modeling 29(1):55--63 (December 2006)
to State-space models by smicha on Apr 28, 2008, 2:02 PM
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Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan
Guglielmo Maria Caporale, Sarantis Kalyvitis, and Nikitas Pittis Journal of Policy Modeling 23(6):637--650 (August 2001)
to VAR models by smicha on Apr 28, 2008, 2:02 PM
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Optimal multiregional global economic growth: Formulation of an optimal growth program, growth prospects, and convergence
S. M. N. Islam Journal of Policy Modeling 23(7):753--774 (October 2001)
to Global growth models by smicha on Apr 28, 2008, 2:02 PM
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Regional effects of economic integration: the case of Brazil
Eduardo A. Haddad, Edson P. Domingues, and Fernando S. Perobelli Journal of Policy Modeling 24(5):453--482 (August 2002)
to Computable equilibrium general models by smicha on Apr 28, 2008, 2:02 PM
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An application of Mean-Covariance Structure Models for the analysis of group lending behavior
Julia Paxton, and Cameron Thraen Journal of Policy Modeling 25(9):863--868 (December 2003)
to Mean and covariance models structure by smicha on Apr 28, 2008, 2:02 PM
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Identifying endogenous fiscal policy rules for macroeconomic models
Javier J. Pérez, and Paul Hiebert Journal of Policy Modeling 26(8-9):1073--1089 (December 2004)
to Macroeconomic models by smicha on Apr 28, 2008, 2:02 PM
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The timing of ETA terrorist attacks
Carlos Pestana Barros, José Passos, and Luis A. Gil-Alana Journal of Policy Modeling 28(3):335--346 (April 2006)
to Duration models by smicha on Apr 28, 2008, 2:02 PM
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