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Correlations, business cycles and integration

, , и . Journal of International Financial Markets, Institutions and Money, 9 (1): 75--95 (января 1999)

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Stephen Brooks

Robert D Haak

Robert D Rowe

Christopher Brooks

Lane Brooks

 

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Correlations, business cycles and integration, , и . Journal of International Financial Markets, Institutions and Money, 9 (1): 75--95 (января 1999)The use of domestic and world market indexes in the estimation of time-varying betas, , и . Journal of Multinational Financial Management, 10 (1): 91--106 (января 2000)The robustness of point optimal testing for rosenberg random regression coefficients. Econometric Reviews, 14 (1): 35--53 (1995)GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume, , и . Journal of International Financial Markets, Institutions and Money, 11 (2): 215--222 (июня 2001)Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data, и . Journal of Multinational Financial Management, 17 (3): 214--230 (июля 2007)The impact of exchange rate volatility on German-US trade flows, и . Journal of International Financial Markets, Institutions and Money, 7 (1): 73--87 (апреля 1997)An examination of the effects of major political change on stock market volatility: the South African experience, , и . Journal of International Financial Markets, Institutions and Money, 7 (3): 255--275 (октября 1997)Alternative point-optimal tests for regression coefficient stability. Journal of Econometrics, 57 (1-3): 365--376 (00 1993)Announcements and revisions of Australian macroeconomic data and their news content for Australian financial markets, , , и . Journal of International Financial Markets, Institutions and Money, 9 (2): 195--215 (апреля 1999)A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions, , и . Journal of Banking & Finance, 21 (2): 197--219 (февраля 1997)