| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Day of the week effect in emerging Asian stock markets: evidence from the GARCH model
|
Choudhry, Taufiq
|
|
2000
|
10 |
3 |
p. 235-242
|
artikel
|
| 2 |
Effects of index option introduction on stock index volatility: a procedure for empirical testing based on SSC-GARCH models
|
Becchetti, Leonardo
|
|
2000
|
10 |
3 |
p. 323-341
|
artikel
|
| 3 |
Exchange controls and the transmission of equity market volatility: the case of the UK
|
Chelley-Steeley, P. L.
|
|
2000
|
10 |
3 |
p. 317-322
|
artikel
|
| 4 |
Price discovery in strategically-linked markets: the case of the gold-silver spread
|
Adrangi, Bahram
|
|
2000
|
10 |
3 |
p. 227-234
|
artikel
|
| 5 |
Stochastic unit roots modelling of stock price indices
|
Sollis, Robert
|
|
2000
|
10 |
3 |
p. 311-315
|
artikel
|
| 6 |
Stock market integration and macroeconomic fundamentals: an empirical analysis, 1980-95
|
Dickinson, David G.
|
|
2000
|
10 |
3 |
p. 261-276
|
artikel
|
| 7 |
Stock return volatility in thinly traded markets. An empirical analysis of trading and non-trading processes for individual stocks in the Norwegian thinly traded equity market
|
Solibakke, P. B.
|
|
2000
|
10 |
3 |
p. 299-310
|
artikel
|
| 8 |
Testing the risk premium and cost-of-carry hypotheses for currency futures contracts
|
SEQUEIRA, JOHN M.
|
|
2000
|
10 |
3 |
p. 277-289
|
artikel
|
| 9 |
The relative impacts of Japanese and US interest rates on local interest rates in Australia and Singapore: a Granger causality test
|
Shan, Jordan
|
|
2000
|
10 |
3 |
p. 291-298
|
artikel
|
| 10 |
Time varying term premia and risk: the case of the Spanish interbank money market
|
Fernandez, M. Dolores Robles
|
|
2000
|
10 |
3 |
p. 243-260
|
artikel
|
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