11 |
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Momentum and reversals in Taiwan index futures returns during periods of extreme trading imbalance
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Kao, E. H.
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Elsevier Science B.V., Amsterdam.
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2011
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12 |
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Multi-period portfolio choice and the intertemporal hedging demands for stocks and bonds: International evidence
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Rapach, D. E.; Wohar, M. E.
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Elsevier Science B.V., Amsterdam.
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2009
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13 |
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The comovement between monetary and fiscal policy instruments during the post-war period in the U.S.
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Vazquez, J. s.
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Elsevier Science B.V., Amsterdam.
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2008
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14 |
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Event studies with a contaminated estimation period
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Aktas, N.; de Bodt, E.; Cousin, J. G.
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Elsevier Science B.V., Amsterdam.
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2007
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15 |
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Foreign exchange markets in South-East Asia 1990-2004: An empirical analysis of spillovers during crisis and non-crisis periods
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Mandilaras, A.; Bird, G.
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Elsevier Science B.V., Amsterdam.
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2007
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16 |
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The evolution of stock market integration in the post-liberalization period - A look at Latin America
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Hunter, D. M.
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Elsevier Science B.V., Amsterdam.
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2006
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17 |
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Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market
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Hua, M.; Gau, Y. F.
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Elsevier Science B.V., Amsterdam.
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2006
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18 |
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A value-of-information approach to measuring risk in multi-period economic activity
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Pflug, G. C.
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Elsevier Science B.V., Amsterdam.
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2006
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19 |
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Multi-period stochastic optimization models for dynamic asset allocation
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Hibiki, N.
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Elsevier Science B.V., Amsterdam.
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2006
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20 |
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Testing for financial spillovers in calm and turbulent periods
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Bialkowski, J.; Bohl, M. T.; Serwa, D.
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Elsevier Science B.V., Amsterdam.
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2006
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