Search Results - "Applied financial economics"

Journal Article

Dependence patterns across financial markets: a mixed copula approach

by Hu, Ling Published in Applied financial economics (15.06.2006)

“...This paper studies the modelling and estimation of dependence across international financial markets, with a focus on the structure of dependence. A new...”

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Journal Article

Combining forecasts - forty years later

by Wallis, Kenneth F Published in Applied financial economics (01.01.2011)

“...This article is dedicated to the memory of Clive Granger, a founding editor of this journal. Its title echoes the title of his invited review article in a...”

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Journal Article

What determines the speed of adjustment to the target capital structure?

by Drobetz, Wolfgang Wanzenried, Gabrielle Published in Applied financial economics (01.09.2006)

“...Applied Financial Economics, 2006, 16, 941–958 What determines the speed of adjustment to the target capital structure? Wolfgang Drobetz a, * and Gabrielle...”

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Journal Article

Bank holding company diversification and production efficiency

by Elyasiani, Elyas Wang, Yong Published in Applied financial economics (01.09.2012)

“...Bank Holding Companies (BHCs) have been diversifying their businesses increasingly among banking, securities and insurance activities in the recent decades...”

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Journal Article

Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought

by Taylor, Mark P Published in Applied financial economics (01.01.2006)

“...Applied Financial Economics, 2006, 16, 1–17 Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought Mark P. Taylor Department...”

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Journal Article

Determinants of profitability in European manufacturing and services: evidence from a dynamic panel model

by Goddard, John Tavakoli, Manouche Wilson, John O. S Published in Applied financial economics (01.12.2005)

“...Recent advances in panel data econometrics are used to investigate the determinants of profitability for manufacturing and service sector firms in Belgium,...”

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Corporate social responsibility and stock market performance

by Becchetti, Leonardo Ciciretti, Rocco Published in Applied financial economics (01.08.2009)

“...Applied Financial Economics, 2009, 19, 1283–1293 Corporate social responsibility and stock market performance Leonardo Becchetti a and Rocco Ciciretti b...”

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Journal Article

Dynamic correlation analysis of financial contagion in Asian markets in global financial turmoil

by Yiu, Matthew S Alex Ho, Wai-Yip Choi, Daniel F Published in Applied financial economics (01.02.2010)

“...Applied Financial Economics, 2010, 20, 345–354 Dynamic correlation analysis of financial contagion in Asian markets in global financial turmoil Matthew S. Yiu...”

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Journal Article

Do socially responsible investment indexes outperform conventional indexes?

by Managi, Shunsuke Okimoto, Tatsuyoshi Matsuda, Akimi Published in Applied financial economics (01.09.2012)

“...The question of whether more Socially Responsible (SR) firms outperform or underperform other conventional firms has been debated in the economic literature...”

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Journal Article

The profitability of banks in Japan

by Liu, Hong Wilson, John O. S Published in Applied financial economics (01.12.2010)

“...This article investigates the profitability of Japanese banks following the major financial crisis that affected the country's economy in the mid-1990s...”

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Journal Article

Can macroeconomic variables explain long-term stock market movements? A comparison of the US and Japan

by Humpe, Andreas Macmillan, Peter Published in Applied financial economics (01.01.2009)

“...Within the framework of a standard discounted value model, we examine whether a number of macroeconomic variables influence stock prices in the US and Japan. A...”

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Journal Article

How has financial deepening affected poverty reduction in India? Empirical analysis using state-level panel data

by Inoue, Takeshi Hamori, Shigeyuki Published in Applied financial economics (//)

“...This article examines, empirically, whether financial deepening has contributed to poverty reduction in India. Using unbalanced panel data for 28 Indian states...”

Journal Article

Estimating stock market volatility using asymmetric GARCH models

by Alberg, Dima Shalit, Haim Yosef, Rami Published in Applied financial economics (01.08.2008)

“...A comprehensive empirical analysis of the mean return and conditional variance of Tel Aviv Stock Exchange (TASE) indices is performed using various GARCH...”

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Journal Article

Family ownership, financing constraints and investment decisions

by Andres, Christian Published in Applied financial economics (01.11.2011)

“...This article provides an empirical answer to the question of how the unique incentives of founding families influence investment decisions. Contrary to...”

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Journal Article

Global capital market interdependence and spillover effect of credit risk: evidence from the 2007-2009 global financial crisis

by Cheung, William Fung, Scott Tsai, Shih-Chuan Published in Applied financial economics (01.01.2010)

“...This article examines the impact of the 2007-2009 Global Financial Crisis on the interrelationships among global stock markets and the informational role of...”

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Journal Article

Determinants of financial performance in Chinese banking

by Heffernan, Shelagh A Fu, Xiaoqing Published in Applied financial economics (01.10.2010)

“...China's banking system has undergone gradual reform since 1978, with a view to improving efficiency and resource allocation. Recent reforms have focused on...”

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Journal Article

Testing market efficiency in the EU carbon futures market

by Joyeux, Roselyne Milunovich, George Published in Applied financial economics (01.05.2010)

“...Applied Financial Economics, 2010, 20, 803–809 Testing market efficiency in the EU carbon futures market Roselyne Joyeux and George Milunovich* Faculty...”

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Journal Article

Economic reforms and bank efficiency in developing countries: the case of the Indian banking industry

by Ataullah, Ali Le, Hang Published in Applied financial economics (01.06.2006)

“...Using the Indian banking industry as a case study, this paper proposes and tests hypotheses regarding the possibility of a relationship between three elements...”

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Journal Article

Spillovers and correlations between US and major European stock markets: the role of the euro

by Savva, Christos S Osborn, Denise R Gill, Len Published in Applied financial economics (01.10.2009)

“...Applied Financial Economics, 2009, 19, 1595–1604 Spillovers and correlations between US and major European stock markets: the role of the euro Christos...”

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