Time-varying volatility and equity returns in Bangladesh stock market

By Basher Syed   Hassan M. Kabir   Islam Anisul  

Applied Financial Economics, Vol. 17, Iss. 17, 2007-11 ,pp. : 1393-1407

Routledge Ltd

Access to resources Recommend Favorite

Interest-rate risk factor and stock returns: a time-varying factor-loadings model

By Huang Peng   Hueng C. James  

Applied Financial Economics, Vol. 19, Iss. 22, 2009-11 ,pp. : 1813-1824

Routledge Ltd

Access to resources Recommend Favorite

Asymmetry and time variation in exchange rate exposure: An investigation of Australian stocks returns

By Brooks Robert D.   Iorio Amalia Di   Faff Robert W.   Fry Tim   Joymungul Yovina  

International Journal of Commerce and Management, Vol. 20, Iss. 4, 2010-11 ,pp. : 276-295

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Time-varying risk premia in American depository receipt returns

By Gregory Richard P.  

Global Business and Economics Review, Vol. 9, Iss. 1, 2007-02 ,pp. : 19-37

Inderscience Publishers

Access to resources Recommend Favorite

Time-varying nonlinear exchange rate exposure

By Kizys Renatas  

Applied Financial Economics Letters, Vol. 3, Iss. 6, 2007-11 ,pp. : 385-389

Routledge Ltd

Access to resources Recommend Favorite