págs. 257-272
Estimation of dynamic asymmetric tail dependences: an empirical study on Asian developed futures markets
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NASDAQ-listed European and Asia Pacific ADRs: does market-timing affect long-term performance?
Mark Schaub
págs. 339-345
págs. 347-355
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Russian financial crisis, US financial stock returns and the IMF
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págs. 409-426
págs. 427-432
págs. 433-438
Testing for causality in the transmission of Eurodollar and US interest rates
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Pricing efficiency of the 3-month KLIBOR futures contracts: an empirical analysis
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What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model
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Macroeconomic and market determinants of interest rate spreads in low- and middle-income countries
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