Applied Financial Economics Letters

Title Publication Date Language Citations
The future of credit unions in the United States: evidence from quantitative extrapolations†2008/05/01English
Test of a quadratic relationship between the yield of TIPS and the federal funds rate2008/05/01English
Value-neutral tradeoffs between failure risk and growth2008/05/01English
Consumption, wealth and expected stock returns in Australia: some further results2008/01/01English
Simulation analysis of the impact of volatility clustering upon the finite-sample distribution of threshold cointegration tests2008/01/01English
Find a penny and pick it up: capitalizing on mutual fund rounding2008/01/01English
Long memory and nonlinearity in stock markets2008/01/01English
The nonlinear dynamics of interest rates2005/03/01English
Volatility filters for FX portfolios trading: the impact of alternative volatility models2006/11/01English
Analysis of dependence in the G11 countries' financial markets: simulation and empirical evidence2007/07/01English
Corrigendum2007/07/01English
Bankruptcy and the Nash solution2007/07/01English
Underwriting spread and the investment of security company-affiliated venture capital2007/07/01English
An empirical study of realized and long-memory GARCH standardized stock-return2007/03/01English
Financial impact of risk on municipal earnings2007/03/01English
The risk-adjusted trading rule profits in currency spot cross-rates2007/03/01English
The role of internal financing in a Ramsey model with financial intermediation2006/09/01English
What liquidity do hypothetical price impact curves measure?2006/09/01English
The behaviour of share prices in the run-up to and aftermath of stock splits: evidence for ‘share subdivisions’ in Hong Kong 2003–20052006/09/01English
Do Federal Reserve policy surprises affect the risk perception in the emerging markets?2006/09/01English
Erratum2005/03/01English
Foreign exchange intervention and central bank independence: the Latin American experience2008/09/26English
Size and stock market integration: a study of Canadian firms2008/10/22English
Long-term asymmetry in the USD-DEM spot exchange rate volatility process2008/10/22English
The liquidity effect across the short end of the term structure2006/05/01English
Testing for weekday anomaly in international stock index returns with non-normal errors2006/05/01English
The common trend and the cross-section of expected returns2005/09/01English
The impact of financial deregulation on monetary aggregates and interest rates in Australia2005/05/01English
Is non-linearity a permanent feature? Evidence from recursive and rolling estimation2005/07/01English
Intertemporal cross-border investment structures subjected to the equity holding constraint2005/09/01English