Applied Financial Economics Letters

Title Publication Date Language Citations
Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks2007/07/01English137
Flexible Dynamic Conditional Correlation multivariate GARCH models for asset allocation2006/03/01English103
Temporal stability of estimates of risk aversion2005/01/01English84
The evolving relationship between gold and silver 1978–2002: evidence from a dynamic cointegration analysis: a note2006/01/01English57
A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers2005/03/01English50
Investment information content in Bollinger Bands?2007/07/01English36
Internal corporate governance mechanisms and corporate performance: evidence for UK firms2005/07/01English35
Determinants of bank net interest margins in southeast asia2005/01/01English31
REIT markets: periodically collapsing negative bubbles?2005/03/01English30
Measuring relative risk aversion2006/09/01English25
Evidence on the relationship between Takaful insurance and fundamental perception of Islamic principles2006/07/01English25
Stock market returns and the temperature effect: new evidence from Europe2008/10/22English25
The response of the conventional mortgage rate to the federal funds rate: symmetric or asymmetric adjustment?2006/09/01English23
The oil price exposure of global oil companies2008/03/01English21
Value-at-risk in US stock indices with skewed generalized error distribution2008/10/22English20
The dynamic relationships between gold futures markets: evidence from COMEX and TOCOM2008/01/01English20
Political orientation of government and stock market returns2007/07/01English19
Long memory properties of real interest rates for 16 countries2006/01/01English19
Day of the week seasonality in African stock markets2008/03/01English19
Effect of S&P500's return on emerging markets: Turkish experience2005/01/01English18
Refunding efficiency: a generalized approach2007/05/01English18
Comovement in the FTSE 100 Index2008/01/01English15
New insights on the importance of agency costs for corporate debt maturity decisions2005/07/01English14
Stochastic behaviour of risk-weighted bank assets under the Basel II capital accord2005/05/01English14
Firm size, sector and market valuation of R&D expenditures2008/03/01English14
Applying event study analysis to assess the impact of marketing communication strategies: the case of sponsorship2005/07/01English13
Efficiency of the South African equity market2008/09/26English13
Twenty-two years of Japanese institutional forecasts2005/03/01English13
Does volume provide information? Evidence from the Irish Stock Market2005/03/01English13
Nonlinear mean reversion in stock prices: evidence from Asian markets2007/01/01English13