Skip to main content

Publisher: Routledge, part of the Taylor & Francis Group

More about this publication?
Volume 12, Number 11, 1 November 2002

SeptemBear – A seasonality puzzle in the German stock index DAX
pp. 765-769(5)
Authors: Reutter, Michael; Von Weizsäcker, Jakob; Westermann, Frank

Favourites:
ADD

Calculating the misspecification in beta from using a proxy for the market portfolio
pp. 771-781(11)
Authors: Hwang, Soosung; Satchell, Stephen E.

Favourites:
ADD

Inter-market spread trading: evidence from UK index futures markets
pp. 783-790(8)
Authors: Butterworth, Darren; Holmes, Phil

Favourites:
ADD

Evaluating the hedging performance of the constant-correlation GARCH model
pp. 791-798(8)
Authors: Lien, Donald; Tse, Y. K.; Tsui, Albert K. C.

Favourites:
ADD

The Forward Rate Unbiasedness Hypothesis revisited
pp. 799-804(6)
Author: Ho, Tsung-Wu

Favourites:
ADD
Favourites:
ADD

Returns and the interest rate: a non-linear relationship in the Bogota´stock market
pp. 835-842(8)
Authors: Arango, L. E.; González, A.; Posada, C. E.

Favourites:
ADD

  • Access Key
  • Free content
  • Partial Free content
  • New content
  • Open access content
  • Partial Open access content
  • Subscribed content
  • Partial Subscribed content
  • Free trial content
Cookie Policy
X
Cookie Policy
Ingenta Connect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more