471. The European financial crisis – a challenge for ten-year German government bond yield forecasts?. (1st January 2014) Authors: Kunze, Frederik Journal: International journal of bonds and derivatives Issue: Volume 1:Number 2(2014) Page Start: 171 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
472. The forecast for precious metal indexes and precious metal ETFs: an artificial neural network analysis. (2015) Authors: Trang, Do Thi Van Journal: International journal of bonds and derivatives Issue: Volume 1:Number 3(2015) Page Start: 237 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
473. The impact of asset price bubbles on liquidity risk measures from a financial institutions perspective. (2016) Authors: Jacobs, Michael Journal: International journal of bonds and derivatives Issue: Volume 2:Number 2(2016) Page Start: 152 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
474. The information value of credit rating withdrawals. (2016) Authors: Yi, Seongbaek; Fairchild, Lisa; Shin, Yoon S. Journal: International journal of bonds and derivatives Issue: Volume 2:Number 2(2016) Page Start: 108 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
475. The integration of Latin American bond markets: a copula analysis approach (1999-2015). (2016) Authors: Ortiz, Edgar; López-Herrera, Francisco; SantillÁ¡n-Salgado, Roberto J.; Fonseca-Ramírez, Alejandro Journal: International journal of bonds and derivatives Issue: Volume 2:Number 3(2016) Page Start: 267 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
476. The integration of Latin American bond markets: a copula analysis approach (1999-2015). (2016) Authors: Ortiz, Edgar; López-Herrera, Francisco; Santillán-Salgado, Roberto J.; Fonseca-Ramírez, Alejandro Journal: International journal of bonds and derivatives Issue: Volume 2:Number 3(2016) Page Start: 267 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
477. The weekend effect: a fractional integration and trading robot analysis. (2017) Authors: Caporale, Guglielmo Maria; Gil-Alana, Luis; Plastun, Alex; Makarenko, Inna Journal: International journal of bonds and derivatives Issue: Volume 3:Number 2(2017) Page Start: 114 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
478. Valuing an option on the stock of a multinational firm with foreign currency debt. (1st January 2013) Authors: Siddiqi, Mazhar A. Journal: International journal of bonds and derivatives Issue: Volume 1:Number 1(2014) Page Start: 19 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
479. Volatility spillovers across the swap markets: evidence from US, Australian, and Japanese swap markets. (2016) Authors: Bhargava, Vivek; Malhotra, D.K.; Tsetsekos, George Journal: International journal of bonds and derivatives Issue: Volume 2:Number 1(2016) Page Start: 59 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
480. Zero interest rates and cross-section of stock returns. (2017) Authors: Abuelfadl, Moustafa Journal: International journal of bonds and derivatives Issue: Volume 3:Number 3(2017) Page Start: 183 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗