Applied financial economics

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  Año 2011, Vol. 21, Número 1-3

  • Special issue in honour of Clive Granger

    Mark P. Taylor

    • Resumen

    págs. 1-2

    

  • The Applied Economics journals: a personal reflection

    Clive W. J. Granger

    págs. 3-5

    

  • Modelling the Phillips curve with unobserved components

    Andrew Harvey

    • Resumen

    págs. 7-17

    

  • Revisiting UK consumers' expenditure: cointegration, breaks and robust forecasts

    David F. Hendry

    • Resumen

    págs. 19-32

    

  • Combining forecasts - forty years later

    Kenneth F. Wallis

    • Resumen

    págs. 33-41

    

  • Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators

    Nii Ayi Armah, Norman R. Sawson

    • Resumen

    págs. 43-60

    

  • Does news on real Chinese GDP growth impact stock markets?

    Philip Hans Franses, Heleen Mees

    • Resumen

    págs. 61-66

    

  • Stylized facts of return series, robust estimates and three popular models of volatility

    Timo Teräsvirta, Z. Zhao

    • Resumen

    págs. 67-94

    

  • The euro introduction and noneuro currencies

    Pieter A. van Dijk, Haris Munandar, Christian M. Hafner

    • Resumen

    págs. 95-116

    

  • The Sir Clive Granger Memorial Best Paper Prize 2011

    pág. 117

    

  • Savings selectivity bias, subjective expectations and stock market participation

    Yosef Bonaparte

    • Resumen

    págs. 119-130

    

  • Changes in euro area monetary transmission?

    Axel A. Weber, Rafael Gerke, Andreas Worms

    • Resumen

    págs. 131-145

    

  • Building proxies that capture time-variation in expected returns using a VAR approach

    Ricardo A. Sousa

    • Resumen

    págs. 147-163

    

  • Related party transactions as a source of earnings management

    Jean Jinghan Chen, P. Cheng, X. Xiao

    • Resumen

    págs. 165-181

    

  • Behaviour of stock markets' memories

    Shapour Mohammadi, Ahmad Pouyanfar

    • Resumen

    págs. 183-194