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2016-03-01
Stock and currency market linkages: New evidence from realized spillovers in higher moments
Do, HX
;
Brooks, R
;
Treepongkaruna, S
;
Wu, E
2009-01
Rating skewness spillovers in equity and currency markets: Evidence from the Pacific Rim
Treepongkaruna, S
;
Wu, E
;
Gregoriou, GN
2012-01
Modelling sovereign ratings impacts on stock return distributions within a multivariate regime switching long memory framework
Do, H
;
Brooks, R
;
Treepongkaruna, S
;
Wu, E
;
al, FME
2012-01
Realizing the volatility impacts of sovereign credit ratings information on equity and currency markets: Evidence from the Asian Financial Crisis
Treepongkaruna, S
;
Wu, E
2015-06
Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments
Brooks, R
;
Faff, R
;
Treepongkaruna, S
;
Wu, E
2014-01-01
The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union
Do, HX
;
Brooks, R
;
Treepongkaruna, S
;
Wu, E
2014-10-01
How does trading volume affect financial return distributions?
Do, HX
;
Brooks, R
;
Treepongkaruna, S
;
Wu, E
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