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	题名	作者	年代	出处	被引量
1	Explaining aggregate private saving behaviour: new evidence from a panel of OECD countries显示文摘	Julian Ramajo Agustin Garcia Montserrat Ferre	2006	Applied Financial Economics Letters2006，，5：	2
2	Relationship between debt, R&D and physical investment, evidence from US firm-level data显示文摘	Chaoshin Chiao	2002	Applied Financial Economics2002，，2：	2
3	Dependence patterns across financial markets: a mixed copula approach显示文摘	Ling Hu	2006	Applied Financial Economics2006，，10：	2
4	What will be the risk-free rate and benchmark yield curve following European monetary union?显示文摘	Chris Brooks Frank Skinner	2000	Applied Financial Economics2000，，1：	2
5	Modeling Day-of-the-week Seasonality in the S&P 500 Index显示文摘	Franses P Paap R	2000	Applied Financial Economics2000，10，：	1
6	Hedging downside risk with futures contracts显示文摘	Tse Y K	2000	Applied Financial Economics2000，，10：	1
7	New Evidence on the Expectations Theory of the Term Structure of Australian Commonwealth Government Treasury Yields显示文摘	Guest Ross McLean Alan	1998	Applied Financial Economics1998，8，1：	1
8	Financial liberalization, stock market volatility and outliers in emerging economies显示文摘	Juncal Cunado Eizaguirre Javier Gomez Biscarri Fernando Perez de Gracia Hidalgo	2009	Applied Financial Economics2009，，10：	1
9	Variance ration tests for a unit root in the presence of a mean shift: small sample properties and an application to purchasing power parity显示文摘	Dalki Maki	2006	Applied Financial Economics2006，，16：	1
10	A Study of Production Efficiencies of Integrated Securities Firms in Taiwan 显示文摘	Wang	2003	Applied Financial Economics2003，，13：	1
11	Estimating Fractal Dimension Using Stable Distribution and Exploring Long Memory through ARFIMA Models in Athens Stock Exchange显示文摘	Panas Epaminondas	2001	Applied Financial Economics2001，11，：	1
12	Hedging downside risk with futures contracts显示文摘	Lien D Tse Y K	2000	Applied Financial Economics2000，10，2：	1
13	The stable Paretian hypothesis and the frequency of large returns: an examination of major German stocks显示文摘	Thomas Lux	1996	Applied Financial Economics1996，，6：	1
14	Short-sales constraints and stock return a- symmetry: evidence from the Chinese stock markets 显示文摘	Hueng C J	2006	Applied Financial Economics2006，16，10：	1
15	Estimating Fractal Dimension Using Stable Distributionsand Exploring Long Memory Through ARFIMA Models in Athens Stock Exchange显示文摘	Panas E	2001	Applied Financial Economics2001，，11：	1
16	Why does the correlation between stock and bond returns vary over time?显示文摘	Andersson M Krylova E Vahamaa S	2008	Journal of Applied Financial Economics2008，18，2：	1
17	The determinants of non-bank financial institution efficiency: a stochastic cost frontier approach显示文摘	Andrew C. Worthington	1998	Applied Financial Economics1998，，3：	1
18	Time-varying distributions and the optimal hedge ratios for stock index futures显示文摘	Tae H. Park Lorne N. Switzer	1995	Applied Financial Economics1995，，3：	1
19	Modelling the Asymmetry of Stock Market Volatility显示文摘		1998	Applied Financial Economics1998，8，2：	1
20	Consumer sentiment and consumer spending: Decomposing the Granger causal relationship in the time domain 显示文摘	GELPER S LEMMENS A CROUX C	2007	Applied Financial Economics2007，39，1：	1

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