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Applied financial economics
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51
Fractional cointegration : Monte Carlo estimates of critical values, with an application
Sephton, Peter S.
- In:
Applied financial economics
12
(
2002
)
5
,
pp. 331-335
Persistent link: https://www.econbiz.de/10001688803
Saved in:
52
Evaluating currency market efficiency : are cointegration tests appropriate?
Kellard, Neil
;
Newbold, Paul
;
Rayner, Anthony J.
- In:
Applied financial economics
11
(
2001
)
6
,
pp. 681-691
Persistent link: https://www.econbiz.de/10001636219
Saved in:
53
Monte Carlo tests of cointegration in a bivariate normal common factor system
Östermark, Ralf
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10001525817
Saved in:
54
Out-of-sample forecasting performance of single equation monetary exchange rate models in Norwegian currency markets
Reinton, Harald
;
Ongena, Steven
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 545-550
Persistent link: https://www.econbiz.de/10001525265
Saved in:
55
Stock returns and inflation : a new test of competing hypotheses
Siklos, Pierre L.
;
Kwok, Benjamin
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 567-581
Persistent link: https://www.econbiz.de/10001525270
Saved in:
56
On the relationships among real, monetary, and financial variables
Darrat, Ali F.
;
Dickens, Ross N.
- In:
Applied financial economics
9
(
1999
)
3
,
pp. 289-293
Persistent link: https://www.econbiz.de/10001454522
Saved in:
57
Price discovery in cash and futures interest rate markets in New Zealand
Poskitt, Russell
- In:
Applied financial economics
9
(
1999
)
4
,
pp. 355-364
Persistent link: https://www.econbiz.de/10001454657
Saved in:
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