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~person:"Baharumshah, Ahmad Zubaidi"
~person:"Kandel, Shmuel"
~person:"Leybourne, Stephen James"
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Search: subject_exact:"Cox-Ingersoll-Ross model"
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Mean Reversion
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Baharumshah, Ahmad Zubaidi
Kandel, Shmuel
Leybourne, Stephen James
Gil-Alaña, Luis A.
13
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Mean reversion in bilateral real exchange rates : evidence from Malaysian ringgit
Baharumshah, Ahmad Zubaidi
;
Soon, Siew-voon
- In:
Applied economics
44
(
2012
)
22/24
,
pp. 2921-2933
Persistent link: https://www.econbiz.de/10009616395
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2
Assessing the mean reversion behaviour of fiscal policy : the perspective of Asian countries
Evan Lau
;
Baharumshah, Ahmad Zubaidi
- In:
Applied economics
41
(
2009
)
13/15
,
pp. 1939-1949
Persistent link: https://www.econbiz.de/10003862774
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3
A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion
Kuznitz, Arik
;
Kandel, Shmuel
;
Fos, Vyacheslav
- In:
European economic review : EER
52
(
2008
)
8
,
pp. 1338-1352
Persistent link: https://www.econbiz.de/10003804462
Saved in:
4
Current account: mean-reverting or random walk behavior?
Lau, Evan
;
Baharumshah, Ahmad Zubaidi
;
Haw, Chan Tze
- In:
Japan and the world economy : international journal of …
18
(
2006
)
1
,
pp. 90-107
Persistent link: https://www.econbiz.de/10003253059
Saved in:
5
More powerpul panel data unit root tests with an application to mean reversion in real exchange rates
Smith, L. Vanessa
;
Leybourne, Stephen James
;
Kim, Tae-hwan
- In:
Journal of applied econometrics
19
(
2004
)
2
,
pp. 147-170
Persistent link: https://www.econbiz.de/10002010349
Saved in:
6
Tests for symmetric and asymmetric nonlinear mean reversion in real exchange rates
Sollis, Robert
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Journal of money, credit and banking : JMCB
34
(
2002
)
3,1
,
pp. 686-699
Persistent link: https://www.econbiz.de/10001698124
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