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Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets
Kilic, Erdem - In: Economic modelling 62 (2017), pp. 51-67
Persistent link: https://www.econbiz.de/10011813162
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Security fungibility and the cost of capital : evidence from global bonds
Miller, Darius P.; Puthenpurackal, John J. - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 4, pp. 849-872
Persistent link: https://www.econbiz.de/10003242822
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Moment and memory properties of linear conditional heteroscedasticity models, and a new model
Davidson, James E. H. - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 1, pp. 16-29
Persistent link: https://www.econbiz.de/10001891395
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Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil prices
Wang, Yu-shan; Chueh, Yen Ling - In: Economic modelling 30 (2013), pp. 792-798
Persistent link: https://www.econbiz.de/10009708796
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On the risk comovements between the crude oil market and U.S. dollar exchange rates
Truchis, Gilles de; Keddad, Benjamin - In: Economic modelling 52 (2016), pp. 206-215
Persistent link: https://www.econbiz.de/10011645629
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Box spread arbitrage profits following the 1987 market crash : real or illusory?
Hemler, Michael Lee - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 1, pp. 71-90
Persistent link: https://www.econbiz.de/10001218123
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Stationarity of Asian real exchange rates : an empirical application of multiple testing to nonstationary panels with a structural break
Matsuki, Takashi; Sugimoto, Kimiko - In: Economic modelling 34 (2013), pp. 52-58
Persistent link: https://www.econbiz.de/10010360616
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Cointegration and threshold adjustment
Enders, Walter; Siklos, Pierre L. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 2, pp. 166-176
Persistent link: https://www.econbiz.de/10001568815
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Robust random effects tests for two-way error component models with panel data
Wu, Jianhong - In: Economic modelling 59 (2016), pp. 1-8
Persistent link: https://www.econbiz.de/10011647588
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Testing for slope heterogeneity bias in panel data models
Campello, Murillo; Galvão Júnior, Antônio Fialho; … - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 749-760
Persistent link: https://www.econbiz.de/10012179380