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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Review of financial economics : RFE 13 (2004) 3, pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
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Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Review of financial economics : RFE 13 (2004) 4, pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
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Market perception of efficiency in bank holding company mergers : the roles of the DEA and SFA models in capturing merger potential
Kohers, Theodor; Huang, Ming-hsiang; Kohers, Ninon - In: Review of financial economics : RFE 9 (2000) 2, pp. 101-120
Persistent link: https://www.econbiz.de/10001543152