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On seasonal error correction when the processes include different numbers of unit roots
Lyhagen, Johan (contributor); Löf, Mårten (contributor) - 2001 - [Elektronische Ressource], Rev. March 15, 2001
We propose a seasonal cointegration model [SECM] for quarterly data which includes variables with different numbers of … forecast mean squared error criterion and certain parameter estimation results indicate that, in practice, a cointegration … forecast, is an ordinary VAR model, also in annual differences. -- Seasonal cointegration ; forecasting …
Persistent link: https://www.econbiz.de/10001600047
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Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
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Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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The Euro is good after all : corporate evidence
Bris, Arturo (contributor); Koskinen, Yrjö (contributor) - 2002 - [Elektronische Ressource]
Monetary Union (EMU) ; the euro ; valuation ; investment ; debt ; equity ; cost of capital ; currency risk …
Persistent link: https://www.econbiz.de/10001693121
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The Euro is good after all : evidence from corporate valuations
Bris, Arturo (contributor); Koskinen, Yrjö (contributor);  … - 2003 - [Elektronische Ressource], Rev. February 23, 2004
In this paper we study the changes in corporate valuations induced by the adoption of the euro as the common currency in Europe. We use corporate-evel data from ten countries that adopted the euro, the three EU countries that did not start using the euro, as well as Norway and Switzerland. We...
Persistent link: https://www.econbiz.de/10001753268