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Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets
Lim, Kian-Ping; Brooks, Robert; Hinich, Melvin J. - In: Journal of international financial markets, … 18 (2008) 5, pp. 527-544
Persistent link: https://www.econbiz.de/10003775780
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Did the introduction of the euro have an impact on inflation uncertainty? : an empirical assessment
Hartmann, Matthias; Herwartz, Helmut - In: Macroeconomic dynamics 18 (2014) 6, pp. 1313-1325
Persistent link: https://www.econbiz.de/10010467980
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Testing time-series stationarity against and alternative whose mean is periodic
Hinich, Melvin J.; Wild, Phillip - In: Macroeconomic dynamics 5 (2001) 3, pp. 380-412
Persistent link: https://www.econbiz.de/10001591767
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Frequency-domain test of time reversibility
Hinich, Melvin J.; Rothman, Philip - In: Macroeconomic dynamics 2 (1998) 1, pp. 72-88
Persistent link: https://www.econbiz.de/10001617051
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Asset prices, financial amplification and monetary policy : structural evidence from an identified multivariate GARCH model
Herwartz, Helmut; Roestel, Jan - In: Journal of international financial markets, … 78 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013357315
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Computing stock price comovements with a three-regime panel smooth transition error correction model
Jawadi, Fredj; Chlibi, Souhir; Cheffou, Abdoulkarim Idi - 2019
Persistent link: https://www.econbiz.de/10012000778
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Does the volatility of volatility risk forecast future stock returns?
Bu, Ruijun; Fu, Xi; Jawadi, Fredj - In: Journal of international financial markets, … 61 (2019), pp. 16-36
Persistent link: https://www.econbiz.de/10012128269
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Modeling international stock price comovements with high-frequency data
Ben Ameur, Hachmi; Jawadi, Fredj; Louhichi, Wael; … - In: Macroeconomic dynamics 22 (2018) 7, pp. 1875-1903
Persistent link: https://www.econbiz.de/10011918211
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The exact theoretical rational expectations monetary aggregate
Barnett, William A.; Hinich, Melvin J.; Yue, Piyu - In: Macroeconomic dynamics 4 (2000) 2, pp. 197-221
Persistent link: https://www.econbiz.de/10001500438
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Nonlinearity, cyclicity, and persistence in consumption and income relationships : research in honor of Melvin J. Hinich
Jawadi, Fredj; Leoni, Patrick Lucien - In: Macroeconomic dynamics 16 (2012), pp. 376-393
Persistent link: https://www.econbiz.de/10009746015