Narrow search
Showing 1 - 10 of 164
Cover Image
Real exchange rates and real interest rates once again : a multivariate panel cointegration analysis
Chakrabarti, Avik - In: Applied economics 38 (2006) 11, pp. 1217-1221
Persistent link: https://www.econbiz.de/10003340417
Cover Image
The forward premium puzzle and latent factors day by day
Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2010
We use futures instead of forward rates to study the complete maturity spectrum of the forward premium puzzle from two days to six months. At short maturities the slope coefficient is positive, but these turn negative as the maturity increases to the monthly level. Futures data allow us to...
Persistent link: https://www.econbiz.de/10003949496
Cover Image
Generalized long memory and mean reversion of the real exchange rate
Norrbin, Stefan C.; Smallwood, Aaron D. - In: Applied economics 42 (2010) 10/12, pp. 1377-1386
Persistent link: https://www.econbiz.de/10008658488
Cover Image
Government social spending and GDP : has there been a change in social policy?
Clemente, Jesús; Marcuello, Carmen; Montañés, Antonio - In: Applied economics 44 (2012) 22/24, pp. 2895-2905
Persistent link: https://www.econbiz.de/10009616413
Cover Image
Long-run relationships between international stock prices : further evidence from fractional cointegration tests
Aloy, Marcel; Boutahar, Mohamed; Gente, Karine; … - In: Applied economics 45 (2013) 7/9, pp. 817-828
Persistent link: https://www.econbiz.de/10009718502
Cover Image
Ricardian equivalence, expansionary fiscal contraction and the stock market : a VECM approach
Giorgioni, Gianluigi; Holden, Kenneth - In: Applied economics 35 (2003) 12, pp. 1435-1443
Persistent link: https://www.econbiz.de/10001804552
Cover Image
Threshold nonlinearities in unemployment rates : further evidence for the UK and G3 economies
Peel, David; Speight, Alan E. H. - In: Applied economics 32 (2000) 6, pp. 705-715
Persistent link: https://www.econbiz.de/10001521059
Cover Image
Policy convergence, the exchange rate mechanism and the misalignment of exchange rates : some tests of purchasing power parity and generalized purchasing power parity
Sarno, Lucio - In: Applied economics 29 (1997) 5, pp. 591-605
Persistent link: https://www.econbiz.de/10001225026
Cover Image
The nonlinear time series properties of unemployment rates : some further evidence
Peel, David - In: Applied economics 30 (1998) 2, pp. 287-294
Persistent link: https://www.econbiz.de/10001241289
Cover Image
Exchange controls and European stock market integration
Chelley-Steeley, Patricia L. - In: Applied economics 30 (1998) 2, pp. 263-267
Persistent link: https://www.econbiz.de/10001241352