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Testing for panel unit roots in the presence of spatial dependency
Månsson, Kristofer; Shukur, Ghazi; Sjölander, Pär - In: Applied economics 45 (2013) 28/30, pp. 4152-4159
Persistent link: https://www.econbiz.de/10010345751
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Smooth structural breaks and the stationarity of the yen real exchange rates
Zhou, Su; Kutan, Ali Mustafa - In: Applied economics 46 (2014) 10/12, pp. 1150-1159
Persistent link: https://www.econbiz.de/10010399378
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Assessing economic convergence in the EU : is there a perspective for the "cohesion countries"?
Chapsa, X.; Katrakilides, K. - In: Applied economics 46 (2014) 31/33, pp. 4024-4040
Persistent link: https://www.econbiz.de/10010419797
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Is the consumption-income ratio stationary in African countries? : evidence from new time series tests that allow for structural breaks
Solarin Sakiru Adebola; Shahbaz, Muhammad; Stewart, Chris - In: Applied economics 50 (2018) 38, pp. 4122-4136
Persistent link: https://www.econbiz.de/10012060710
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Hedging effectiveness of the hedged portfolio : the expected utility maximization subject to the value-at-risk approach
Chuang, Chung-Chu; Wang, Yi-Hsien; Yeh, Tsai-Jung; … - In: Applied economics 47 (2015) 19/21, pp. 2040-2052
Persistent link: https://www.econbiz.de/10010513350
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Impacts of derivative markets on spot market volatility and their persistence
Fong, Lik; Han, Chulwoo - In: Applied economics 47 (2015) 22/24, pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
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Does VIX or volume improve GARCH volatility forecasts?
Kambouroudis, Dimos S.; McMillan, David G. - In: Applied economics 48 (2016) 13/15, pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080
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Risks of Latin America sovereign debts before and after the financial crisis
Wang, Alan T.; Yao, Chengxue - In: Applied economics 46 (2014) 13/15, pp. 1665-1676
Persistent link: https://www.econbiz.de/10010412883
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Monetary shocks, equity returns and volatility : a firm-level panel data analysis
Luo, H. Arthur; Cheng, Jen-chi; Vijverberg, Chu-ping C. - In: Applied economics 48 (2016) 4/6, pp. 261-275
Persistent link: https://www.econbiz.de/10011412709
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The role of uncertainty in the term structure of interest rates : a GERCH-ATSM approach
Koeda, Junko; Kato, Ryo - In: Applied economics 47 (2015) 34/36, pp. 3710-3722
Persistent link: https://www.econbiz.de/10011293453