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A heterogeneous model of disposition effect
Hung, Mao-Wei; Yu, Hsiao-yuan - In: Applied economics 38 (2006) 18, pp. 2147-2157
Persistent link: https://www.econbiz.de/10003385844
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On the persistence of prices in Mexico : a fractional integration approach
Ventosa-Santaulària, Daniel; Gómez-Zaldívar, Manuel; … - In: Applied economics 49 (2017) 60, pp. 6014-6023
Persistent link: https://www.econbiz.de/10011845899
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Size and sign asymmetries in house price adjustments
Akdoğan, Kurmaş - In: Applied economics 51 (2019) 48, pp. 5268-5281
Persistent link: https://www.econbiz.de/10012197216
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Extended generalized purchasing power parity and optimum currency area in East Asian countries
Rangkakulnuwat, Poomthan; Ahn, Sung K.; Wang, H. Holly; … - In: Applied economics 42 (2010) 4/6, pp. 497-513
This article extends the theory of generalized purchasing power parity (G-PPP) by developing a model including foreign variables such as the real money supply, output and interest rate. A cointegration rank test with two structural breaks in the deterministic trend was adopted to selected Asian...
Persistent link: https://www.econbiz.de/10003952036
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Foreign interest rate shocks and exchange rate regimes in East Asia
Zhang, Yang; Mengling Li; Chia, Wai-mun - In: Applied economics 46 (2014) 19/21, pp. 2488-2501
Persistent link: https://www.econbiz.de/10010417207
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A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios
Lee, Hsiang-tai; Yoder, Jonathan K. - In: Applied economics 39 (2007) 10/12, pp. 1253-1265
Persistent link: https://www.econbiz.de/10003511726
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The duration analysis of structural breaks : is stability destabilizing?
Park, Jin Suk - In: Applied economics 47 (2015) 7/9, pp. 940-954
Persistent link: https://www.econbiz.de/10010512073
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Does purchasing power parity hold sometimes? : regime switching in real exchange rates
Lee, Hwa Taek; Yoon, Gawon - In: Applied economics 45 (2013) 16/18, pp. 2279-294
Persistent link: https://www.econbiz.de/10009772329
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Monetary policy effectiveness and stock market cycles in ASEAN-5
Zare, Roohollah; Azali, Mohamed; Habibullah, Muzafar Shah; … - In: Applied economics 46 (2014) 19/21, pp. 2362-2374
Persistent link: https://www.econbiz.de/10010417251
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Regime switching and the (in) stability of the price-rent relationship : evidence from the US
Kim, J. R.; Chung, K. - In: Applied economics 46 (2014) 31/33, pp. 4041-4052
Persistent link: https://www.econbiz.de/10010421848