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Structural breaks in volatility : the case of UK sector returns
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 13/15, pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
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An analysis of the time series properties of the UK ex-post real interest rate : fractional integration, breaks or nonlinear
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 20 (2010) 22/24, pp. 1697-1707
Persistent link: https://www.econbiz.de/10009012376
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Persistence in UK share returns : some evidence from disaggregated data
MacDonald, Ronald - In: Applied financial economics 3 (1993) 1, pp. 27-38
Persistent link: https://www.econbiz.de/10001145270
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Stochastic convergence of per capita carbon dioxide emissions and multiple structural breaks in OECD countries
Lee, Chien-chiang; Chang, Chun-Ping - In: Economic modelling 26 (2009) 6, pp. 1375-1381
Persistent link: https://www.econbiz.de/10003923573
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Unemployment hysteresis in OECD countries : centurial time series evidence with structural breaks
Lee, Chien-chiang; Chang, Chun-ping - In: Economic modelling 25 (2008) 2, pp. 312-325
Persistent link: https://www.econbiz.de/10003724846
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UK stock market predictability : evidence of time variation
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 23 (2013) 10/12, pp. 1043-1055
Persistent link: https://www.econbiz.de/10009772196
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Output and stock prices : an examination of the relationship over 200 years
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 22 (2012) 19/21, pp. 1615-1629
Persistent link: https://www.econbiz.de/10009715952
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Asymmetric dynamics in REIT prices : further evidence based on quantile regression analysis
Lee, Chien-chiang; Lee, Cheng-Feng; Lee, Chi-Chuan - In: Economic modelling 42 (2014), pp. 29-37
Persistent link: https://www.econbiz.de/10010478286
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Dynamic modelling of real estate investment trusts and stock markets
Lee, Chien-chiang; Chien, Mei-Se; Lin, Tsoyu Calvin - In: Economic modelling 29 (2012) 2, pp. 395-407
Persistent link: https://www.econbiz.de/10009536806
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Dynamic Asian stock market convergence : evidence from dynamic cointegration analysis among China and ASEAN-5
Chien, Mei-Se; Lee, Chien-chiang; Hu, Te-Chung; Hu, Hui-Ting - In: Economic modelling 51 (2015), pp. 84-98
Persistent link: https://www.econbiz.de/10011475851