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Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Wu, Tsungpao - In: Applied financial economics 24 (2014) 22/24, pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
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A panel stationarity test with gradual structural shifts : re-investigate the international commodity price shocks
Nazlıoğlu, Şaban; Karul, Cagin - In: Economic modelling 61 (2017), pp. 181-192
Persistent link: https://www.econbiz.de/10011736829
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Riding a wave : the Company's role in the South Sea Bubble
Kleer, Richard A. - In: The economic history review : a journal of economic and … 68 (2015) 1, pp. 264-285
Persistent link: https://www.econbiz.de/10011344702
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Financial markets can go mad : evidence of irrational behaviour during the South Sea Bubble
Dale, Richard; Johnson, Johnnie E. V.; Tang, Leilei - In: The economic history review : a journal of economic and … 58 (2005) 2, pp. 233-271
Persistent link: https://www.econbiz.de/10002779066
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Innovations, debts, and bubbles : international integration of financial markets in Western Europe, 1688 - 1720
Schubert, Eric S. - In: The journal of economic history 48 (1988) 2, pp. 299-306
Persistent link: https://www.econbiz.de/10001053338
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New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
Tiwari, Aviral Kumar; Phouphet Kyophilavong - In: Economic modelling 43 (2014), pp. 38-41
Persistent link: https://www.econbiz.de/10010500991
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Parity reversion in real interest rate in the Asian countries : further evidence based on local-persistent model
Baharumshah, Ahmad Zubaidi; Soon, Siew-voon; Hamzah, … - In: Economic modelling 35 (2013), pp. 634-642
Persistent link: https://www.econbiz.de/10010336732
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Has the structural break slowed down growth rates of stock markets?
Narayan, Paresh Kumar; Narayan, Seema; Mishra, Sagarika - In: Economic modelling 30 (2013), pp. 395-601
Persistent link: https://www.econbiz.de/10009708828
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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 empirical model of fractionally cointegrated daily high and low stock market prices
Baruník, Jozef; Dvořáková, Sylvie - In: Economic modelling 45 (2015), pp. 193-206
Persistent link: https://www.econbiz.de/10011334126