Narrow search
Showing 1 - 10 of 863
Cover Image
Tests for cointegration allowing for an unknown number of breaks
Maki, Daiki - In: Economic modelling 29 (2012) 5, pp. 2011-2015
Persistent link: https://www.econbiz.de/10009667003
Cover Image
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
Cover Image
Bias-corrected estimation for speculative bubbles in stock prices
Kruse, Robinson; Kaufmann, Hendrik; Wegener, Christoph - In: Economic modelling 73 (2018), pp. 354-364
Persistent link: https://www.econbiz.de/10012100460
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom - In: Applied financial economics 7 (1997) 6, pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
Cover Image
Forecasting UK stock prices
Jung, Chulho - In: Applied financial economics 6 (1996) 3, pp. 279-286
Persistent link: https://www.econbiz.de/10001202670