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A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency
Barkoulas, John T. - In: Applied financial economics 7 (1997) 6, pp. 635-643
Persistent link: https://www.econbiz.de/10001240792
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Filtering the BEER : a permanent and transitory decomposition
Clark, Peter Bentley; MacDonald, Ronald - In: Global finance journal 15 (2004) 1, pp. 29-56
Persistent link: https://www.econbiz.de/10002125850
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What are the global sources of rational variation in international equity returns?
Cheung, Yin-Wong - In: Journal of international money and finance 16 (1997) 6, pp. 821-836
Persistent link: https://www.econbiz.de/10001235362
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Carry funding and safe haven currencies : a threshold regression approach
Hossfeld, Oliver; MacDonald, Ronald - In: Journal of international money and finance 59 (2015), pp. 185-202
Persistent link: https://www.econbiz.de/10011478323
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Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate
MacDonald, Ronald; Nagayasu, Jun - In: Journal of international money and finance 53 (2015), pp. 1-19
Persistent link: https://www.econbiz.de/10011475902
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The real exchange rate in the long run : Balassa-Samuelson effects reconsidered
Bordo, Michael D.; Choudhri, Ehsan U.; Fazio, Giorgio; … - In: Journal of international money and finance 75 (2017), pp. 69-92
Persistent link: https://www.econbiz.de/10011788025
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Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates
Cheung, Yin-Wong; Lai, Kon-sun - In: Journal of international money and finance 20 (2001) 1, pp. 115-132
Persistent link: https://www.econbiz.de/10001546112
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Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era
Baum, Christopher F.; Barkoulas, John T.; Caglayan, Mustafa - In: Journal of international money and finance 20 (2001) 3, pp. 379-399
Persistent link: https://www.econbiz.de/10001580075
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How bad is antidumping? : evidence from panel data
Egger, Peter; Nelson, Douglas - In: The review of economics and statistics 93 (2011) 4, pp. 1374-1390
Persistent link: https://www.econbiz.de/10009379763
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Human capital pricing equations with an application to estimating the effect of schooling quality on earnings
Heckman, James J. - In: The review of economics and statistics 78 (1996) 4, pp. 562-610
Persistent link: https://www.econbiz.de/10001334847