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Augmented ARCH models for financial time series : stability conditions and empirical evidence
Kunst, Robert M. - In: Applied financial economics 7 (1997) 6, pp. 575-586
Persistent link: https://www.econbiz.de/10001240823
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Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
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The term structure of interest rates under rational expectations : some international evidence
MacDonald, Ronald - In: Applied financial economics 1 (1991) 4, pp. 211-221
Persistent link: https://www.econbiz.de/10001136582
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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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Cointegration in a macroeconomic system
Kunst, Robert M. - In: Journal of applied econometrics 5 (1990) 4, pp. 351-365
Persistent link: https://www.econbiz.de/10001099940
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On the efficiency of oil price forecasts
MacDonald, Ronald - In: Applied financial economics 3 (1993) 4, pp. 293-302
Persistent link: https://www.econbiz.de/10001152591
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Reexamining the monetary approach to the exchange rate : the dollar-franc ; 1976 - 90
MacDonald, Ronald - In: Applied financial economics 4 (1994) 6, pp. 423-429
Persistent link: https://www.econbiz.de/10001171660
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Seasonal adjustment and measuring persistence in output
Jäger, Albert - In: Journal of applied econometrics 5 (1990) 1, pp. 47-58
Persistent link: https://www.econbiz.de/10001085010
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Distance, trade and FDI : a Hausman-Taylor SUR approach
Egger, Peter; Pfaffermayr, Michael - In: Journal of applied econometrics 19 (2004) 2, pp. 227-246
Persistent link: https://www.econbiz.de/10002010404
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Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.; Egger, Peter; Kesina, Michaela - In: Journal of applied econometrics 37 (2022) 7, pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983