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What drives stock prices? : fundamentals, bubbles and investor behaviour
Chen, Yen-hsiao; Fraser, Patricia - In: Applied financial economics 20 (2010) 16/18, pp. 1461-1477
Persistent link: https://www.econbiz.de/10009010920
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Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric; Andrews, Donald W. K. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10001639874
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Testing and valuing dynamic correlations for asset allocation
Engle, Robert F.; Colacito, Riccardo - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 2, pp. 238-253
Persistent link: https://www.econbiz.de/10003317174
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Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 251-270
Persistent link: https://www.econbiz.de/10001126539
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Common volatility in international equity markets
Engle, Robert F. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 167-176
Persistent link: https://www.econbiz.de/10001142130
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The modeling and seasonal adjustment of weekly observations
Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 3, pp. 354-368
Persistent link: https://www.econbiz.de/10001222712
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UK stock and government bond markets : predictability and the term structure
Fraser, Patricia - In: Applied financial economics 5 (1995) 2, pp. 61-67
Persistent link: https://www.econbiz.de/10001181323
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Tests for cointegration breakdown over a short time period
Andrews, Donald W. K.; Kim, Chae-yŏng - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 4, pp. 379-394
Persistent link: https://www.econbiz.de/10003385126
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Seasonality tests
Busetti, Fabio; Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 3, pp. 420-436
Persistent link: https://www.econbiz.de/10001785809
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A note on common cycles, common trends and convergence
Carvalho, Vasco M.; Harvey, Andrew C.; Trimbur, Thomas - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 12-20
Persistent link: https://www.econbiz.de/10003410120