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Determining delay times for phase space reconstruction with application to the FF-DM exchange rate
Mizrach, Bruce Marshall - In: Journal of economic behavior & organization : JEBO 30 (1996) 3, pp. 369-381
Persistent link: https://www.econbiz.de/10001335481
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Market frictions and real exchange rates
O'Connell, Paul G. J. - In: Journal of international money and finance 17 (1998) 1, pp. 71-95
Persistent link: https://www.econbiz.de/10001338369
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The world real interest rate : stochastic index number perspectives
Ong, Li Lian; Clements, Kenneth W.; Izan, H. Y. - In: Journal of international money and finance 18 (1999) 2, pp. 225-249
Persistent link: https://www.econbiz.de/10001381567
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Dynamic linkages among real interest rates in international capital markets
Awad, Mouawiya Al; Goodwin, Barry K. - In: Journal of international money and finance 17 (1998) 6, pp. 881-907
Persistent link: https://www.econbiz.de/10001381750
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The world ex ante risk premium : an empirical investigation
Ostdiek, Barbara - In: Journal of international money and finance 17 (1998) 6, pp. 967-999
Persistent link: https://www.econbiz.de/10001381764
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Cross-border mergers and acquisitions : maximizing the value of the firm
Gonzalez, Pedro (contributor) - In: Applied financial economics 7 (1997) 3, pp. 295-305
Persistent link: https://www.econbiz.de/10001227551
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Do Reuters spreads reflect currencies' differences in global trading activity?
Hartmann, Philipp - In: Journal of international money and finance 17 (1998) 5, pp. 757-784
Persistent link: https://www.econbiz.de/10001253053
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International integration of capital markets and the cross-country divergence of per capita consumption
Evans, Paul D. - In: Journal of international money and finance 16 (1997) 5, pp. 681-697
Persistent link: https://www.econbiz.de/10001235417
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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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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