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Rational speculative bubbles and commodities markets : application of duration dependence test?

Emekter, Riza; Jirasakuldech, Benjamas; Went, Peter - In: Applied financial economics 22 (2012) 7/9, pp. 581-596

Persistent link: https://www.econbiz.de/10009624351

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

Testing for price bubbles : the case of transition economy

Garvalova, Maria N. - In: Applied financial economics 10 (2000) 4, pp. 419-422

Persistent link: https://www.econbiz.de/10001526624

Structural breaks in the real exchange rate adjustment mechanism

Copeland, Laurence S.; Heravi, Saeed M. - In: Applied financial economics 19 (2009) 1/3, pp. 121-134

We show that the behaviour of the real exchange rates of the UK, Germany, France and Japan has been characterized by structural breaks, which changed the adjustment mechanism. In the context of a Time-Varying Smooth Transition Autoregression (TV-STAR) of the kind introduced by Lundbergh et al....

Persistent link: https://www.econbiz.de/10003825837