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~isPartOf:"Applied financial economics"
~subject:"Kointegration"
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Kointegration
USA
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Estimation
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Börsenkurs
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Ahlgren, Niklas
1
Antell, Jan
1
Bessler, David A.
1
Caporale, Guglielmo Maria
1
Cha, Heung-joo
1
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Dickens, Ross N.
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Gil-Alaña, Luis A.
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Hatemi-J, Abdulnasser
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1
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Sideris, Dimitrios
1
Siklos, Pierre L.
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Applied financial economics
Applied economics
50
Economic modelling
29
Energy economics
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Economics letters
26
Journal of macroeconomics
15
Journal of international financial markets, institutions & money
14
Applied economics letters
13
CESifo working papers
13
Journal of international money and finance
11
Working paper
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International review of economics & finance : IREF
10
Journal of applied econometrics
10
The empirical economics letters : a monthly international journal of economics
10
The energy journal
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Economics and finance working paper series
9
The journal of real estate finance and economics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
CESifo Working Paper
8
Discussion papers / Department of Economics, University of Copenhagen
8
Economic inquiry : journal of the Western Economic Association International
8
Journal of business and economic perspectives
8
Finance and economics discussion series
7
International journal of economics and finance
7
International review of financial analysis
7
Journal of economics and finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of futures markets
7
Atlantic economic journal : AEJ
6
DIW Berlin Discussion Paper
6
Discussion paper / Centre for Economic Policy Research
6
EUI working paper
6
Global finance journal
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Indian journal of economics & business : IJEB
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Estimating banks' equity duration : a panel cointegration approach
Hatemi-J, Abdulnasser
;
Roca, Eduardo
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1173-1180
Persistent link: https://www.econbiz.de/10003760234
Saved in:
2
Can macroeconomic variables explain long-term stock market movements? : a comparison of the US and Japan
Humpe, Andreas
;
Macmillan, Peter
- In:
Applied financial economics
19
(
2009
)
1/3
,
pp. 111-119
Persistent link: https://www.econbiz.de/10003825829
Saved in:
3
The causal modelling on equity market innovations : fit or forecast?
Kim, Jin Woong
;
Bessler, David A.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 635-646
Persistent link: https://www.econbiz.de/10003491207
Saved in:
4
Stock returns and aggregate mutual fund flows : a system approach
Cha, Heung-joo
;
Kim, Jaebeom
- In:
Applied financial economics
20
(
2010
)
19/21
,
pp. 1493-1498
Persistent link: https://www.econbiz.de/10009011598
Saved in:
5
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
6
Determinants of interest rate swap spreads in the US : bounds testing approach to cointegration
Toyoshima, Yuki
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 331-338
Persistent link: https://www.econbiz.de/10009581360
Saved in:
7
Purchasing power parity as a long-term memory process : evidence from Canada
Villeneuve, Jean-Francois
;
Handa, Jagdish
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 109-117
Persistent link: https://www.econbiz.de/10003291818
Saved in:
8
Purchasing power parity in economies in transition : evidence from Central and East European countries
Sideris, Dimitrios
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 135-143
Persistent link: https://www.econbiz.de/10003291843
Saved in:
9
Cointegrating behaviour between spot and forward exchange rates
McMillan, David G.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
Saved in:
10
Testing for cointegration between international stock prices
Ahlgren, Niklas
;
Antell, Jan
- In:
Applied financial economics
12
(
2002
)
12
,
pp. 851-861
Persistent link: https://www.econbiz.de/10001724679
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