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Forward exchange market unbiasedness : the case of the Australian dollar since 1984

Phillips, Peter C. B. - In: Journal of international money and finance 16 (1997) 6, pp. 885-907

Persistent link: https://www.econbiz.de/10001337356

Kasparis, Ioannis - 2012

A unifying framework for inference is developed in predictive regressions where the predictor has unknown integration properties and may be stationary or nonstationary. Two easily implemented nonparametric F-tests are proposed. The test statistics are related to those of Kasparis and Phillips...

Persistent link: https://www.econbiz.de/10013100418

Homogeneity Pursuit in Panel Data Models : Theory and Applications

Wang, Wuyi; Phillips, Peter C. B.; Su, Liangjun - 2016

and consistently estimates model parameters at the same time. External information on the minimum number of elements …

Persistent link: https://www.econbiz.de/10014123923

A Panel Clustering Approach to Analyzing Bubble Behavior

Liu, Yanbo; Phillips, Peter C. B.; Yu, Jun - 2022

the explosive roots. The usual Information Criterion (IC) for selecting the correct number of groups is found to be …

Persistent link: https://www.econbiz.de/10013294746

Openness, relative prices, and macro-policies

Aizenman, Joshua - In: Journal of international money and finance 4 (1985) 1, pp. 5-17

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The commodity cycle : macroeconomic and financial stability implications : an introduction

Alberola, Enrique; Aizenman, Joshua; Moreno, Ramon; … - In: Journal of international money and finance 96 (2019), pp. 259-262

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Capital market imperfections and the theory of optimum currency areas

Agénor, Pierre-Richard; Aizenman, Joshua - In: Journal of international money and finance 30 (2011) 8, pp. 1659-1675

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Volatility and financial intermediation

Aizenman, Joshua; Powell, Andrew - In: Journal of international money and finance 22 (2003) 5, pp. 657-679

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The credit crunch in East Asia : what can bank excess liquid assets tell us?

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Persistent link: https://www.econbiz.de/10001896409

Capital controls, collection costs and domestic public debt

Aizenman, Joshua - In: Journal of international money and finance 13 (1994) 1, pp. 41-54

Persistent link: https://www.econbiz.de/10001156391