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Comovements among U.S. state housing prices : evidence from fractional cointegration
Barros, Carlos Pestana; Gil-Alaña, Luis A.; Payne, James E. - In: Economic modelling 29 (2012) 3, pp. 936-942
Persistent link: https://www.econbiz.de/10009545491
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Transmission of conditional stock return volatility across North American markets : evidence from pre- and post-NAFTA
Ewing, Bradley T.; Payne, James E.; Sowell, Clifford B. - In: The International trade journal 15 (2001) 4, pp. 409-427
Persistent link: https://www.econbiz.de/10002155773
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The paper-bill spread and real output : what matters more, a change in the paper rate or a change in the bill rate?
Ewing, Bradley T.; Lynch, Gerald J.; Payne, James E. - In: Review of financial economics : RFE 12 (2003) 3, pp. 233-246
Persistent link: https://www.econbiz.de/10001780006
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Resurrecting the size effect : evidence from a panel nonlinear cointegration model for the G7 stock markets
Apergēs, Nikolaos; Payne, James E. - In: Review of financial economics : RFE 23 (2014) 1, pp. 46-53
Persistent link: https://www.econbiz.de/10010442637
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Convergence in OPEC carbon dioxide emissions : evidence from new panel stationarity tests with factors and breaks
Nazlıoğlu, Şaban; Payne, James E.; Lee, Junsoo; … - In: Economic modelling 100 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012795916
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Spillovers from the beer market to U.S. cigarette demand
Goel, Rajeev K.; Payne, James E.; Saunoris, James W. - In: Economic modelling 55 (2016), pp. 292-297
Persistent link: https://www.econbiz.de/10011642523
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Monetary policy rules and the equity risk premium : evidence from the US experience
Apergēs, Nikolaos; Payne, James E. - In: Review of financial economics : RFE 36 (2018) 4, pp. 287-299
Persistent link: https://www.econbiz.de/10011948609
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Economic policy uncertainty shocks and U.S. overseas travel
Payne, James E.; Topcu, Mert; Hajille, Massomeh; … - In: The International trade journal 35 (2021) 1, pp. 115-122
Persistent link: https://www.econbiz.de/10012424960
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Economic policy uncertainty, COVID-19, and tourist stays in Croatia : evidence from a Fourier Toda-Yamamoto modeling approach
Payne, James E.; Nazlıoğlu, Şaban; Mervar, Andrea; … - In: The International trade journal 37 (2023) 1, pp. 7-26
Persistent link: https://www.econbiz.de/10013552659