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Violation of the IID-Normal Assumption: Effects on tests of asset-pricing models using Australian data
Groenewold, N.; Fraser, P. - Department of Economics, Business School - 1999
Persistent link: https://www.econbiz.de/10011202229
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Time to Ditch the Natural rate?
Hagger, A.J.; Groenewold, N. - Department of Economics, Business School - 2000
Persistent link: https://www.econbiz.de/10011202291
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Forecasting Beta: How well does the 'five year rule of thumb' do?
Groenewold, N.; Fraser, P. - Department of Economics, Business School - 1999
Persistent link: https://www.econbiz.de/10011202301
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Tests of Asset-pricing Models: How important is the IID-normal assumptions?
Groenewold, N.; Fraser, P. - Department of Economics, Business School - 1998
Persistent link: https://www.econbiz.de/10011202305
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Financial Deregulation and the Relationship Between the Economy and the Share Market in Australia
Groenewold, N. - Department of Economics, Business School - 2000
Persistent link: https://www.econbiz.de/10011202307
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The Australian Natural Rate of Unemployment: Some estimates from a structural VAR
Groenewold, N.; Hagger, A.J. - Department of Economics, Business School - 1998
Persistent link: https://www.econbiz.de/10011202309
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The Sensitivity of Tests of Asset Pricing Models to the IID-normal Assumptions: Contemporaneous evidence from the US and UK stock markets
Groenewold, N. - Department of Economics, Business School - 2000
Persistent link: https://www.econbiz.de/10011202310
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Time-varying betas & macroeconomic influences
Groenewold, N.; Fraser, P. - Department of Economics, Business School - 1997
Persistent link: https://www.econbiz.de/10011203233
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The Determinants of Foreign Direct Investment in Australia
Yang, J.; Groenewold, N.; Tcha, M. - Department of Economics, Business School - 1997
Persistent link: https://www.econbiz.de/10011203332
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The US natural rate: A "Lilien" time-series, January 1948 to August 1996
Groenewold, N.; Hagger, A.J. - Department of Economics, Business School - 1997
Persistent link: https://www.econbiz.de/10011203488