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The power of the KPSS-test for cointegration when residuals are fractionally integrated
Sibbertsen, Philipp; Krämer, Walter - In: Economics letters 91 (2006) 3, pp. 321-324
Persistent link: https://www.econbiz.de/10003333609
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Liqudity constrained exporters and trade
Broll, Udo; Wahl, Jack E. - In: Economics letters 111 (2011) 1, pp. 26-29
Persistent link: https://www.econbiz.de/10009241365
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Spurious persistence in stochastic volatility
Messow, Philip; Krämer, Walter - In: Economics letters 121 (2013) 2, pp. 221-223
Persistent link: https://www.econbiz.de/10010346320
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A simple and focused backtest of value at risk
Krämer, Walter; Wied, Dominik - In: Economics letters 137 (2015), pp. 29-31
Persistent link: https://www.econbiz.de/10011436196
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The power of residual-based tests for cointegration when residuals are fractionally integrated
Krämer, Walter; Mármol, Francesc - In: Economics letters 82 (2004) 1, pp. 63-69
Persistent link: https://www.econbiz.de/10001877554
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A theory of overseas joint ventures
Marjit, Sugata - In: Economics letters 47 (1995) 3, pp. 367-370
Persistent link: https://www.econbiz.de/10001178202
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Chaos and the compass rose
Krämer, Walter - In: Economics letters 54 (1997) 2, pp. 113-118
Persistent link: https://www.econbiz.de/10001222070
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A general condition for an optimal limiting efficiency of OLS in the general linear regression model
Krämer, Walter - In: Economics letters 50 (1996) 1, pp. 13-17
Persistent link: https://www.econbiz.de/10001194179
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Optimal hedging by firms with multiple sources of risky revenues
Zilcha, Itzhak - In: Economics letters 39 (1992) 4, pp. 473-477
Persistent link: https://www.econbiz.de/10001133131
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Capital markets, the separation property and hedging
Broll, Udo - In: Economics letters 44 (1994) 1, pp. 165-168
Persistent link: https://www.econbiz.de/10001164003