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Mechanical mean reversion of leverage ratios
Chen, Long; Zhao, Xinlei - In: Economics letters 95 (2007) 2, pp. 223-229
Persistent link: https://www.econbiz.de/10003460424
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Half-life bias correction and the G7 stock markets
Kim, Hyeongwoo; Stern, Liliana V.; Stern, Michael L. - In: Economics letters 109 (2010) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10008806716
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Bias in the estimation of mean reversion in continuous-time Lévy processes
Bao, Yong; Ullah, Aman; Wang, Yun; Yu, Jun - In: Economics letters 134 (2015), pp. 16-19
Persistent link: https://www.econbiz.de/10011432138
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On existence of moment of mean reversion estimator in linear diffusion models
Bao, Yong; Ullah, Aman; Zinde-Walsh, Victoria - In: Economics letters 120 (2013) 2, pp. 146-148
Persistent link: https://www.econbiz.de/10010127806
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Short-run momentum, long-run mean reversion and excess volatility : an elementary housing model
Schmitt, Noemi; Westerhoff, Frank H. - In: Economics letters 176 (2019), pp. 43-46
Persistent link: https://www.econbiz.de/10012121226
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Real exchange rate behavior in the Middle East : a re-examination
Sarno, Lucio - In: Economics letters 66 (2000) 2, pp. 127-136
Persistent link: https://www.econbiz.de/10001439689
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Do exchange rates follow a random walk process in Middel Eastern countries?
Bahmani-Oskooee, Mohsen - In: Economics letters 58 (1998) 3, pp. 339-344
Persistent link: https://www.econbiz.de/10001234684
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Pandemic and hospital avoidance : evidence from the 2015 Middle East respiratory syndrome outbreak in South Korea
Cho, Hyunkuk; Kwon, Jihyeon - In: Economics letters 203 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012607338
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Do misalignments predict aggregated stock-market volatility?
Boucher, Christophe; Maillet, Bertrand; Michel, Thierry - In: Economics letters 100 (2008) 2, pp. 317-320
Persistent link: https://www.econbiz.de/10003768298
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Capital controls and stock market volatility in frequency domain
Orlov, Alexei G. - In: Economics letters 91 (2006) 2, pp. 222-228
Persistent link: https://www.econbiz.de/10003327873