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Exchange rate volatility and United Kingdom trade : evidence from Canada, Japan and New Zealand
Choudhry, Taufiq - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 607-619
Persistent link: https://www.econbiz.de/10003776785
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Intertemporal substitution and random changes in preferences : time series evidence for four countries
Kugler, Peter - In: Empirical economics : a journal of the Institute for … 13 (1988) 1, pp. 17-34
Persistent link: https://www.econbiz.de/10001046531
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A framework for the decomposition of poverty differences with an application to poverty differences between countries
Biewen, Martin; Jenkins, Stephen - In: Empirical economics : a journal of the Institute for … 30 (2005) 2, pp. 331-358
Persistent link: https://www.econbiz.de/10003075805
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Exploring the finance-real economy link in US : empirical evidence from panel unit root and cointegration analysis
Niang, Abdou-Aziz; Diagne, Abdoulaye; Claude Pichery, Marie - In: Empirical economics : a journal of the Institute for … 40 (2011) 1, pp. 253-268
Persistent link: https://www.econbiz.de/10008859082
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A seasonal fractional multivariate model : a testing procedure and impulse responses for the analysis of GDP and unemployment dynamics
Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 38 (2010) 2, pp. 471-501
Persistent link: https://www.econbiz.de/10003943259
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Cointegration tests under multiple regime shifts : an application to the stock price-dividend relationship
Gabriel, Vasco J.; Martins, Luís Filipe - In: Empirical economics : a journal of the Institute for … 41 (2011) 3, pp. 639-662
Persistent link: https://www.econbiz.de/10009381348
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A panel data quantile regression analysis of the immigrant earnings distribution in the United Kingdom and United States
Billger, Sherrilyn M.; Lamarche, Carlos - In: Empirical economics : a journal of the Institute for … 49 (2015) 2, pp. 705-750
Persistent link: https://www.econbiz.de/10011334093
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Robust estimation of the simplified multivariate GARCH model
Iqbal, Farhat - In: Empirical economics : a journal of the Institute for … 44 (2013) 3, pp. 1353-1372
Persistent link: https://www.econbiz.de/10009749477
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A copula-GARCH model for macro asset allocation of a portfolio with commodities : an out-of-sample analysis
Riccetti, Luca - In: Empirical economics : a journal of the Institute for … 44 (2013) 3, pp. 1315-1336
Persistent link: https://www.econbiz.de/10009749481
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The risk-return relation and VIX: evidence from the S&P 500
Kanas, Angelos - In: Empirical economics : a journal of the Institute for … 44 (2013) 3, pp. 1291-1314
Persistent link: https://www.econbiz.de/10009749482