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~isPartOf:"International journal of finance & economics : IJFE"
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Cointegration
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Caporale, Guglielmo Maria
3
Chang, Bisharat Hussain
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Cheung, Yin-Wong
2
Gil-Alaña, Luis A.
2
Abdul Kamal, Muhammad
1
Abosedra, Salah S.
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Ademmer, Martin
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Adewuyi, Adeolu O.
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International journal of finance & economics : IJFE
Applied economics
382
International Journal of Energy Economics and Policy : IJEEP
336
Journal of econometrics
331
Economic modelling
301
Energy economics
235
Economics letters
220
Applied economics letters
198
International journal of economics and financial issues : IJEFI
191
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
184
The empirical economics letters : a monthly international journal of economics
160
International journal of economics and finance
152
Econometric theory
116
Econometric reviews
112
Cogent economics & finance
110
Theoretical and applied economics : GAER review
106
Working paper
102
CESifo working papers
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
International review of economics & finance : IREF
87
International journal of forecasting
72
Economies : open access journal
69
CEMMAP working papers / Centre for Microdata Methods and Practice
68
Journal of international money and finance
68
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Research in international business and finance
66
The econometrics journal
65
Economic research
64
Applied financial economics
63
Discussion paper / Tinbergen Institute
63
Journal of policy modeling : JPMOD ; a social science forum of world issues
63
Journal of international financial markets, institutions & money
59
Queen's Economics Department working paper
59
Finance research letters
58
Journal of applied econometrics
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Discussion papers of interdisciplinary research project 373
57
Global business review
57
CREATES research paper
56
Journal of banking & finance
56
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ECONIS (ZBW)
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1
Is the Fisher effect asymmetric? : cointegration analysis and expectations measurement
Cushman, David O.
;
De Vita, Glauco
;
Trachanas, Emmanouil
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3727-3748
Persistent link: https://www.econbiz.de/10014429167
Saved in:
2
Dynamic causality between PPI and CPI in China : a rolling window bootstrap approach
Sun, Jing
;
Xu, Jinhui
;
Cheng, Xin
;
Miao, Jichao
;
Mu, Hairong
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1279-1289
Persistent link: https://www.econbiz.de/10014253387
Saved in:
3
The real exchange rate-real interest rate relation : evidence from tests for symmetric and asymmetric threshold cointegration
Sollis, Robert
;
Wohar, Mark E.
- In:
International journal of finance & economics : IJFE
11
(
2006
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10003322582
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4
Non-linear interest rate dynamics and forecasting : evidence for US and Australian interest rates
McMillan, David G.
- In:
International journal of finance & economics : IJFE
14
(
2009
)
2
,
pp. 139-155
Persistent link: https://www.econbiz.de/10003824095
Saved in:
5
An empirical model of daily highs and lows
Cheung, Yin-Wong
- In:
International journal of finance & economics : IJFE
12
(
2007
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10003416321
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6
Long-run purchasing power parity with asymmetric adjustment : evidence from nine major oil-exporting countries
Chang, Tsangyao
;
Liu, Wen-chi
- In:
International journal of finance & economics : IJFE
15
(
2010
)
3
,
pp. 263-274
Persistent link: https://www.econbiz.de/10008702344
Saved in:
7
Does purchasing power parity hold in emerging markets? : evidence from a panel of black market exchange rates
Cerrato, Mario
;
Sarantis, Nicholas
- In:
International journal of finance & economics : IJFE
12
(
2007
)
4
,
pp. 427-444
Persistent link: https://www.econbiz.de/10003564083
Saved in:
8
Nonlinear interdependence between the US and emerging markets' industrial stock sectors
Choudhry, Taufiq
;
Osoble, Bashir Nur
- In:
International journal of finance & economics : IJFE
20
(
2015
)
1
,
pp. 61-79
Persistent link: https://www.econbiz.de/10011346595
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9
The exchange rate disconnect puzzle revisited
Bahmani-Oskoee, Mohsen
;
Hosny, Amr
;
Kishor, N. Kundan
- In:
International journal of finance & economics : IJFE
20
(
2015
)
2
,
pp. 126-137
Persistent link: https://www.econbiz.de/10011348435
Saved in:
10
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
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