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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
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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
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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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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
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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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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
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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
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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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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
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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