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International review of economics & finance : IREF
IMF Working Papers
477
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1
A comparison of variance ratio tests of random walk : a case of Asian emerging stock markets
Hoque, Hafiz A. A. B.
;
Kim, Jae H.
;
Pyun, Chong-soo
- In:
International review of economics & finance : IREF
16
(
2007
)
4
,
pp. 488-502
Persistent link: https://www.econbiz.de/10003613179
Saved in:
2
Mean reversion in stock prices of seven Asian stock markets : unit root test and stationary test with Fourier functions
Wang, Juan
;
Zhang, Dongxiang
;
Zhang, Jian
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 157-164
Persistent link: https://www.econbiz.de/10011538307
Saved in:
3
Mean reversion and volatility of short-term London Interbank Offer Rates : an empirical comparison of competing models
Adkins, Lee Chester
;
Krehbiel, Timothy
- In:
International review of economics & finance : IREF
8
(
1999
)
1
,
pp. 45-54
Persistent link: https://www.econbiz.de/10001427823
Saved in:
4
Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty : Are popular recommendations consistent with rational behavior?
Munk, Claus
;
Sørensen, Carsten
;
Vinther, Tina Nygaard
- In:
International review of economics & finance : IREF
13
(
2004
)
2
,
pp. 141-166
Persistent link: https://www.econbiz.de/10002030574
Saved in:
5
Mean reversion in Asia-Pacific stock prices : new evidence from quantile unit root tests
Nartea, Gilbert V.
;
Valera, Harold Glenn A.
;
Valera, …
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 214-230
Persistent link: https://www.econbiz.de/10012692224
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6
Pairs trading : the performance of a stochastic spread model with regime switching-evidence from the S&P 500
Yang, Jen-Wei
;
Tsai, Shu-Yu
;
Shyu, So-De
;
Chang, Chia-Chien
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 139-150
Persistent link: https://www.econbiz.de/10011625559
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7
Utilizing financial market information in forecasting real growth, inflation and real exchange rate
Junttila, Juha
;
Korhonen, Marko
- In:
International review of economics & finance : IREF
20
(
2011
)
2
,
pp. 281-301
Persistent link: https://www.econbiz.de/10009304125
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8
Gold and exchange rates : downside risk and hedging at different investment horizons
Reboredo, Juan Carlos
;
Rivera-Castro, Miguel A.
- In:
International review of economics & finance : IREF
34
(
2014
),
pp. 267-279
Persistent link: https://www.econbiz.de/10010533150
Saved in:
9
Exchange rate intervention in small open economies : the role of risk premium and commodity price shocks
García, Carlos José
;
González, Wildo D.
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 424-447
Persistent link: https://www.econbiz.de/10009693281
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10
The comovement between exchange rates and stock prices in the Asian emerging markets
Lin, Chien-hsiu
- In:
International review of economics & finance : IREF
22
(
2012
)
1
,
pp. 161-172
Persistent link: https://www.econbiz.de/10009618686
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