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Journal of empirical finance
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1
Improving the statistical power of financial event studies : the inverse variance weighted average-based test
Graça, Tarcisio Barroso da
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 803-817
Persistent link: https://www.econbiz.de/10009267243
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2
Testing the covariance stationarity of heavy-tailed time series : an overview of the theory with applications to several financial datasets
Loretan, Mico
- In:
Journal of empirical finance
1
(
1993
)
2
,
pp. 211-248
Persistent link: https://www.econbiz.de/10001158653
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3
An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates
Koop, Gary
- In:
Journal of empirical finance
1
(
1993
)
3
,
pp. 343-364
Persistent link: https://www.econbiz.de/10001166760
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4
Speculative bubbles with stochastic explosive roots : the failure of unit root testing
Charemza, Wojciech
- In:
Journal of empirical finance
2
(
1995
)
2
,
pp. 153-163
Persistent link: https://www.econbiz.de/10001183229
Saved in:
5
The money-inflation nexus revisited
Ringwald, Leopold
;
Zörner, Thomas
- In:
Journal of empirical finance
73
(
2023
),
pp. 293-333
Persistent link: https://www.econbiz.de/10014477030
Saved in:
6
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
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