Narrow search
Showing 1 - 4 of 4
Cover Image
Are real exchange rates nonlinear or nonstationary? : Evidence from a new threshold unit root test
Basci, Erdem; Caner, Mehmet - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 4, pp. 1-19
Persistent link: https://www.econbiz.de/10009949855
Cover Image
Time-varying betas help in asset pricing : the threshold CAPM
Akdeniz, Levent (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 4
Persistent link: https://www.econbiz.de/10001790049
Cover Image
Are real exchange rates nonlinear or nonstationary? : Evidence from a new threshold unit root test
Başçı, Erdem (contributor); Caner, Mehmet (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 4, pp. 1-19
Persistent link: https://www.econbiz.de/10003284016
Cover Image
Time-varying betas help in asset pricing : the threshold CAPM
Akdeniz, Levent; Altay-Salih, Aslihan; Caner, Mehmet - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 4
Persistent link: https://www.econbiz.de/10009949779