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Tests for asymmetric threshold cointegration with an application to the term structure
Wohar, Mark E.; Sollis, Robert - In: The journal of economics 33 (2007) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10003672620
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A comment on tests for asymmetric threshold cointegration with an application to the term structure : cointegration methods matter
Hegwood, Natalie; Tuttle, Markland H. - In: The journal of economics 39 (2013) 1, pp. 73-77
Persistent link: https://www.econbiz.de/10010127272
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Consumption growth, preference for smoothing, changes in expectations and risk premium
Armada, Manuel José da Rocha; Sousa, Ricardo M.; … - In: The quarterly review of economics and finance : journal … 56 (2015), pp. 80-97
Persistent link: https://www.econbiz.de/10011574359
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Volatility spillovers across global asset classes : evidence from time and frequency domains
Tiwari, Aviral Kumar; Cuñado Eizaguirre, Juncal; … - In: The quarterly review of economics and finance : journal … 70 (2018), pp. 194-202
Persistent link: https://www.econbiz.de/10012035042
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Do terror attacks predict gold returns? : evidence from a quantile-predictive-regression approach
Gupta, Rangan; Majumdar, Anandamayee; Pierdzioch, Christian - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 276-284
Persistent link: https://www.econbiz.de/10011792493
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Fed's unconventional monetary policy and risk spillover in the US financial markets
Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 42-52
Persistent link: https://www.econbiz.de/10012431140
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A comment on tests for asymmetric threshold cointegration with an application to the term structure : cointegration methods matter
Hegwood, Natalie; Tuttle, M. H. - In: The journal of economics 39 (2013) 1, pp. 73-77
Persistent link: https://www.econbiz.de/10010185470
Cover Image
Tests for asymmetric threshold cointegration with an application to the term structure
Wohar, Mark E.; Sollis, Robert - In: The journal of economics 33 (2007) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10009930329
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Dynamic inflation hedging performance and downside risk : a comparison between Islamic and conventional stock indices
Selmi, Refk; Wohar, Mark E.; Deisting, Florent; … - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 56-67
Persistent link: https://www.econbiz.de/10014461539