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Cointegration and Direct Tests of the Rational Expectations Hypothesis
McAleer, M.; McKenzie, C.R.; Pesaran, M.H. - In: Econometric reviews 13 (1994) 2, pp. 231-258
Persistent link: https://www.econbiz.de/10006945894
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Cointegration and Direct Tests of the Rational Expectations Hypothesis.
McAleer, M.; McKenzie, C.R.; Pesaren, M.H. - Faculty of Economics, University of Cambridge - 1993
Persistent link: https://www.econbiz.de/10005647464
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Keynesian and new classical models of unemployment revisited
McAleer, M.; McKenzie, C.R. - Tilburg University, Center for Economic Research - 1990
Persistent link: https://www.econbiz.de/10011092728
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DISCRIMINATION BETWEEN NESTED TWO- AND THREE-PARAMETER DISTRIBUTIONS: AN APPLICATION TO MODELS OF AIR POLLUTION.
BAI, J.; JAKEMAN, A.J.; MCALEER, M. - CentER for Economic Research, Universiteit van Tilburg - 1990
Persistent link: https://www.econbiz.de/10005775405
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COMPARING THE EMPIRICAL PERFOMANCE OF ALTERNATIVE DEMAND SYSTEMS.
BARTEN, A.P.; MCALEER, M. - CentER for Economic Research, Universiteit van Tilburg - 1991
Persistent link: https://www.econbiz.de/10005618541
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Comparing the Empirical Performance of Alternative Demand Systems.
Barten, A.P.; McAleer, M. - CentER for Economic Research, Universiteit van Tilburg - 1991
Persistent link: https://www.econbiz.de/10005618615
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Testing Nested and Non-Nested Periodically Integrated Autoregressive Models.
Franses, P.H.; McAleer, M. - CentER for Economic Research, Universiteit van Tilburg - 1995
Persistent link: https://www.econbiz.de/10005660515
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The impact of bank entry in the Japanese corporate bond underwriting market
Takaoka, Sumiko; McKenzie, C.R. - In: Journal of Banking & Finance 30 (2006) 1, pp. 59-83
Persistent link: https://www.econbiz.de/10005213480
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The impact of bank entry in the Japanese corporate bond underwriting market
Takaoka, Sumiko; Mckenzie, C.R. - In: Journal of banking & finance 30 (2006) 1, pp. 59-84
Persistent link: https://www.econbiz.de/10005878719
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Deregulation of bank underwriting activities: impacts in the Euro–yen and Japanese corporate bond markets
McKenzie, C.R.; Takaoka, Sumiko - In: Mathematics and Computers in Simulation (MATCOM) 68 (2005) 5, pp. 526-535
The purpose of this paper is to examine the impact of a 1993 relaxation of the restrictions governing the underwriting operations of Japanese banks on bond issues in the Euro–yen and Japanese corporate bond markets. Evidence is presented to suggest that the relaxation of the restrictions...
Persistent link: https://www.econbiz.de/10010749870