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ASIAN CRISES: THEORY, EVIDENCE...
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Martin, Vance
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Integrability and cointegrability testing of the term structure of interest rates
Lim, Guay C.
;
Martin, Vance
-
1994
Persistent link: https://www.econbiz.de/10000884605
Saved in:
2
Weighted monetary aggregates : empirical evidence for Australia
Lim, Guay C.
;
Martin, Vance
-
1994
Persistent link: https://www.econbiz.de/10000896427
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3
Australian money market interest rates : leads and lags in the transmission process
Lim, Guay C.
;
Martin, Vance
-
1991
Persistent link: https://www.econbiz.de/10000829898
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4
A spectral-temporal index of US interest rates
Lim, Guay C.
;
Martin, Vance
-
1991
Persistent link: https://www.econbiz.de/10000832241
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5
Is the demand for money cointegrated or disintegrated? : the case of Australia
Lim, Guay C.
;
Martin, Vance
-
1991
Persistent link: https://www.econbiz.de/10000832849
Saved in:
6
A money market interest rate index for Australia based on cyclical characteristics
Lim, Guay C.
;
Martin, Vance
-
1989
Persistent link: https://www.econbiz.de/10000833501
Saved in:
7
Efficient estimation of long-run relationships : a comparison of alternative cointegration estimators with an application
Lim, Guay C.
;
Martin, Vance
-
1992
Persistent link: https://www.econbiz.de/10000837416
Saved in:
8
Factor analysis of predictive curves, with applications to the term structure of interest rates
Bowden, Roger J.
;
Lim, Guay C.
;
Martin, Vance
-
1994
Persistent link: https://www.econbiz.de/10000881564
Saved in:
9
Pricing currency options in the presence of time-varying volatility and non-normalities
Lim, Guay C.
;
Martin, Gael M.
;
Martin, Vance
- In:
Journal of multinational financial management
16
(
2006
)
3
,
pp. 291-314
Persistent link: https://www.econbiz.de/10003328760
Saved in:
10
A reexamination of the equity-premium puzzle : a robust non-parametric approach
Lim, Guay C.
;
Maasoumi, Esfandiar
;
Martin, Vance
- In:
The North American journal of economics and finance : a …
17
(
2006
)
2
,
pp. 173-189
Persistent link: https://www.econbiz.de/10003334340
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