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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
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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
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Cointegration, parametric estimation and testing speculative efficiency with overlapping data
Lim, Guay C.; Martin, Vance - 1992
Persistent link: https://www.econbiz.de/10000851338
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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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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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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
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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
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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
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Testing speculative efficiency : pitfalls, puzzles and parametrics
Lim, Guay C.; Martin, Vance - 1995
Persistent link: https://www.econbiz.de/10000920105
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A nonlinear characterization of asset price dynamics with an application to the 1987 stock market crash
Lim, Guay C.; Martin, Vance - 1995
Persistent link: https://www.econbiz.de/10000920179