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State space modeling of price and volume dependence: Evidence from currency futures

McCarthy, Joseph; Najand, Mohammad - In: Journal of Futures Markets 13 (1993) 4, pp. 335-344

Persistent link: https://www.econbiz.de/10011197312

Empirical Tests of the Proxy Hypothesis.

McCarthy, Joseph; Najand, Mohammad; Seifert, Bruce - In: The Financial Review 25 (1990) 2, pp. 251-63

The proxy hypothesis states that the negative relationship between inflation and stock returns is spurious and really only proxies for the positive relationship between stock returns and real variables. Previous tests of the proxy hypothesis have used actual values instead of forcasted values...

Persistent link: https://www.econbiz.de/10005667724

Empirical tests of the proxy hypothesis

McCarthy, Joseph - In: The financial review : the official publication of the … 25 (1990) 2, pp. 251-263

Persistent link: https://www.econbiz.de/10001143201

State space modeling of price and volume dependence : evidence from currency futures

McCarthy, Joseph - In: The journal of futures markets 13 (1993) 4, pp. 335-344

Persistent link: https://www.econbiz.de/10001145984

State Space Modeling of Price and Volume Dependence: Evidence from Currency Futures

McCarthy, Joseph; Najand, Mohammad - In: The journal of futures markets 13 (1993) 4, pp. 335-344

Persistent link: https://www.econbiz.de/10006869678

State Space Modelling of Linkages Among International Stock Markets

McCarthy, Joseph; Najand, Mohammad - In: Journal of multinational financial management 5 (1995) 4, pp. 1-10

Persistent link: https://www.econbiz.de/10007136177