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Cointegration, error-correction, and joint efficiency in forward and futures markets for major foreign currencies
Mishra, Banamber - In: Global finance journal 3 (1992) 2, pp. 171-180
Persistent link: https://www.econbiz.de/10001136751
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Cointegration of US budget and current account deficits : twins or strangers?
Rahman, A. K. M. Matiur - In: Journal of economics and finance 16 (1992) 2, pp. 119-127
Persistent link: https://www.econbiz.de/10001150425
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The dynamics of Bombay stock, US stock and London gold markets
Mishra, Banamber; Rahman, A. K. M. Matiur - In: Indian journal of economics & business : IJEB 4 (2005) 1, pp. 151-160
Persistent link: https://www.econbiz.de/10002840348
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Dynamics of stock market return volatility : evidence from the daily data of India and Japan
Mishra, Banamber; Rahman, A. K. M. Matiur - In: International business and economics research journal 9 (2010) 5, pp. 79-83
Persistent link: https://www.econbiz.de/10008859853
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Cointegration, error-correction, and joint efficiency in forward and futures markets for major foreign currencies
Mishra, Banamber; Rahman, Matiur; Caples, Steve - In: Global Finance Journal 3 (1992) 2, pp. 171-180
Persistent link: https://www.econbiz.de/10005235172
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Exports, Foreign Aid, Exchange Rate and Economic Growth: Empirical Evidence from 28 Low-Income LDCs
Rahman, Matiur; Mishra, Banamber - In: Scandinavian journal of development alternatives and … 17 (1998) 1, pp. 21-32
Persistent link: https://www.econbiz.de/10006196390
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The dynamics of Bombay stock, US stock and London gold markets
Mishra, Banamber; Rahman, Matiur - In: Indian journal of economics & business : IJEB 4 (2005) 1, pp. 151-160
Persistent link: https://www.econbiz.de/10009911085
Cover Image
Dynamics of stock market return volatility : evidence from the daily data of India and Japan
Mishra, Banamber; Rahman, Matiur - In: International business and economics research journal 9 (2010) 5, pp. 79-83
Persistent link: https://www.econbiz.de/10009894938