Narrow search
Showing 1 - 10 of 71
Cover Image
The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration
Sollis, Robert; Wohar, Mark E. - In: International journal of finance & economics : IJFE 11 (2006) 2, pp. 139-154
Persistent link: https://www.econbiz.de/10007422091
Cover Image
Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing
Sollis, Robert - In: Journal of forecasting 24 (2005) 3, pp. 221
Persistent link: https://www.econbiz.de/10006877782
Cover Image
Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates
Sollis, Robert; Leybourne, Stephen; Newbold, Paul - In: Journal of money, credit and banking : JMCB 34 (2002) 3, pp. 686
Persistent link: https://www.econbiz.de/10006654204
Cover Image
ARTICLES - U.S. and U.K. Interest Rates, 1890-1934: New Evidence on Structural Breaks
Newbold, Paul; Leybourne, Stephen J.; Sollis, Robert; … - In: Journal of money, credit and banking : JMCB 33 (2001) 2, pp. 235-250
Persistent link: https://www.econbiz.de/10006659147
Cover Image
A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries
Sollis, Robert - In: Economic modelling 26 (2009) 1, pp. 118-125
Persistent link: https://www.econbiz.de/10008162488
Cover Image
Stochastic unit roots modelling of stock price indices
Sollis, Robert; Newbold, Paul; Leybourne, Stephen J. - In: Applied financial economics 10 (2000) 3, pp. 311-316
Persistent link: https://www.econbiz.de/10007680388
Cover Image
A comment on tests for asymmetric threshold cointegration with an application to the term structure : cointegration methods matter
Hegwood, Natalie; Tuttle, M. H. - In: The journal of economics 39 (2013) 1, pp. 73-77
Persistent link: https://www.econbiz.de/10010185470
Cover Image
Tests for asymmetric threshold cointegration with an application to the term structure
Wohar, Mark E.; Sollis, Robert - In: The journal of economics 33 (2007) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10009930329
Cover Image
U.S. dollar real exchange rates: Nonlinearity revisited
Sollis, Robert - In: Journal of international money and finance 27 (2008) 4, pp. 516-528
Persistent link: https://www.econbiz.de/10008050812
Cover Image
Spurious regression: A higher-order problem
Sollis, Robert - In: Economics letters 111 (2011) 2, pp. 141-144
Persistent link: https://www.econbiz.de/10008931508