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Three‐Regime Asymmetric STAR Modeling and Exchange Rate Reversion
CERRATO, MARIO; KIM, HYUNSOK; MACDONALD, RONALD - In: Journal of money, credit and banking : JMCB 42 (2010) 7, pp. 1447-1468
Persistent link: https://www.econbiz.de/10008451989
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Nominal interest rates and stationarity
Cerrato, Mario; Kim, Hyunsok; MacDonald, Ronald - In: Review of quantitative finance and accounting 40 (2013) 4, pp. 741-745
Persistent link: https://www.econbiz.de/10010099524
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Equilibrium exchange rate determination and multiple structural changes
Cerrato, Mario; Kim, Hyunsok; MacDonald, Ronald - In: Journal of empirical finance 22 (2013), pp. 52-66
Persistent link: https://www.econbiz.de/10010123052
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Does the euro dominate Central and Eastern European money markets?
Kadow, Alexander; Cerrato, Mario; MacDonald, Ronald; … - In: Journal of international money and finance 32 (2013), pp. 700-718
Persistent link: https://www.econbiz.de/10010054446
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Symmetry, proportionality and the purchasing power parity: Evidence from panel cointegration tests
Cerrato, Mario; Sarantis, Nicholas - In: International review of economics & finance : IREF 17 (2008) 1, pp. 56-65
Persistent link: https://www.econbiz.de/10007894816
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Black Market and Official Exchange Rates: Long-run Equilibrium and Short-run Dynamics
Caporale, Guglielmomaria; Cerrato, Mario - In: Review of international economics 16 (2008) 3, pp. 401-412
Persistent link: https://www.econbiz.de/10008078606
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THE PURCHASING POWER PARITY PERSISTENCE PUZZLE: EVIDENCE FROM BLACK MARKET REAL EXCHANGE RATES
Cerrato, Mario; Kellard, Neil; Sarantis, Nicholas - In: The Manchester School 76 (2008) 4, pp. 405-423
Persistent link: https://www.econbiz.de/10008066683
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An investigation of customer order flow in the foreign exchange market
Cerrato, Mario; Sarantis, Nicholas; Saunders, Alex - In: Journal of banking & finance 35 (2011) 8, pp. 1892-1907
Persistent link: https://www.econbiz.de/10009030546
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IS THE CONSUMPTION–INCOME RATIO STATIONARY? EVIDENCE FROM LINEAR AND NON‐LINEAR PANEL UNIT ROOT TESTS FOR OECD AND NON‐OECD COUNTRIES*
CERRATO, MARIO; DE PERETTI, CHRISTIAN; STEWART, CHRIS - In: The Manchester School 81 (2013) 1, pp. 102-120
Persistent link: https://www.econbiz.de/10010052990
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Panel data tests of PPP: a critical overview
Caporale, Guglielmo Maria; Cerrato, Mario - In: Applied financial economics 16 (2006) 1, pp. 73-92
Persistent link: https://www.econbiz.de/10007635914