Similar Search Results

Is there non-linear real exchange rate adjustment for the Asian economies?

Holmes, Mark J. - In: ASEAN economic bulletin 21 (2004) 2, pp. 198-212

Persistent link: https://www.econbiz.de/10002222040

Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests

Holmes, Mark J.; Otero, Jesús; Panagiotidis, Theodore - 2011

Existing panel data studies of real interest parity are either unable to identify which panel members are characterised by stationary real interest differentials, or are subject to size distortion resulting from the presence of structural breaks and cross-sectional dependencies. Using a panel...

Persistent link: https://www.econbiz.de/10010500180

Are there asymmetries in the relationship between exchange rate fluctuations and stock market volatility in Pacific Basin countries?

Maghrebi, Nabil; Holmes, Mark J.; Pentecost, Eric J. - In: Review of Pacific Basin financial markets and policies 9 (2006) 2, pp. 229-256

Persistent link: https://www.econbiz.de/10003356483

Asymmetric adjustment towards long-run PPP : some new evidence for Asian economies

Holmes, Mark J.; Wang, Ping - In: International economic journal 20 (2006) 2, pp. 161-177

Persistent link: https://www.econbiz.de/10003348096

The term structure of interest rates, the expectations hypothesis and international financial integration : evidence from Asian economies

Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - In: International review of economics & finance : IREF 20 (2011) 4, pp. 679-689

Persistent link: https://www.econbiz.de/10009303888

Real interest parity : a note on Asian countries using panel stationarity tests

Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - 2011

Persistent link: https://www.econbiz.de/10009231412

Real interest parity : a note on Asian countries using panel stationarity tests

Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - In: Journal of Asian economics 22 (2011) 6, pp. 550-557

Persistent link: https://www.econbiz.de/10009581611

Non-linearities, regime switching and the relationship between Asian equity and foreign exchange markets

Holmes, Mark J.; Maghrebi, Nabil - In: International economic journal 16 (2002) 4, pp. 121-139

Persistent link: https://www.econbiz.de/10001725235

Non-linearities, regime switching and the relationship between Asian equity and foreign exchange markets

Holmes, Mark J. (contributor); Maghrebi, Nabil (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001656285

Rational Speculative Bubbles : Evidence from Asian Stock Markets

Szulczyk, Kenneth - 2019

We scrutinize China, Hong Kong, Indonesia, Japan, Malaysia, Philippines, South Korea, Taiwan, and Thailand for the presence of rational bubbles by employing several tests on a large dataset that includes three bubble episodes. We also convert most tests into recursive to overcome structural...

Persistent link: https://www.econbiz.de/10012900323