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Exact nonparametric tests of orthogonality and random walk in the presence of a drift parameter

Campbell, Bryan - In: International economic review 38 (1997) 1, pp. 151-173

Persistent link: https://www.econbiz.de/10001215675

Numéro spécial : hommage à Marcel Dagenais

Campbell, Bryan (contributor) - 2004

Persistent link: https://www.econbiz.de/10003086070

Marcel Dagenais, 1935 - 2001

Campbell, Bryan - In: L' Actualité économique : revue trimest. 80 (2004) 2/3, pp. 173

Persistent link: https://www.econbiz.de/10003086101

The recent performance of the Canadian forecasting industry

Campbell, Bryan; Murphy, Steven - In: Canadian public policy : a journal for the discussion … 32 (2006) 1, pp. 23-40

Persistent link: https://www.econbiz.de/10003321059

Price discovery in Canadian and US 10-year government bond markets

Campbell, Bryan (contributor); Hendry, Scott (contributor) - 2007

This paper presents some new results on the price discovery process in both the Canadian and U.S. 10-year Government bond markets using high-frequency data not previously analyzed. Using techniques introduced by Hasbrouck (1995) and Gonzalo-Granger (1995), we look at the relative information...

Persistent link: https://www.econbiz.de/10003560539