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Urban house price surfaces near a World Heritage Site : modeling conditional price and spatial heterogeneity
Fritsch, Markus; Haupt, Harry; Ng, Pin T. - In: Regional science & urban economics 60 (2016), pp. 260-275
Persistent link: https://www.econbiz.de/10011639155
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Comovements among U.S. state housing prices : evidence from fractional cointegration
Barros, Carlos Pestana; Gil-Alaña, Luis A.; Payne, James E. - In: Economic modelling 29 (2012) 3, pp. 936-942
Persistent link: https://www.econbiz.de/10009545491
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Generalized runs tests to detect randomness in hedge funds returns
Hentati-Kaffel, Rania; De Peretti, Philippe - In: Journal of banking & finance 50 (2015), pp. 608-615
Persistent link: https://www.econbiz.de/10010510178
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Fractional integration of the price-dividend ratio in a present-value model of stock prices
Goliñski, Adam; Madeira, João; Rambaccussing, Dooruj - 2015
Persistent link: https://www.econbiz.de/10010513447
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Expectations as a source of macroeconomic persistence : an exploration of firms' and households' expectation formation
Fuhrer, Jeffrey C. - 2015 - This version: May 18, 2015
expectations persistence is an important source of the macroeconomic persistence documented in Fuhrer (2015). …
Persistent link: https://www.econbiz.de/10011279773
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Matching the BRIC equity premium : a structural approach
Curatola, Giuliano; Donadelli, Michael; Grüning, Patrick - In: Emerging markets review 22 (2015), pp. 65-75
Persistent link: https://www.econbiz.de/10011304190
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Dynamics of real per capita GDP
Neuhoff, Daniel - 2015 - This Version: August 7, 2015
estimated impulse response functions are different in shape. The persistence estimates for the US, France, Canada and Italy are … persistence estimates and the appropriate ARMA models. The results for the UK is sensitive to the time period. An analysis of the …
Persistent link: https://www.econbiz.de/10011309627
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Testing the skill of mutual fund managers : evidence from India
Sharma, Prateek; Paul, Samit - In: Managerial finance 41 (2015) 8, pp. 806-824
Persistent link: https://www.econbiz.de/10011336598
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Growth of aggregate corporate earnings and cash-flows : persistence and determinants
Kryzanowski, Lawrence; Mohsni, Sana - In: International review of economics & finance : IREF 25 (2013), pp. 13-23
Persistent link: https://www.econbiz.de/10009693342
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Technical trading revisited : false discoveries, persistence tests, and transaction costs
Bajgrowicz, Pierre; Scaillet, Olivier - In: Journal of financial economics 106 (2012) 3, pp. 473-491
Persistent link: https://www.econbiz.de/10009710169