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Kointegration
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Phillips, Peter C. B.
47
Gao, Jiti
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17
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Tu, Yundong
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Lasak, Katarzyna
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Lütkepohl, Helmut
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Morana, Claudio
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Müller, Ulrich K.
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Benati, Luca
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Canepa, Alessandra
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Frederiksen, Per
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of economics and financial issues : IJEFI
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The econometrics journal
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Oxford bulletin of economics and statistics
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International Journal of Energy Economics and Policy : IJEEP
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Central European journal of economic modelling and econometrics
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1
Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market
Hodgson, Douglas J.
- In:
Journal of applied econometrics
14
(
1999
)
6
,
pp. 627-650
Persistent link: https://www.econbiz.de/10001440633
Saved in:
2
The unbiased forward rate hypothesis re-examined
Naka, Atsuyuki
- In:
Journal of international money and finance
14
(
1995
)
6
,
pp. 857-867
Persistent link: https://www.econbiz.de/10001194447
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3
Efficienza ed equilibrio su mercati "futures" e "spot" : una analisi empirica
Moro, Daniele
- In:
Rivista internazionale di scienze sociali
98
(
1991
)
2
,
pp. 201-219
Persistent link: https://www.econbiz.de/10001115370
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4
Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market
Hodgson, Douglas J.
-
1995
Persistent link: https://www.econbiz.de/10000917546
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5
Testing the persistence of the forward premium : structural changes or misspecification?
Ho, Tsung-wu
;
Moh, Wan Shin
- In:
Open economies review
27
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011591715
Saved in:
6
Inference in conditional vector error correction models with a small signal-to-noise ratio
Gospodinov, Nikolaj
;
Maynard, Alex
;
Pesavento, Elena
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 295-318)
.
2023
Persistent link: https://www.econbiz.de/10014313744
Saved in:
7
A reconciliation of cointegration testing of foreign exchange market efficiency
Layton, Allan P.
-
1991
Persistent link: https://www.econbiz.de/10000129803
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8
Testing the forward rate unbiasedness hypothesis during the 1920s
Diamandis, Panayotis F.
;
Georgoutsos, Demetris A.
; …
- In:
Journal of international financial markets, …
18
(
2008
)
4
,
pp. 358-373
Persistent link: https://www.econbiz.de/10003727947
Saved in:
9
A nonparametric cointegration analysis of the forward rate unbiasedness hypothesis
Al-Zoubi, Haitham A.
;
Al-Zoubi, Dana A.
;
Maghyereh, …
- In:
Applied financial economics letters
2
(
2006
)
4
,
pp. 223-227
Persistent link: https://www.econbiz.de/10003351935
Saved in:
10
Spot-forward cointegration, structural breaks and FX market unbiasedness
Villanueva, O. Miguel
- In:
Journal of international financial markets, …
17
(
2007
)
1
,
pp. 58-78
Persistent link: https://www.econbiz.de/10003413275
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