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Testing for bubbles : an application of tests for change in persistence

Sollis, Robert - In: Applied financial economics 16 (2006) 6, pp. 491-498

Persistent link: https://www.econbiz.de/10003335024

A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries

Sollis, Robert - In: Economic modelling 26 (2009) 1, pp. 118-125

Persistent link: https://www.econbiz.de/10003816703

Evidence on purchasing power parity from univariate models : the case of smooth transition trend-stationarity

Sollis, Robert - In: Journal of applied econometrics 20 (2005) 1, pp. 79-98

Persistent link: https://www.econbiz.de/10003027416

The real exchange rate-real interest rate relation : evidence from tests for symmetric and asymmetric threshold cointegration

Sollis, Robert; Wohar, Mark E. - In: International journal of finance & economics : IJFE 11 (2006) 2, pp. 139-153

Persistent link: https://www.econbiz.de/10003322582

Tests for asymmetric threshold cointegration with an application to the term structure

Wohar, Mark E.; Sollis, Robert - In: The journal of economics 33 (2007) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10003672620

Improving the accuracy of asset price bubble start and end date estimators

Harvey, David I.; Leybourne, Stephen James; Sollis, Robert - In: Journal of empirical finance 40 (2017), pp. 121-138

Persistent link: https://www.econbiz.de/10011744469

Asymmetric Adjustment and Smooth Transitions : A Combination of Some Unit Root Tests

Sollis, Robert - 2004

Conventional Dickey-Fuller unit root tests have been generalized to allow for nonlinearity under the alternative hypothesis by Enders and Granger [Journal of Business Economics and Statistics, 16 (1998) 304] (EG) and Leybourne, Newbold and Vougas [Journal of Time Series Analysis, 19 (1998) 83]...

Persistent link: https://www.econbiz.de/10014071720

Spillover and backward linkage effects of FDI : empirical evidence for the UK

Harris, Richard I. D. - 2009

Persistent link: https://www.econbiz.de/10009545046

A test of the expectations hypothesis of the term structure using cross-section data

Harris, Richard D. F. - 1998

Persistent link: https://www.econbiz.de/10000998641

Estimation of VaR with bias-corrected forecasts of conditional volatility

Harris, Richard D. F.; Shen, Jian - In: The journal of derivatives : the official publication … 11 (2004) 4, pp. 10-20

Persistent link: https://www.econbiz.de/10002108829