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Unit roots and structural brea...
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ECONIS (ZBW)
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Unit roots and structural breaks : a survey of the literature
Byrne, Joseph P.
;
Perman, Roger
- In:
Cointegration for the applied economist
,
(pp. 129-142)
.
2007
Persistent link: https://www.econbiz.de/10003767546
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2
Inflation and globalisation : a dynamic factor model with stochastic volatility
Byrne, Joseph P.
;
Kaneez, Fatima
;
Kontonikas, Alexandros
-
2010
Persistent link: https://www.econbiz.de/10003962862
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3
Term structure dynamics, macro-finance factors and model uncertainty
Byrne, Joseph P.
;
Cao, Shuo
;
Korobilis, Dimitris
-
2015
Persistent link: https://www.econbiz.de/10010517185
Saved in:
4
Co-movement, spillovers and excess returns in global bond markets
Byrne, Joseph P.
;
Cao, Shuo
;
Korobilis, Dimitris
-
2015
Persistent link: https://www.econbiz.de/10011318315
Saved in:
5
A new approach to tests of pricing-to-market
Byrne, Joseph P.
;
MacDonald, Ronald
;
Kortava, Ekaterina
- In:
Journal of international money and finance
32
(
2013
),
pp. 654-667
Persistent link: https://www.econbiz.de/10009733483
Saved in:
6
Exchange rate predictability in a changing world
Byrne, Joseph P.
;
Korobilis, Dimitris
;
Ribeiro, Pinho J.
-
2014
Persistent link: https://www.econbiz.de/10010346571
Saved in:
7
On the sources of uncertainty in exchange rate predictability
Byrne, Joseph P.
;
Korobilis, Dimitris
;
Ribeiro, Pinho J.
-
2014
Persistent link: https://www.econbiz.de/10010430006
Saved in:
8
Foreign exchange market pressure and capital controls
Akram, Gilal Muhammad
;
Byrne, Joseph P.
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 42-53
Persistent link: https://www.econbiz.de/10011474972
Saved in:
9
Exchange rate predictability in a changing world
Byrne, Joseph P.
;
Korobilis, Dimitris
;
Ribeiro, Pinho J.
- In:
Journal of international money and finance
62
(
2016
),
pp. 1-24
Persistent link: https://www.econbiz.de/10011668284
Saved in:
10
Forecasting the term structure of government bond yields in unstable environments
Byrne, Joseph P.
;
Cao, Shuo
;
Korobilis, Dimitris
- In:
Journal of empirical finance
44
(
2017
),
pp. 209-225
Persistent link: https://www.econbiz.de/10011818024
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