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Near unit roots and regression based tests of the expectations hypothesis of the term structure of interest rates
Lanne, Markku
-
1997
Persistent link: https://www.econbiz.de/10000955968
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2
Near unit roots and the predictive power of yield spreads for changes in long-term interest rates
Lanne, Markku
- In:
The review of economics and statistics
81
(
1999
)
3
,
pp. 393-398
Persistent link: https://www.econbiz.de/10001406148
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3
Nonlinear dynamics of interest rate and inflation
Lanne, Markku
-
2002
Persistent link: https://www.econbiz.de/10001699752
Saved in:
4
Near unit roots, cointegration, and the term structure of interest rates
Lanne, Markku
- In:
Journal of applied econometrics
15
(
2000
)
5
,
pp. 513-529
Persistent link: https://www.econbiz.de/10001533584
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5
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
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6
The properties of market-based and survey forecasts for different data releases
Lanne, Markku
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003465751
Saved in:
7
Nonlinear dynamics of interest rate and inflation
Lanne, Markku
- In:
Journal of applied econometrics
21
(
2006
)
8
,
pp. 1157-1168
Persistent link: https://www.econbiz.de/10003406261
Saved in:
8
A mixture mutliplicative error model for realized volatility
Lanne, Markku
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 594-616
Persistent link: https://www.econbiz.de/10003565744
Saved in:
9
Is lead-lag stronger under bad news? : Evidence from a complementary test
Jokivuolle, Esa
;
Lanne, Markku
-
1997
Persistent link: https://www.econbiz.de/10000963925
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10
Stock price adjustment under short-selling restriction : evidence from nonlinear time series tests
Jokivuolle, Esa
;
Lanne, Markku
-
1995
Persistent link: https://www.econbiz.de/10000926351
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