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Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim; Osterrieder, Daniela; Sizova, Natalia; … - In: Journal of financial economics 108 (2013) 2, pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
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Are real interest rates stationary? : new evidence from the multivariate ARDL unit root test
Soo Khoon Goh; Sam, Chung Yan; Goh, Kim-Leng - In: Applied economics letters 32 (2025) 14, pp. 2010-2014
Persistent link: https://www.econbiz.de/10015444913
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The Feldstein-Horioka puzzle and structural breaks : evidence from the largest countries of Asia
Ketenci, Natalya Shevchik - In: Margin: the journal of applied economic research 10 (2016) 3, pp. 337-354
Persistent link: https://www.econbiz.de/10011690839
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Long-run equilibrium exchange rate in Latin America and Asia : a comparison using cointegrated vector
Cuiabano, Simone Maciel - 2017
Persistent link: https://www.econbiz.de/10012266435
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Long-run equilibrium exchange rate in Latin America and Asia : a comparison using cointegrated vector
Cuibano, Simone Maciel - In: Revista brasileira de economia de empresas : … 17 (2017) 2, pp. 41-54
Persistent link: https://www.econbiz.de/10011955389
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Asian stock markets analysis : the new evidence from time-varying coefficient autoregressive model
Napon Hongsakulvasu; Asama Liammukda - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 9, pp. 95-104
Persistent link: https://www.econbiz.de/10012670785
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Modeling fractional cointegration between high and low stock prices in Asian countries
Afzal, Alia; Sibbertsen, Philipp - In: Empirical economics : a quarterly journal of the … 60 (2021) 2, pp. 661-682
Persistent link: https://www.econbiz.de/10012490321
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Financial integration of Asian markets : multivariate cointegration, causality and variance decomposition
Lamia, Kalai - In: International journal of business and systems research … 15 (2021) 4, pp. 510-526
Persistent link: https://www.econbiz.de/10012596136
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Revisit financial integration in Asia : new time-series evidence from stock markets
Saji, T. G. - In: The Indian economic journal 70 (2022) 2, pp. 209-228
Persistent link: https://www.econbiz.de/10013257481
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Integration between the Asian REIT markets and macroeconomic variables
Wei Kang Loo; Melati Ahmad Anuar; Ramakrishnan, Suresh - In: Journal of property investment & finance 34 (2016) 1, pp. 68-82
Persistent link: https://www.econbiz.de/10011540598