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Testing PPP by means of ZNZ patterned VECM
Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: International journal of theoretical and applied finance 11 (2008) 4, pp. 345-362
Persistent link: https://www.econbiz.de/10003746667
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The equivalence of causality detection in VAR and VECM modeling with applications to exchange rates
Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: Multinational finance journal : MF ; quarterly … 10 (2006) 3/4, pp. 153-177
Persistent link: https://www.econbiz.de/10003657854
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The adjustment of the Yule-Walker relations in VAR modeling : the impact of the Euro on the Hong Kong stock market
Brailsford, Timothy J.; Penm, Jack H. W.; Deane Terrell, R. - In: Multinational finance journal : MF ; quarterly … 5 (2001) 1, pp. 35-58
Persistent link: https://www.econbiz.de/10001697030