Similar Search Results

Is the real interest rate unstable? : Some new evidence

Lai, Kon-sun - In: Applied economics 29 (1997) 3, pp. 359-364

Persistent link: https://www.econbiz.de/10001220897

A cointegration test for market efficiency

Lai, Kon-sun - In: The journal of futures markets 11 (1991) 5, pp. 567-575

Persistent link: https://www.econbiz.de/10001110894

International evidence on output persistence from postwar data

Cheung, Yin-Wong - In: Economics letters 38 (1992) 4, pp. 435-441

Persistent link: https://www.econbiz.de/10001125457

Do gold market returns have long memory?

Cheung, Yin-Wong - In: The financial review : the official publication of the … 28 (1993) 2, pp. 181-202

Persistent link: https://www.econbiz.de/10001146308

Parity reversion in real exchange rates during the post-Bretton Woods period

Cheung, Yin-Wong - In: Journal of international money and finance 17 (1998) 4, pp. 597-614

Persistent link: https://www.econbiz.de/10001253031

Lag order and critical values of a modified Dickey-Fuller test

Cheung, Yin-Wong - In: Oxford bulletin of economics and statistics 57 (1995) 3, pp. 411-419

Persistent link: https://www.econbiz.de/10001183768

A search for long memory in international stock market returns

Cheung, Yin-Wong - In: Journal of international money and finance 14 (1995) 4, pp. 597-615

Persistent link: https://www.econbiz.de/10001187507

Nonlinear trend stationarity in global and hemispheric temperatures

Lai, Kon-sun; Yoon, Mann J. - In: Applied economics letters 25 (2018) 1, pp. 15-18

Persistent link: https://www.econbiz.de/10011853576

Macroeconomic determinants of long-term stock market comovements among major EMS countries

Cheung, Yin-Wong; Lai, Kon S. - In: Applied financial economics 9 (1999) 1, pp. 73-85

Persistent link: https://www.econbiz.de/10001363842

Parity Reversion in Real Exchange Rates During the Post-Bretton Woods Period

Lai, Kon S. - 2013

Some recent studies suggest the post-Bretton Woods period offers a sample that is far too short to reveal any significant evidence on purchasing power parity reversion in individual series of real exchange rates. This study shows that the post-Bretton Woods data contain substantial information...

Persistent link: https://www.econbiz.de/10014216248