Similar Search Results - EconBiz

Behavior of stock market prices in Bahrain

Asiri, Batool - In: Journal of world economic review 15 (2020) 1, pp. 35-46

Persistent link: https://www.econbiz.de/10012670423

A time series analysis of aggregate consumption function for Pakistan

Ul Islam, Tanweer; Zafar, Zakia - In: Argumenta oeconomica 38 (2017) 1, pp. 243-255

Persistent link: https://www.econbiz.de/10012284661

Estimating the smoothing parameter in the so-called Hodrick-Prescott filter

Schlicht, Ekkehart - 2004

This note gives a fairly complete statistical description of the Hodrick-Prescott Filter (1997), originally proposed by Leser (1961). It builds on an approach to seasonal adjustment suggested by Leser (1963) and Schlicht (1981, 1984). A moments estimator for the smoothing parameter is proposed...

Persistent link: https://www.econbiz.de/10010440442

Is there long memory in Indian stock market returns? : an empirical search

Hiremath, Gourishankar S.; Kumari, Jyoti - In: Journal of Asia Pacific business 16 (2015) 2, pp. 128-145

Persistent link: https://www.econbiz.de/10011289921

A reappraisal of the Meese-Rogoff puzzle

Moosa, Imad A.; Burns, Kelly - In: Applied economics 46 (2014) 1/3, pp. 30-40

Persistent link: https://www.econbiz.de/10010354125

Testing for random walk behaviour in CIVETS exchange rates

Almudhaf, Fahad - In: Applied economics letters 21 (2014) 1/3, pp. 60-63

Persistent link: https://www.econbiz.de/10010238285

The monetary model of exchange rates is better than the random walk in out-of-sample forecasting

Moosa, Imad A.; Burns, Kelly - In: Applied economics letters 20 (2013) 13/15, pp. 1293-1297

Persistent link: https://www.econbiz.de/10010198467

Why is it so difficult to outperform the random walk in exchange rate forecasting?

Moosa, Imad A. - In: Applied economics 45 (2013) 22/24, pp. 3340-3346

Persistent link: https://www.econbiz.de/10010345416

Fundamentals and exchange rate prediction revisited

Wang, Yi-Chiuan; Wu, Jyh-lin - In: Journal of money, credit and banking : JMCB 47 (2015) 8, pp. 1651-1671

Persistent link: https://www.econbiz.de/10011483981

The random-walk hypothesis on the Indian stock market

Mishra, Ankita; Mishra, Vinod; Smyth, Russell - In: Emerging markets finance & trade : a journal of the … 51 (2015) 5, pp. 879-892

Persistent link: https://www.econbiz.de/10011561118

A service of the