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The purchasing power parity persistence puzzle : evidence from black market real exchange rates
Cerrato, Mario; Kellard, Neil; Sarantis, Nicholas - In: The Manchester School 76 (2008) 4, pp. 405-423
Persistent link: https://www.econbiz.de/10003740949
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Does purchasing power parity hold in emerging markets? : evidence from a panel of black market exchange rates
Cerrato, Mario; Sarantis, Nicholas - In: International journal of finance & economics : IJFE 12 (2007) 4, pp. 427-444
Persistent link: https://www.econbiz.de/10003564083
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An investigation of customer order flow in the foreign exchange market
Cerrato, Mario; Sarantis, Nicholas; Saunders, Alex - 2009
Persistent link: https://www.econbiz.de/10003875004
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A nonlinear panel unit root test under cross section dependence
Cerrato, Mario; Peretti, Christian de; Larsson, Rolf; … - 2009
Persistent link: https://www.econbiz.de/10003875012
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A nonlinear panel unit root test under cross section dependence
Cerrato, Mario; Peretti, Christian de; Larsson, Rolf; … - 2011
Persistent link: https://www.econbiz.de/10009158646
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An investigation of customer order flow in the foreign exchange market
Cerrato, Mario; Sarantis, Nicholas; Saunders, Alex - In: Journal of banking & finance 35 (2011) 8, pp. 1892-1906
Persistent link: https://www.econbiz.de/10009247412
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Symmetry, proportionality and the purchasing power parity : evidence from panel cointegration tests
Cerrato, Mario; Sarantis, Nicholas - In: International review of economics & finance : IREF 17 (2008) 1, pp. 56-65
Persistent link: https://www.econbiz.de/10003749785
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Structural breaks and unit roots in black market real exchange rates
Cerrato, Mario; Sarantis, Nicholas - In: Recent developments on exchange rates, (pp. 59-68). 2004
Persistent link: https://www.econbiz.de/10001935169
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A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP
Cerrato, Mario; Sarantis, Nicholas - In: Computational Statistics & Data Analysis 51 (2007) 8, pp. 4028-4037
Persistent link: https://www.econbiz.de/10005154252
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A nonlinear panel unit root test under cross section dependence
Cerrato, Mario; Peretti, Christian de; Larsson, Rolf; … - Department of Economics, Adam Smith Business School - 2011
We propose a nonlinear heterogeneous panel unit root test for testing the null hypothesis of unit-roots processes against the alternative that allows a proportion of units to be generated by globally stationary ESTAR processes and a remaining non-zero proportion to be generated by unit root...
Persistent link: https://www.econbiz.de/10009398865