Narrow search
Showing 1 - 10 of 255
Cover Image
Cointegration, dynamic structure, and the validity of purchasing power parity in African countries
Arize, Augustine Chuck; Malindretos, John; Nam, Kiseok - In: International review of economics & finance : IREF 19 (2010) 4, pp. 755-768
Persistent link: https://www.econbiz.de/10009006974
Cover Image
Inflation and structural change in 50 developing countries
Arize, Augustine Chuck; Malindretos, John; Nam, Kiseok - In: Atlantic economic journal : AEJ 33 (2005) 4, pp. 461-471
Persistent link: https://www.econbiz.de/10003247545
Cover Image
Mean reversion of short-horizon stock returns : asymmetry property
Nam, Kiseok; Kim, Sei-Wan; Arize, Augustine Chuck - In: Review of quantitative finance and accounting 26 (2006) 2, pp. 137-163
Persistent link: https://www.econbiz.de/10003277970
Cover Image
The demand for money in Asia : some further evidence
Arize, Augustine Chuck; Nam, Kiseok - In: International journal of economics and finance 4 (2012) 8, pp. 59-71
Persistent link: https://www.econbiz.de/10009620487
Cover Image
Inflation and Structural Change in 50 Developing Countries
Arize, Augustine C.; Malindretos, John; Nam, Kiseok - In: Atlantic economic journal : AEJ 33 (2005) 4, pp. 461-472
Persistent link: https://www.econbiz.de/10006544845
Cover Image
Cointegration, dynamic structure, and the validity of purchasing power parity in African countries
Arize, Augustine C.; Malindretos, John; Nam, Kiseok - In: International review of economics & finance : IREF 19 (2010) 4, pp. 755-769
Persistent link: https://www.econbiz.de/10008640257
Cover Image
Cointegration, dynamic structure, and the validity of purchasing power parity in African countries
Arize, Augustine C.; Malindretos, John; Nam, Kiseok - In: International Review of Economics & Finance 19 (2010) 4, pp. 755-768
The purpose of this paper is to test the validity of the purchasing power parity (PPP) in Africa in the context of a multivariate error-correction model. This approach allows for the consideration of long-run elasticities as well as the dynamics of the short-run adjustment of exchange rates to...
Persistent link: https://www.econbiz.de/10008866236
Cover Image
Asymmetric mean-reversion and contrarian profits : ANST-GARCH approach
Nam, Kiseok; Pyun, Chong-soo; Arize, Augustine Chuck - In: Journal of empirical finance 9 (2002) 5, pp. 563-588
Persistent link: https://www.econbiz.de/10001712022
Cover Image
Dynamic linkages and granger causality between trade and budget deficits : evidence from Africa
Arize, Augustine Chuck; Malindretos, John - In: African journal of accounting, economics, finance and … 2 (2008), pp. 1-19
Persistent link: https://www.econbiz.de/10003853528
Cover Image
Statistical specifications and diverse tests of efficiency in European foreign exchange markets
Arize, Augustine Chuck; Kallianiotis, Ioannis N.; Liu, … - In: International journal of economics and finance 7 (2015) 10, pp. 235-246
Persistent link: https://www.econbiz.de/10011376141