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The Demand for Food in the United States and The Netherlands: A Systems Approach with the CBS Model

Driel, H.van; Nadall, V.; Zeelenberg, K.; Wickens, M.R.; … - In: Journal of applied econometrics 12 (1997) 5, pp. 509-532

Persistent link: https://www.econbiz.de/10006996453

Estimating Shocks and Impulse Response Functions

Wickens, M.R.; Motto, R. - In: Journal of applied econometrics 16 (2001) 3, pp. 371-388

Persistent link: https://www.econbiz.de/10006978554

EXCHANGE RATE DETERMINATION WITH BANK FINANCED INVESTMENT.

UCTUM, M.; WICKENS, M.R. - Département d'Économique, Université Laval - 1989

Persistent link: https://www.econbiz.de/10005796004

An international CAPM for bonds and equities

Thomas, S.H.; Wickens, M.R. - In: Journal of international money and finance 12 (1993) 4, pp. 390-412

Persistent link: https://www.econbiz.de/10006953161

THE ASYMMETRIC EFFECT OF THE BUSINESS CYCLE ON THE RELATION BETWEEN STOCK MARKET RETURNS AND THEIR VOLATILITY

Smith, P.N.; Sorensen, S.; Wickens, M.R. - College of Business and Economics, Australian National … - 2006

We examine the relation between US stock market returns and the US business cycle for the period 1960-2003 using a new methodology that allows us to estimate a time-varying equity premium. We identify two channels in the transmission mechanism. One is through the mean of stock returns via the...

Persistent link: https://www.econbiz.de/10005734267