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Kernel bandwidth applications to the Euro and the US mutual fund movements
Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, … - In: Research in finance 23 (2006), pp. 81-97
Persistent link: https://www.econbiz.de/10003753444
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Zero-non-zero patterned vector error correction modelling for I(2) cointegrated time series with applications in testing PPP and stock market relationships
Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: Research in finance 22 (2005), pp. 305-326
Persistent link: https://www.econbiz.de/10003753387
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An analysis of Asian market integration pre- and post-crisis
Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: International journal of theoretical and applied finance 9 (2006) 4, pp. 483-501
Persistent link: https://www.econbiz.de/10003347380
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Conditional risk, return and contagion in the banking sector in Asia
Brailsford, Timothy J.; Lin, Shu Ling; Penm, Jack H. W. - In: Research in international business and finance 20 (2006) 3, pp. 322-339
Persistent link: https://www.econbiz.de/10003377105
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A new approach for estimating relationships between stock market returns : evidence of financial integration in the Southeast Asian region
Brailsford, Timothy J.; O’Neill, Terrence J.; Penm, … - In: Asia-Pacific financial markets : integration, …, (pp. 17-37). 2008
Persistent link: https://www.econbiz.de/10003603054
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Causal relationship testing with applications to exchange rates
Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. Deane - In: International journal of electronic finance : IJEF 2 (2008) 1, pp. 50-69
Persistent link: https://www.econbiz.de/10003674922
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Effectiveness of high interest rate policy on exchange rates : a reexamination of the Asian financial crisis
Brailsford, Timothy J.; Penm, Jack H. W.; Lai, Chin Diew - In: Inventi impact: microfinance & banking (2011) 3, pp. 137-145
Persistent link: https://www.econbiz.de/10009686168
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Testing PPP by means of ZNZ patterned VECM
Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: International journal of theoretical and applied finance 11 (2008) 4, pp. 345-362
Persistent link: https://www.econbiz.de/10003746667
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The equivalence of causality detection in VAR and VECM modeling with applications to exchange rates
Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: Multinational finance journal : MF ; quarterly … 10 (2006) 3/4, pp. 153-177
Persistent link: https://www.econbiz.de/10003657854
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A new approach to testing PPP : evidence from the Yen
Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: Research in finance 21 (2004), pp. 135-154
Persistent link: https://www.econbiz.de/10002976494