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The lending-deposit rate relationship in Eastern European countries : evidence from the rank test for non-linear cointegration
Chang, Hsu-Ling; Su, Chi-Wei - In: Finance a úvěr 60 (2010) 6, pp. 534-544
Persistent link: https://www.econbiz.de/10009009934
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Forecasting in financial and sports gambling markets : adaptive drift modeling
Mallios, William Steve - 2011
games. In financial markets, cointegration is discussed in terms of candlestick chart variants with modeling illustrations …
Persistent link: https://www.econbiz.de/10008779760
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Recent developments in nonlinear cointegration with applications to macroeconomics and finance
Dufrénot, Gilles; Mignon, Valérie - 2002
Persistent link: https://www.econbiz.de/10001665206
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Does common stock hedge against inflation in G7 countries? : a co-integration analysis
Adnan, Noureen; Abbas, Qaisar - In: Journal for global business advancement : JGBA 4 (2011) 1, pp. 70-83
Persistent link: https://www.econbiz.de/10009236077
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The inflation hedging characteristics of US and UK investments : a multi-factor error correction approach
Hoesli, Martin (contributor); Lizieri, Colin (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003370368
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The inflation hedging characteristics of US and UK investments : a multi-factor error correction approach
Hoesli, Martin (contributor); Lizieri, Colin (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003459166
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The inflation hedging characteristics of US and UK investments : a multi-factor error correction approach
Hoesli, Martin; Lizieri, Colin; MacGregor, Bryan D. - In: The journal of real estate finance and economics 36 (2008) 2, pp. 183-206
Persistent link: https://www.econbiz.de/10003621477
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Estimating banks' equity duration : a panel cointegration approach
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 18 (2008) 13/15, pp. 1173-1180
Persistent link: https://www.econbiz.de/10003760234
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Portfolio Choice Over the Life-Cycle in the Presence of Cointegration between Labor Income and Inflation
Zhou, Yang - 2015
portfolio strategy. Because cointegration raises the long-run correlation between human capital and inflation, young investors … hedging power of human capital diminishes for older investors because of a weaker cointegration effect and less importance of …
Persistent link: https://www.econbiz.de/10013026903
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On the Persistence of Cointegration in Pairs Trading
Clegg, Matthew - 2014
An exploratory study is conducted to assess the persistence of cointegration among U.S. equities. In other words, if a … 2002-2012, comprising over 860,000 pairs in total. The evidence does not support the hypothesis that cointegration is a …
Persistent link: https://www.econbiz.de/10013048017