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Violation of the IID-Normal Assumption: Effects on tests of asset-pricing models using Australian data
Groenewold, N.
;
Fraser, P.
-
Department of Economics, Business School
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1999
Persistent link: https://www.econbiz.de/10011202229
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Fundamental Share Prices and Aggregate Real Output
Groenewold, N.
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Department of Economics, Business School
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2000
Persistent link: https://www.econbiz.de/10011202240
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3
Time to Ditch the Natural rate?
Hagger, A.J.
;
Groenewold, N.
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Department of Economics, Business School
-
2000
Persistent link: https://www.econbiz.de/10011202291
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4
Forecasting Beta: How well does the 'five year rule of thumb' do?
Groenewold, N.
;
Fraser, P.
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Department of Economics, Business School
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1999
Persistent link: https://www.econbiz.de/10011202301
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5
Tests of Asset-pricing Models: How important is the IID-normal assumptions?
Groenewold, N.
;
Fraser, P.
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Department of Economics, Business School
-
1998
Persistent link: https://www.econbiz.de/10011202305
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6
The Australian Natural Rate of Unemployment: Some estimates from a structural VAR
Groenewold, N.
;
Hagger, A.J.
-
Department of Economics, Business School
-
1998
Persistent link: https://www.econbiz.de/10011202309
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7
The Sensitivity of Tests of Asset Pricing Models to the IID-normal Assumptions: Contemporaneous evidence from the US and UK stock markets
Groenewold, N.
-
Department of Economics, Business School
-
2000
Persistent link: https://www.econbiz.de/10011202310
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8
Time-varying betas & macroeconomic influences
Groenewold, N.
;
Fraser, P.
-
Department of Economics, Business School
-
1997
Persistent link: https://www.econbiz.de/10011203233
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9
The Determinants of Foreign Direct Investment in Australia
Yang, J.
;
Groenewold, N.
;
Tcha, M.
-
Department of Economics, Business School
-
1997
Persistent link: https://www.econbiz.de/10011203332
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10
The US natural rate: A "Lilien" time-series, January 1948 to August 1996
Groenewold, N.
;
Hagger, A.J.
-
Department of Economics, Business School
-
1997
Persistent link: https://www.econbiz.de/10011203488
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