Browsing by Subject Cointegration

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Showing results 1 to 19 of 19
Issue DateTitleAuthor(s)
2012Arbitrage, market definition and monitoring a time series approachBurke, S; Hunter, J
2012Bootstrap innovational outlier unit root tests in dependent panelsCostantini, M; Gutierrez, L
2013Cointegration and US Regional gasoline prices: Testing market efficiency from the stationarity of price proportionsHunter, J; Tabaghdehi, SA
2016Essays in international finance and bankingNahhas, Abdulkader
2016Essays on modelling the volatility dynamics and linkages of emerging and frontier stock marketsAl Mughairi, Habiba
2013Extracting long-run information from energy prices: The role of exogeneityHunter, J; Tabaghdehi, SA
5-May-2014Extracting long-run information from energy prices: The role of exogeneityHunter, J; Tabaghdehi, SA
2006Financial liberalisation in India and a new test of the complementarity hypothesisPentecost, E J; Moore, T
2000Identifying long-run behaviour with non-stationary dataHunter, J; Bauwens, L
2011Long-run equilibrium price targettingBurke, SP; Hunter, J
2013The monetary model of the US Dollar–Japanese Yen exchange rate: An empirical investigationHunter, J; Menla Ali, F
2014Money demand instability and real exchange rate persistence in the monetary model of USD-JPY exchange rateHunter, J; Menla Ali, F
2015A note on Bartlett correction factor for tests on cointegrating relationsCanepa, A
2012Robust Bartlett adjustment for hypotheses testing on cointegrating vectors: A bootstrap approachCanepa, A
2013Structural analysis of energy market failure: Empirical evidence from USHosseini Tabaghdehi, Seyedeh Asieh
2011Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panelsCostantini, M
1995Tests of exogeneity for long-run PPP and uncovered interest parity in an identified model of the United Kingdom effective exchange rateHunter, J; Simpson, M
2014Time-varying spot and futures oil price dynamicsCaporale, GM; Ciferri, D; Girardi, A
2010Time-varying spot and futures oil price dynamicsCaporale, GM; Ciferri, D; Girardi, A