Browsing by Subject cointegration
Showing results 1 to 4 of 4
Issue Date | Title | Author(s) |
---|---|---|
12-Dec-2019 | Estimation of conditional asset pricing models with integrated variables in the beta specification | Antypas, A; Caporale, GM; Kourogenis, N; Pittis, N |
25-Sep-2020 | Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals | Karavias, Y; Spilioti, S; Tzavalis, E |
2019 | Long-run price behaviour in the gasoline market - The role of exogeneity | Tabaghdehi, SAH; Hunter, J |
6-Jan-2014 | On the linkages between stock prices and exchange rates: evidence from the banking crisis of 2007-2010 | Caporale, GM; Hunter, J; Menla Ali, F |