Showing results 2 to 19 of 19
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Issue Date | Title | Author(s) |
2012 | Bootstrap innovational outlier unit root tests in dependent panels | Costantini, M; Gutierrez, L |
2013 | Cointegration and US Regional gasoline prices: Testing market efficiency from the stationarity of price proportions | Hunter, J; Tabaghdehi, SA |
2016 | Essays in international finance and banking | Nahhas, Abdulkader |
2016 | Essays on modelling the volatility dynamics and linkages of emerging and frontier stock markets | Al Mughairi, Habiba |
2013 | Extracting long-run information from energy prices: The role of exogeneity | Hunter, J; Tabaghdehi, SA |
5-May-2014 | Extracting long-run information from energy prices: The role of exogeneity | Hunter, J; Tabaghdehi, SA |
2006 | Financial liberalisation in India and a new test of the complementarity hypothesis | Pentecost, E J; Moore, T |
2000 | Identifying long-run behaviour with non-stationary data | Hunter, J; Bauwens, L |
2011 | Long-run equilibrium price targetting | Burke, SP; Hunter, J |
2013 | The monetary model of the US Dollar–Japanese Yen exchange rate: An empirical investigation | Hunter, J; Menla Ali, F |
2014 | Money demand instability and real exchange rate persistence in the monetary model of USD-JPY exchange rate | Hunter, J; Menla Ali, F |
2015 | A note on Bartlett correction factor for tests on cointegrating relations | Canepa, A |
2012 | Robust Bartlett adjustment for hypotheses testing on cointegrating vectors: A bootstrap approach | Canepa, A |
2013 | Structural analysis of energy market failure: Empirical evidence from US | Hosseini Tabaghdehi, Seyedeh Asieh |
2011 | Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels | Costantini, M |
1995 | Tests of exogeneity for long-run PPP and uncovered interest parity in an identified model of the United Kingdom effective exchange rate | Hunter, J; Simpson, M |
2014 | Time-varying spot and futures oil price dynamics | Caporale, GM; Ciferri, D; Girardi, A |
2010 | Time-varying spot and futures oil price dynamics | Caporale, GM; Ciferri, D; Girardi, A |