Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject Cointegration
Showing results 1 to 19 of 19
Issue Date | Title | Author(s) |
2012 | Arbitrage, market definition and monitoring a time series approach | Burke, S; Hunter, J |
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 |