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 5 of 5
| Issue Date | Title | Author(s) |
|---|---|---|
| 14-Nov-2008 | Common trends, cointegration and competitive price behaviour | Hunter, J; Burke, SP |
| 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 |