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Issue Date | Title | Author(s) |
---|---|---|
2012 | Robust Bartlett adjustment for hypotheses testing on cointegrating vectors: A bootstrap approach | Canepa, A |
2016 | Essays in international finance and banking | Nahhas, Abdulkader |
2006 | Financial liberalisation in India and a new test of the complementarity hypothesis | Pentecost, E J; Moore, T |
2010 | Time-varying spot and futures oil price dynamics | Caporale, GM; Ciferri, D; Girardi, A |
2000 | Identifying long-run behaviour with non-stationary data | Hunter, J; Bauwens, L |
2013 | Cointegration and US Regional gasoline prices: Testing market efficiency from the stationarity of price proportions | Hunter, J; Tabaghdehi, SA |
2013 | The monetary model of the US Dollar–Japanese Yen exchange rate: An empirical investigation | Hunter, J; Menla Ali, F |
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 |
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