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isPartOf:"International review of economics & finance : IREF"
~source:"econis"
~subject:"Cointegration"
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International review of economics & finance : IREF
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1
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
2
Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 339-354
Persistent link: https://www.econbiz.de/10011747311
Saved in:
3
A cointegration approach to the lead-lag effect among size-sorted equity portfolios
Kanas, Angelos
;
Kouretas, Georgios P.
- In:
International review of economics & finance : IREF
14
(
2005
)
2
,
pp. 181-201
Persistent link: https://www.econbiz.de/10003357385
Saved in:
4
Re-examining forward market efficiency : evidence from fractional and Harris-Inder cointegration tests
Choudhry, Taufiq
- In:
International review of economics & finance : IREF
8
(
1999
)
4
,
pp. 433-453
Persistent link: https://www.econbiz.de/10001443992
Saved in:
5
Global money market interrelationships
Hsieh, Nigel C. T.
;
Lin, Antsong
;
Swanson, Peggy Eubanks
- In:
International review of economics & finance : IREF
8
(
1999
)
1
,
pp. 71-85
Persistent link: https://www.econbiz.de/10001427829
Saved in:
6
Fractional cointegration, long memory, and exchange rate dynamics
Pan, Ming-Shiun
;
Liu, Y. Angela
- In:
International review of economics & finance : IREF
8
(
1999
)
3
,
pp. 305-316
Persistent link: https://www.econbiz.de/10001427873
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