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~person:"Krishnakumar, Jayalakshmi"
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Krishnakumar, Jayalakshmi
Neto, David
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Krishnakumar, Jaya
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NETO, David
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Cahiers du Département d'Econométrie
5
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
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Oxford bulletin of economics and statistics
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Estimation and testing for the cointegration rank in a threshold cointegrated system
Krishnakumar, Jayalakshmi
;
Neto, David
-
2009
Persistent link: https://www.econbiz.de/10003926954
Saved in:
2
Testing the "inacti on corridor" in a three-regime TVECM
Krishnakumar, Jayalakshmi
;
Neto, David
-
2009
Persistent link: https://www.econbiz.de/10003926955
Saved in:
3
Testing uncovered interest rate parity and term structure using three-regime threshold unit root VECM
Krishnakumar, Jayalakshmi
;
Neto, David
-
2009
Persistent link: https://www.econbiz.de/10003926957
Saved in:
4
Partial cointegration
Krishnakumar, Jayalakshmi
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003598669
Saved in:
5
Testing unit root in threshold cointegration
Krishnakumar, Jayalakshmi
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003288732
Saved in:
6
Testing uncovered interest rate parity and term structure using a three-regime threshold unit root VECM : an application to the Swiss "Isle" of interest rates
Krishnakumar, Jayalakshmi
;
Neto, David
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
2
,
pp. 180-202
Persistent link: https://www.econbiz.de/10009526760
Saved in:
7
Testing the "Inaction corridor" in a three-regime threshold error correction model with an application to a buffer-stock model for US money demand
Krishnakumar, Jayalakshmi
;
Neto, David
- In:
Economic notes : economic review of Banca Monte dei …
40
(
2011
)
1/2
,
pp. 29-43
Persistent link: https://www.econbiz.de/10009299641
Saved in:
8
Testing uncovered interest rate parity and term structure using multivariate threshold cointegration
Krishnakumar, Jayalakshmi
;
Neto, David
- In:
Computational methods in financial engineering : essays …
,
(pp. 191-210)
.
2008
Persistent link: https://www.econbiz.de/10003669639
Saved in:
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