Cointegration, Forecasting and International Stock Prices - Emperical research suggests that the sole use of Johansen type cointegration tests sometimes yield conflicting and questionable results. This paper illustrates, using an example of cointegration among stock market indices, how the use of modern time series techniques (including decomposition methods and recursive and stability tests) can ...

The changing long-run linkage between yields on Treasury and Municipal bonds and the 1986 Tax Act

Crowder, William J., (1999)

Are Tax Effects Important in the Long-Run Fisher Relation?: Evidence from the Municipal Bond Market

Crowder, William J., (1997)

The Long-Run Linkage Between Yields on Treasury and Municipal Bonds and the 1986 Tax Act

Crowder, William J., (1997)