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Detecting bubbles in the US stock market : a new evidence from the bootstrap cointegration test in ESTAR error correction model
Cagli, Efe Çaglar, (2017)
A multivariate autoregressive distributed lag unit root test
Sam, Chung Yan, (2025)
What's really the story with this Balassa-Samuelson effect in the CEECs?
Wagner, Martin, (2004)
Exchange rate variability and China's exports
Chou, Win-lin, (2000)
An examination of skewness and elongation in exchange-rate-changes distributions using Tukey's g and h estimates : the case of Hongkong
Chou, Win-lin, (1993)
Assessment of the economic impacts of China's WTO entry on Hong Kong
Chou, Win-lin, (2002)