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Mean reversion in stock index futures markets: a nonlinear analysis
Monoyios, Michael, (2002)
On mean reversion in real interest rates : an application of threshold cointegration
Jumah, Adusei, (2002)
Modelling the yield curve : a two components approach
Hatgioannides, John, (2004)
'The island man's behavior' : some microfoundations of how households form macroeconomic expectations
Easaw, Joshy Z., (2011)
Households' forming subjective expectations using perceived news : do shocks to "good" news matter more than "bad" news?
Easaw, Joshy Z., (2014)
Agent-based learning in "Islands" with "Sticky information" : an explanation for the persistence of real effects
Easaw, Joshy Z., (2006)