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~subject:"Kointegration"
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Search: person:"SARANTIS, NICHOLAS"
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Kointegration
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Großbritannien
11
Estimation
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Kaufkraftparität
8
Purchasing power parity
8
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8
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English
4
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Sarantis, Nicholas
4
Cerrato, Mario
2
Dunis, Christian
1
Kellard, Neil
1
Stewart, Chris
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
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ECONIS (ZBW)
4
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1
Foreign exchange, fractional cointegration and the implied–realized volatility relation
Kellard, Neil
;
Dunis, Christian
;
Sarantis, Nicholas
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 882-891
Persistent link: https://www.econbiz.de/10003966120
Saved in:
2
Symmetry, proportionality and the purchasing power parity : evidence from panel cointegration tests
Cerrato, Mario
;
Sarantis, Nicholas
- In:
International review of economics & finance : IREF
17
(
2008
)
1
,
pp. 56-65
Persistent link: https://www.econbiz.de/10003749785
Saved in:
3
Does purchasing power parity hold in emerging markets? : evidence from a panel of black market exchange rates
Cerrato, Mario
;
Sarantis, Nicholas
- In:
International journal of finance & economics : IJFE
12
(
2007
)
4
,
pp. 427-444
Persistent link: https://www.econbiz.de/10003564083
Saved in:
4
Unobserved components in an error-correction model of consumption for Southern European countries
Sarantis, Nicholas
;
Stewart, Chris
- In:
Empirical economics : a journal of the Institute for …
26
(
2001
)
2
,
pp. 391-405
Persistent link: https://www.econbiz.de/10001579906
Saved in:
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