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Deutschland
Estimation
52
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52
EU countries
28
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28
Cointegration
27
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25
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23
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mean reversion
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panel stationarity test
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English
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Holmes, Mark J.
8
Maghrebi, Nabil
1
Mills, Terence C.
1
Nishina, Kazuhiko
1
Pentecost, Eric J.
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Wang, Ping
1
Wu, Yangru
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Economic research paper / Loughborough University, Department of Economics
1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
Empirica : journal of european economics
1
International journal of finance & economics : IJFE
1
Journal of emerging market finance
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Review of Pacific Basin financial markets and policies
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The Manchester School
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
8
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1
Nonlinear adjustments of volatility expectations to forecast errors : evidence from Markov-Regime switches in implied volatility
Nishina, Kazuhiko
;
Maghrebi, Nabil
;
Holmes, Mark J.
- In:
Review of Pacific Basin financial markets and policies
15
(
2012
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009671277
Saved in:
2
Real convergence and the EU accession countries : a new perspective on real interest parity
Holmes, Mark J.
;
Wang, Ping
- In:
Journal of emerging market finance
7
(
2008
)
3
,
pp. 215-236
Persistent link: https://www.econbiz.de/10003815256
Saved in:
3
Monetary shocks, inflation and the asymmetric adjustment of EU output
Holmes, Mark J.
- In:
Empirica : journal of european economics
27
(
2000
)
3
,
pp. 253-263
Persistent link: https://www.econbiz.de/10001555479
Saved in:
4
Comon trends and cycles in European industrial production : exchange rate regimes and economic convergence
Mills, Terence C.
;
Holmes, Mark J.
- In:
The Manchester School
67
(
1999
)
4
,
pp. 557-587
Persistent link: https://www.econbiz.de/10001422512
Saved in:
5
Capital controls and covered interest parity in the EU : evidence from a panel-data unit root test
Holmes, Mark J.
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
133
(
1997
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10001218687
Saved in:
6
Bank credit in the EU : long-run independence or integration with Germany?
Holmes, Mark J.
- In:
Economic issues
2
(
1997
)
1
,
pp. 43-54
Persistent link: https://www.econbiz.de/10001219081
Saved in:
7
Monetary shocks, inflation and the asymmetric adjustment of EU output
Holmes, Mark J.
-
1997
Persistent link: https://www.econbiz.de/10000974769
Saved in:
8
The term structure of interest rates and financial integration in the ERM
Holmes, Mark J.
- In:
International journal of finance & economics : IJFE
2
(
1997
)
3
,
pp. 237-247
Persistent link: https://www.econbiz.de/10001227631
Saved in:
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