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1
Credit risk-free sovereign bonds under Solvency II : a cointegration analysis with consistently estimated structural breaks
Ludwig, Alexander
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 811-823
Persistent link: https://www.econbiz.de/10010402551
Saved in:
2
Does banking sector development affect economic growth and inflation? : a panel cointegration and causality approach
Pradhan, Rudra Prakash
;
Arvin, B. Mak
;
Norman, Neville …
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 465-480
Persistent link: https://www.econbiz.de/10010401957
Saved in:
3
The relationship between oil prices and stock prices : a nonlinear asymmetric cointegration approach
Rafailidis, Panagiotis
;
Katrakilides, K.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 793-800
Persistent link: https://www.econbiz.de/10010402556
Saved in:
4
Nonlinear adjustment between the Eonia and Euribor rates : a two-regime threshold cointegration analysis
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 139-143
Persistent link: https://www.econbiz.de/10010391461
Saved in:
5
Market efficiency in the ASEAN region : evidence from multivariate and cointegration tests
Guidi, Francesco
;
Gupta, Rakesh
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 265-274
Persistent link: https://www.econbiz.de/10009718948
Saved in:
6
What caused the equity withdrawal mechanism? : an investigation using threshold cointegration and error correction
Paradiso, Antonio
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 139-148
Persistent link: https://www.econbiz.de/10009719018
Saved in:
7
Modelling long-run money demand : a panel data analysis on nine developed economies
Foresti, Pasquale
;
Napolitano, Oreste
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1707-1719
Persistent link: https://www.econbiz.de/10010336272
Saved in:
8
Determinants of interest rate swap spreads in the US : bounds testing approach to cointegration
Toyoshima, Yuki
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 331-338
Persistent link: https://www.econbiz.de/10009581360
Saved in:
9
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
10
Dynamic correlation between stock prices and exchange rates
Lee, Chia-hao
;
Doong, Shuh-chyi
;
Chou, Pei-i
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 789-800
Persistent link: https://www.econbiz.de/10009231590
Saved in:
11
Regime switching fractional cointegration and futures hedging
Lee, Hsiang-tai
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1145-1157
Persistent link: https://www.econbiz.de/10009317429
Saved in:
12
Global liquidity and commodity prices : a cointegrated VAR approach for OECD countries
Belke, Ansgar
;
Bordon, Ingo D.
;
Hendricks, Torben
- In:
Applied financial economics
20
(
2010
)
1/3
,
pp. 227-242
Persistent link: https://www.econbiz.de/10003936012
Saved in:
13
Modelling bank lending in the euro area : a nonlinear approach
Gambacorta, Leonardo
;
Rossi, Carlotta
- In:
Applied financial economics
20
(
2010
)
13/15
,
pp. 1099-1112
Persistent link: https://www.econbiz.de/10009010302
Saved in:
14
Stock returns and aggregate mutual fund flows : a system approach
Cha, Heung-joo
;
Kim, Jaebeom
- In:
Applied financial economics
20
(
2010
)
19/21
,
pp. 1493-1498
Persistent link: https://www.econbiz.de/10009011598
Saved in:
15
Financial structure and economic growth : evidence from time series analyses
Arestis, Philip
;
Luintel, Ambika D.
;
Luintel, Kul Bahadur
- In:
Applied financial economics
20
(
2010
)
19/21
,
pp. 1479-1492
Persistent link: https://www.econbiz.de/10009011600
Saved in:
16
The relationship between the real estate and stock markets of China : evidence from a nonlinear model
Liu, Yu-Shao
;
Su, Chi-Wei
- In:
Applied financial economics
20
(
2010
)
22/24
,
pp. 1741-1749
Persistent link: https://www.econbiz.de/10009012373
Saved in:
17
Can macroeconomic variables explain long-term stock market movements? : a comparison of the US and Japan
Humpe, Andreas
;
Macmillan, Peter
- In:
Applied financial economics
19
(
2009
)
1/3
,
pp. 111-119
Persistent link: https://www.econbiz.de/10003825829
Saved in:
18
Panel cointegration of Chinese A and B shares
Ahlgren, Niklas
;
Sjö, Bo
;
Zhang, Jianhua
- In:
Applied financial economics
19
(
2009
)
22/24
,
pp. 1859-1871
Persistent link: https://www.econbiz.de/10003921093
Saved in:
19
Estimating banks' equity duration : a panel cointegration approach
Hatemi-J, Abdulnasser
;
Roca, Eduardo
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1173-1180
Persistent link: https://www.econbiz.de/10003760234
Saved in:
20
The finance-specialization-growth nexus : evidence from OECD countries
Hahn, Franz R.
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 255-265
Persistent link: https://www.econbiz.de/10003739087
Saved in:
21
Long-run and short-run relationship between the main stock indexes : evidence from the Athens stock exchange
Patra, Theophano
;
Poshakwale, Sunil S.
- In:
Applied financial economics
18
(
2008
)
16/18
,
pp. 1401-1410
Persistent link: https://www.econbiz.de/10003779542
Saved in:
22
The causal modelling on equity market innovations : fit or forecast?
Kim, Jin Woong
;
Bessler, David A.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 635-646
Persistent link: https://www.econbiz.de/10003491207
Saved in:
23
On the relationship between nominal exchange rates and domestic and foreign prices
Payá, Ivan
;
Peel, David
- In:
Applied financial economics
17
(
2007
)
1/3
,
pp. 105-117
Persistent link: https://www.econbiz.de/10003427020
Saved in:
24
The monetary model of the exchange rate and equities : an ARDL bounds testing approach
Morley, Bruce
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 391-397
Persistent link: https://www.econbiz.de/10003446043
Saved in:
25
Information transmission between Eurocurrency and domestic interest rates : evidence from the UK
Yang, Jian
- In:
Applied financial economics
16
(
2006
)
9
,
pp. 675-685
Persistent link: https://www.econbiz.de/10003334979
Saved in:
26
Non-linear adjustment in the term structure of interest rates : a cointegration analysis in the non-linear STAR framework
Maki, Daiki
- In:
Applied financial economics
16
(
2006
)
17
,
pp. 1301-1307
Persistent link: https://www.econbiz.de/10003387426
Saved in:
27
Dynamic relationship between stock and property markets
Liow, Kim Hiang
- In:
Applied financial economics
16
(
2006
)
5
,
pp. 371-376
Persistent link: https://www.econbiz.de/10003289272
Saved in:
28
Panel data tests of PPP : a critical overview
Caporale, Guglielmo Maria
;
Cerrato, Mario
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 73-91
Persistent link: https://www.econbiz.de/10003291805
Saved in:
29
Purchasing power parity as a long-term memory process : evidence from Canada
Villeneuve, Jean-Francois
;
Handa, Jagdish
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 109-117
Persistent link: https://www.econbiz.de/10003291818
Saved in:
30
Purchasing power parity in economies in transition : evidence from Central and East European countries
Sideris, Dimitrios
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 135-143
Persistent link: https://www.econbiz.de/10003291843
Saved in:
31
Structural changes and deviations from the purchasing power parity within the euro area
Antonucci, Daniele
;
Girardi, Alessandro
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 185-198
Persistent link: https://www.econbiz.de/10003291854
Saved in:
32
Financial development and economic growth in the Middle East
Awad, Mouawiya al-
;
Harb, Nasri
- In:
Applied financial economics
15
(
2005
)
15
,
pp. 1041-1051
Persistent link: https://www.econbiz.de/10003213324
Saved in:
33
Cointegrating behaviour between spot and forward exchange rates
McMillan, David G.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
Saved in:
34
A different approach to estimating betas of securities subject to thin trading and serial correlation
Wang, Peijie
;
Jones, Trefor T.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1145-1152
Persistent link: https://www.econbiz.de/10003213513
Saved in:
35
Interest rate linkages : identifying structural relations
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
- In:
Applied financial economics
15
(
2005
)
14
,
pp. 977-986
Persistent link: https://www.econbiz.de/10003177472
Saved in:
36
Can the Balassa-Samuelson theory explain long-run real exchange rate movements in OECD countries?
Drine, Imed
;
Rault, Christophe
- In:
Applied financial economics
15
(
2005
)
8
,
pp. 519-530
Persistent link: https://www.econbiz.de/10002794932
Saved in:
37
Is the Fisher effect non-linear? : Some evidence for Spain, 1963 - 2002
Bajo Rubio, Oscar
;
Díaz Roldán, Carmen
;
Esteve …
- In:
Applied financial economics
15
(
2005
)
12
,
pp. 849-854
Persistent link: https://www.econbiz.de/10003070676
Saved in:
38
Stability of the S&P 500 futures market efficiency conditions
Crowder, William J.
;
Phengpis, Chanwit
- In:
Applied financial economics
15
(
2005
)
12
,
pp. 855-866
Persistent link: https://www.econbiz.de/10003070704
Saved in:
39
Macroeconomic fundamentals and exchange rates : a non-parametric cointegration analysis
Davradakis, Emmanuel
- In:
Applied financial economics
15
(
2005
)
7
,
pp. 439-446
Persistent link: https://www.econbiz.de/10002738621
Saved in:
40
A re-examination of Wagner's law for ten countries based on cointegration and error-correction modelling techniques
Chang, Tsangyao
;
Liu, Wenrong
;
Caudill, Steven B.
- In:
Applied financial economics
14
(
2004
)
8
,
pp. 577-589
Persistent link: https://www.econbiz.de/10002068138
Saved in:
41
A multivariate I(2) cointegration analysis of German hyperinflation
Georgoutsos, Demetris A.
;
Kouretas, Georgios P.
- In:
Applied financial economics
14
(
2004
)
1
,
pp. 29-41
Persistent link: https://www.econbiz.de/10001898815
Saved in:
42
An examination of financial integration for the group of seven (G7) industrialized countries using an I (2) cointegration model
Tahai, Alireza
;
Rutledge, Robert W.
;
Karim, Khondkar E.
- In:
Applied financial economics
14
(
2004
)
5
,
pp. 327-335
Persistent link: https://www.econbiz.de/10001939402
Saved in:
43
On the equilibrium value of the peseta
Paya, I.
;
Duarte, A.
;
Holden, Kenneth
- In:
Applied financial economics
13
(
2003
)
5
,
pp. 317-335
Persistent link: https://www.econbiz.de/10001760602
Saved in:
44
Parities and spread trading in gold and silver markets : a fractional cointegration analysis
Liu, Shi-Miin
;
Chou, Chih-hsien
- In:
Applied financial economics
13
(
2003
)
12
,
pp. 879-891
Persistent link: https://www.econbiz.de/10001817154
Saved in:
45
Financial development and economic growth in India : 1970-1971 to 1998-1999
Bhattacharya, Prabir C.
;
Sivasubramanian, M. N.
- In:
Applied financial economics
13
(
2003
)
12
,
pp. 905-909
Persistent link: https://www.econbiz.de/10001817267
Saved in:
46
Seasonal cointegration analysis for German M3 money demand
Herwartz, Helmut
;
Reimers, Hans-Eggert
- In:
Applied financial economics
13
(
2003
)
1
,
pp. 71-78
Persistent link: https://www.econbiz.de/10001754247
Saved in:
47
Determinants of commercial banks profitability in Malawi : a cointegration approach
Chirwa, Ephraim Wadonda
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 565-571
Persistent link: https://www.econbiz.de/10001770809
Saved in:
48
Mutual funds as an alternative to direct stock investment : a cointegration approach
Matallin, Juan Carlos
;
Nieto, Luisa
- In:
Applied financial economics
12
(
2002
)
10
,
pp. 743-750
Persistent link: https://www.econbiz.de/10001702514
Saved in:
49
Testing for cointegration between international stock prices
Ahlgren, Niklas
;
Antell, Jan
- In:
Applied financial economics
12
(
2002
)
12
,
pp. 851-861
Persistent link: https://www.econbiz.de/10001724679
Saved in:
50
Fractional cointegration : Monte Carlo estimates of critical values, with an application
Sephton, Peter S.
- In:
Applied financial economics
12
(
2002
)
5
,
pp. 331-335
Persistent link: https://www.econbiz.de/10001688803
Saved in:
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