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A revisit on real interest rate parity hypothesis simulation evidence from efficient unit root tests
Lee, Cheng-Feng; Tsong, Ching-Chuan - In: Applied economics 44 (2012) 24, pp. 3089-3100
Persistent link: https://www.econbiz.de/10009817758
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Covariate selection for testing purchasing power parity
Lee, Cheng-Feng; Tsong, Ching-Chuan - In: Applied economics 43 (2011) 15, pp. 1923-1934
Persistent link: https://www.econbiz.de/10009134016
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Covariate selection for testing purchasing power parity
Lee, Cheng-feng; Tsong, Ching-chuan - In: Applied economics 43 (2011) 13/15, pp. 1923-1933
Persistent link: https://www.econbiz.de/10009240250
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A revisit on real interest rate parity hypothesis : simulation evidence from efficient unit root tests
Lee, Cheng-feng; Tsong, Ching-chuan - In: Applied economics 44 (2012) 22/24, pp. 3089-3099
Persistent link: https://www.econbiz.de/10009616362
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Modelling house price volatility states in the UK by switching ARCH models
Tsai, I-Chun; Chen, Ming-Chi; Ma, Tai - In: Applied economics 42 (2010) 9, pp. 1145-1154
Persistent link: https://www.econbiz.de/10008419307
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Modelling house price volatility states in the UK by switching ARCH models
Tsai, I-chun; Chen, Ming-chi; Ma, Tai - In: Applied economics 42 (2010) 7/9, pp. 1145-1153
Persistent link: https://www.econbiz.de/10003991990