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Nonlinear beahviour in EMBI series from Eastern Europe : evidence of 'window size effect'
Espinosa Méndez, Christian; Gorigoitía, Juan; … - In: Applied economics letters 21 (2014) 1/3, pp. 107-112
Persistent link: https://www.econbiz.de/10010238949
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Do Asia-Pacific stock prices follow a random walk? : a regime-switching perspective
Shen, Xin; Holmes, Mark J. - In: Applied economics letters 21 (2014) 1/3, pp. 189-195
Persistent link: https://www.econbiz.de/10010239896
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Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven - In: Applied economics letters 23 (2016) 4/6, pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
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Nonlinear interest rate effects of global oil price changes : the comparison of net oil-consuming and net oil-producing countries
Sotoudeh, M. Ali; Worthington, Andrew Charles - In: Applied economics letters 22 (2015) 7/9, pp. 693-699
Persistent link: https://www.econbiz.de/10010530090
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Causality patterns for Brent, WTI, and Argus oil prices
Coronado, Semei; Fullerton, Thomas M.; Rojas, Omar - In: Applied economics letters 24 (2017) 13/15, pp. 982-986
Persistent link: https://www.econbiz.de/10011715488
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A regime-switching approach to estimating the nonlinear quantity-based monetary policy rule in China
Zhang, Xu; Liu, Xiaoxing; Hang, Jianqin; Yao, Dengbao - In: Applied economics letters 24 (2017) 1/3, pp. 132-135
Persistent link: https://www.econbiz.de/10011703973
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Panel asymmetric nonlinear unit root test and PPP in Africa
Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Lee, Kuei-Chiu - In: Applied economics letters 23 (2016) 7/9, pp. 554-558
Persistent link: https://www.econbiz.de/10011627897
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A new unit root test based on F-statistic in ESTAR framework
Wang, Shaoping; Yu, Jiyu - In: Applied economics letters 24 (2017) 19, pp. 1412-1416
Persistent link: https://www.econbiz.de/10011852649
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Does electronic trading influence stock prices? : the Indian experience
Madhavan, Vinodh; Mukhopadhyay, Ishita; Ray, Partha - In: Applied economics letters 27 (2020) 18, pp. 1459-1462
Persistent link: https://www.econbiz.de/10012315599
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Dynamic correlations in bond markets between US and emerging countries
Yeh, Chun-Chieh; Chiu, Chien-Liang; Chang, Tsangyao - In: Applied economics letters 28 (2021) 16, pp. 1371-1376
Persistent link: https://www.econbiz.de/10012609680