Narrow search
Showing 1 - 10 of 164
Cover Image
Testing for stock market bubbles using nonlinear models and fractional integration
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Applied financial economics 17 (2007) 16/18, pp. 1313-1321
Persistent link: https://www.econbiz.de/10003605836
Cover Image
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Wu, Tsungpao - In: Applied financial economics 24 (2014) 22/24, pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Cover Image
Testing for smooth structural changes in time series models via nonparametric regression
Chen, Bin; Hong, Yongmiao - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 3, pp. 1157-1183
Persistent link: https://www.econbiz.de/10009629017
Cover Image
Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: Applied financial economics 24 (2014) 16/18, pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
Cover Image
Short- and long-term links among European and US stock markets
Gerrits, Robert-Jan; Yüce, Ayse - In: Applied financial economics 9 (1999) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001363833
Cover Image
Empirical evidence on the time-series behaviour of stock and bond prices in the inter-war period
Peel, David - In: Applied financial economics 3 (1993) 1, pp. 15-20
Persistent link: https://www.econbiz.de/10001145272
Cover Image
Forecasting UK stock prices
Jung, Chulho - In: Applied financial economics 6 (1996) 3, pp. 279-286
Persistent link: https://www.econbiz.de/10001202670
Cover Image
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom - In: Applied financial economics 7 (1997) 6, pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
Cover Image
Monitoring structural change
Chu, Chia-shang James - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 5, pp. 1045-1065
Persistent link: https://www.econbiz.de/10001206926
Cover Image
The euro introduction and noneuro currencies
Dijk, Dick van; Munandar, Haris; Hafner, Christian M. - In: Applied financial economics 21 (2011) 1/3, pp. 95-116
Persistent link: https://www.econbiz.de/10009124660