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Multivariate granger causality in international asset pricing : evidence from the Finnish and Japanese financial economies
Östermark, Ralf - In: Applied financial economics 8 (1998) 1, pp. 67-72
Persistent link: https://www.econbiz.de/10001240662
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Monte Carlo tests of cointegration in a bivariate normal common factor system
Östermark, Ralf - In: Applied financial economics 10 (2000) 1, pp. 81-93
Persistent link: https://www.econbiz.de/10001525817
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Comparison of univariate and multivariate Granger causality in international asset pricing : evidence from Finnish and Japanese financial economies
Östermark, Ralf; Aaltonen, Jaana - In: Applied financial economics 9 (1999) 2, pp. 155-165
Persistent link: https://www.econbiz.de/10001454303
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Monte Carlo tests of cointegration in a bivariate normal common factor system
Östermark, R. - In: Applied financial economics 10 (2000) 1, pp. 81-94
Persistent link: https://www.econbiz.de/10007681337
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Comparison of univariate and multivariate Granger causality in international asset pricing. Evidence from Finnish and Japanese economies
Östermark, R.; Aaltonen, J. - In: Applied financial economics 9 (1999) 2, pp. 155-166
Persistent link: https://www.econbiz.de/10007687493
Cover Image
Multivariate Granger causality in international asset pricing: Evidence from the Finnish and Japanese financial economies
Östermark, R. - In: Applied financial economics 8 (1998) 1, pp. 67-72
Persistent link: https://www.econbiz.de/10007696681
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Testing the relevance of accounting numbers in security valuation: A structural
Östermark, R.; Aaltonen, J. - In: Applied financial economics 5 (1995) 4, pp. 229-234
Persistent link: https://www.econbiz.de/10007626833