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A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency : Baillie and Bollerslev revisited
Moore, Michael J. - In: Economics letters 47 (1995) 2, pp. 131-135
Persistent link: https://www.econbiz.de/10001178969
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Estimating daily seasonals in financial time series : the use of high-pass spectral filters
Copeland, Laurence S. - In: Economics letters 43 (1993) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10001151890
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Real interest rates, expected inflation and the inflation uncertainty premium : evidence from UK index-linked bond prices
Levin, Eric J. - In: Economics letters 38 (1992) 3, pp. 331-334
Persistent link: https://www.econbiz.de/10001123545
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Are different vintages of data on the components of GDP co-integrated? : some evidence for the United Kingdom
Patterson, Kerry D. - In: Economics letters 35 (1991) 4, pp. 409-413
Persistent link: https://www.econbiz.de/10001105628