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Economic policy uncertainty and exchange rates in emerging markets : short and long runs evidence
Abid, Abir - In: Finance research letters 37 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012484996
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Time-varying and asymmetric impact of exchange rate on oil prices in India : evidence from a multiple threshold nonlinear ARDL model
Jalal, Rubia; Gopinathan, R. - In: Finance research letters 50 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014245337
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Augmented cointegrating linear models with possibly strongly correlated stationary and nonstationary regressors
Peng, Zhen; Dong, Chaohua - In: Finance research letters 47 (2022) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10013553859
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Explosive bubbles in the cointegrated VAR model
Engsted, Tom - In: Finance research letters 3 (2006) 2, pp. 154-162
Persistent link: https://www.econbiz.de/10003333936
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The Fed model: A note
Estrada, Javier - In: Finance research letters 3 (2006) 1, pp. 14-22
Persistent link: https://www.econbiz.de/10003300871
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On the robustness of cointegration tests when assessing market efficiency
Kellard, Neil - In: Finance research letters 3 (2006) 1, pp. 57-64
Persistent link: https://www.econbiz.de/10003300878
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Cointegration analysis of the Fed model
Koivu, Matti; Pennanen, Teemu; Ziemba, William T. - In: Finance research letters 2 (2005) 4, pp. 248-259
Persistent link: https://www.econbiz.de/10003219495
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A single-stage approach for cointegration-based pairs trading
Law, K. F.; Li, Wai Keung; Yu, Philip L. H. - In: Finance research letters 26 (2018), pp. 177-184
Persistent link: https://www.econbiz.de/10012005658
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Do better-capitalized banks lend less? : evidence from European banks
Altunbaş, Yener; Di Tommaso, Caterina; Thornton, John - In: Finance research letters 17 (2016), pp. 246-250
Persistent link: https://www.econbiz.de/10011596541
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Long memory and the relation between options and stock prices
Huang, Teng-Ching; Tu, Yu-Chen; Chou, Heng-chih - In: Finance research letters 12 (2015), pp. 77-91
Persistent link: https://www.econbiz.de/10011552258