Similar Search Results - EconBiz

Testing for convergence in stock markets: a non-linear factor approach

Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, … - 2009

This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the...

Persistent link: https://www.econbiz.de/10010274513

Testing for convergence in stock markets : a non-linear factor approach

Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, … - 2009

This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the...

Persistent link: https://www.econbiz.de/10010274514

Modélisation du prix des actifs financiers

Jondeau, Eric; Nicolaï, Jean-Paul - 1993

Persistent link: https://www.econbiz.de/10000871284

Les déterminants économiques de l'évolution du dollar

Jondeau, Eric - 1994

Persistent link: https://www.econbiz.de/10000884302

The expectation theory : tests on French, German, and American Euro-rates

Jondeau, Eric; Ricart, Roland - 1996

Persistent link: https://www.econbiz.de/10000937563

Aggregate money demand functions in five industrial countries : are they cointegrated?

Caporale, Guglielmo Maria (contributor) - 1997

Persistent link: https://www.econbiz.de/10000964959

Long-run causality, with an application to international links between long-term interest rates

Bruneau, Catherine; Jondeau, Eric - 1998

Persistent link: https://www.econbiz.de/10000989563

Evaluating the gains to cooperation in the G-3

Caporale, Guglielmo Maria (contributor) - 1997

Persistent link: https://www.econbiz.de/10000971968

Fiscal consolidation : an exercise in the methodology of coordination

Caporale, Guglielmo Maria (contributor) - 1997

Persistent link: https://www.econbiz.de/10000974315

Coordination and price shocks : an empirical analysis

Caporale, Guglielmo Maria (contributor) - 1997

Persistent link: https://www.econbiz.de/10000974807

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