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Interest rate pass through and asymmetric adjustment : evidence from the federal funds rate operating target period

Payne, James E.; Waters, George - In: Applied economics 40 (2008) 10/12, pp. 1355-1362

Persistent link: https://www.econbiz.de/10003742657

REIT markets and rational speculative bubbles : an empirical investigation

Waters, George; Payne, James E. - In: Applied financial economics 17 (2007) 7/9, pp. 747-753

Persistent link: https://www.econbiz.de/10003491228

Have equity REITs experienced periodically collapsing bubbles?

Payne, James E.; Waters, George - In: The journal of real estate finance and economics 34 (2007) 2, pp. 207-224

Persistent link: https://www.econbiz.de/10003491270

Political and institutional factors in the convergence of international equity markets : evidence from the club convergence and clustering procedure

Apergēs, Nikolaos; Christou, Christina; Payne, James E. - In: Atlantic economic journal : AEJ 39 (2011) 1, pp. 7-18

Persistent link: https://www.econbiz.de/10009259893

Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach

Apergēs, Nikolaos; Christou, Christina; Payne, James E. - In: Applied financial economics 24 (2014) 10/12, pp. 691-703

Persistent link: https://www.econbiz.de/10010402658

REIT markets : periodically collapsing negative bubbles?

Payne, James E.; Waters, George - In: Applied financial economics letters 1 (2005) 2, pp. 65-69

Persistent link: https://www.econbiz.de/10002807005

Interest rate pass through and asymmetric adjustment: evidence from the federal funds rate operating target period

Payne, James; Waters, George - In: Applied economics 40 (2008) 11, pp. 1355-1363

Persistent link: https://www.econbiz.de/10008931910

Political and Institutional Factors in the Convergence of International Equity Markets: Evidence from the Club Convergence and Clustering Procedure

Apergis, Nicholas; Christou, Christina; Payne, James - In: Atlantic economic journal : AEJ 39 (2011) 1, pp. 7-19

Persistent link: https://www.econbiz.de/10008846210

Have Equity REITs Experienced Periodically Collapsing Bubbles?

Payne, James; Waters, George - In: The Journal of Real Estate Finance and Economics 34 (2007) 2, pp. 207-224

This paper uses the momentum threshold autoregressive (MTAR) model and the residuals-augmented Dickey–Fuller (RADF) test to examine the possibility of Evans’ (1991) periodically collapsing bubbles in the equity REIT market. The results are mixed. The MTAR model indicates that overall real...

Persistent link: https://www.econbiz.de/10005716776

Political and Institutional Factors in the Convergence of International Equity Markets: Evidence from the Club Convergence and Clustering Procedure

Apergis, Nicholas; Christou, Christina; Payne, James - In: Atlantic Economic Journal 39 (2011) 1, pp. 7-18

Persistent link: https://www.econbiz.de/10008926145