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Testing for structural breaks...
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ECONIS (ZBW)
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1
Sources of variation in international real interest rates
Gregory, Allan W.
- In:
The Canadian journal of economics
28
(
1995
),
pp. 120-140
Persistent link: https://www.econbiz.de/10001333990
Saved in:
2
Sources of variation in international real interest rates
Gregory, Allan W.
;
Watt, David G.
-
1995
Persistent link: https://www.econbiz.de/10013400567
Saved in:
3
Testing for structural breaks in cointegrated relationships
Gregory, Allan W.
;
Nason, James Michael
-
1991
Persistent link: https://www.econbiz.de/10000829964
Saved in:
4
Testing for structural breaks in cointegrated relationships
Gregory, Allan W.
;
Nason, James Michael
-
1991
Persistent link: https://www.econbiz.de/10000129433
Saved in:
5
Testing for structural breaks in cointegrated relationships
Gregory, Allan W.
;
Nason, James Michael
-
1991
Persistent link: https://www.econbiz.de/10000135938
Saved in:
6
Canadian short term interest rates and the BAX futures market : analysis of the impact of volatility on hedging activity and the correlation of returns between markets
Watt, David G.
-
1997
Persistent link: https://www.econbiz.de/10013436660
Saved in:
7
The information content of Canadian dollar futures options
Levin, Alexander
;
MacManus, Des
;
Watt, David G.
- In:
Information in financial asset prices : proceedings of …
,
(pp. 229-275)
.
1999
Persistent link: https://www.econbiz.de/10001516720
Saved in:
8
Estimating one-factor models of short-term interest rates
MacManus, Des
;
Watt, David G.
-
1999
Persistent link: https://www.econbiz.de/10001427562
Saved in:
9
Testing interest rate parity and rational expectations for Canada and the United States
Gregory, Allan W.
- In:
The Canadian journal of economics
20
(
1987
)
2
,
pp. 289-305
Persistent link: https://www.econbiz.de/10001043681
Saved in:
10
A nonparametric test for autoregressive conditional heteroscedasticity : a Markov-chain approach
Gregory, Allan W.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 107-115
Persistent link: https://www.econbiz.de/10001090231
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