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Dettes des ménages et fragilité financière
Davis, E. Philip - In: Revue d'économie financière : revue trimestrielle de … (1991), pp. 165-194
Persistent link: https://www.econbiz.de/10010080513
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Crises financières, théorie et témoignages
Davis, E. Philip - In: Revue d'économie financière : revue trimestrielle de … (1991), pp. 3-32
Persistent link: https://www.econbiz.de/10010080534
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A Non-nested Test of Level-Differenced Versus Log-Differenced Stationary Models
Pesaran, B.; Pesaran, M.H. - In: Econometric reviews 14 (1995) 2, pp. 213-228
Persistent link: https://www.econbiz.de/10006939608
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Optimal funding rules
Pesaran, B.; Robinson, G.N. - In: Journal of economic dynamics & control 21 (1997) 2-3, pp. 329-346
Persistent link: https://www.econbiz.de/10006793265
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THE ROLE OF FINANCIAL SPREADS EMPIRICAL ANALYSIS OF SPREADS AND REAL ACTIVITY
DAVIS, E.P.; Henry, S.G.B.; Pesaran, B. - In: The Manchester School of Economic and Social Studies 62 (1994) 4, pp. 374-394
Persistent link: https://www.econbiz.de/10006339920
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FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
Bao, Yong; Bao, Y.; Ullah, A.; Box, G.E.P.; Jenkins, G.M.; … - In: Econometric theory 23 (2007) 4, pp. 767
Persistent link: https://www.econbiz.de/10007732412
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The European Exchange Rate Mechanism and the Volatility of the Sterling-Deutschemark Exchange Rate
Pesaran, B.; Robison, G. - In: The economic journal : the journal of the Royal … 103 (1993) 421, pp. 1418-1431
Persistent link: https://www.econbiz.de/10007576016
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A simulation approach to the problem of computing Cox's statistic for testing nonnested models
Pesaran, M.Hashem; Pesaran, Bahram - In: Journal of econometrics 57 (1993) 1-3, pp. 377-392
Persistent link: https://www.econbiz.de/10006805284
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1417
Persistent link: https://www.econbiz.de/10008715692
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An Assessment of the Relative Importance of Real Interest Rates, Inflation, and Term Premiums in Determining the Prices of Real and Nominal U.K. Bonds
Barr, David G.; Pesaran, Bahram - In: The review of economics and statistics 79 (1997) 3, pp. 362-366
Persistent link: https://www.econbiz.de/10007368604