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Testing for sign and amplitude asymmetries using threshold autoregressions
Coakley, Jerry; Fuertes, Ana-Maria - In: Journal of economic dynamics & control 30 (2006) 4, pp. 623-654
Persistent link: https://www.econbiz.de/10006747544
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Asymmetric dynamics in UK real interest rates
Coakley, Jerry; Fuertes, Ana-Maria - In: Applied financial economics 12 (2002) 6, pp. 379-388
Persistent link: https://www.econbiz.de/10007663183
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Nonparametric cointegration analysis of real exchange rates
Coakley, Jerry; Fuertes, Ana-Maria - In: Applied financial economics 11 (2001) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10007673094
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Is the Feldstein-Horioka Puzzle History?
Coakley, Jerry; Fuertes, Ana-Maria; Spagnolo, Fabio - In: The Manchester School 72 (2004) 5, pp. 569-590
Persistent link: https://www.econbiz.de/10007805731
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A NON-LINEAR ANALYSIS OF EXCESS FOREIGN EXCHANGE RETURNS
Coakley, Jerry; Fuertes, Ana-Maria - In: The Manchester School 69 (2001) 6, pp. 623-642
Persistent link: https://www.econbiz.de/10007813526
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SHORT-RUN REAL EXCHANGE RATE DYNAMICS
Coakley, Jerry; Fuertes, Ana-Maria - In: The Manchester School 68 (2000) 4, pp. 461-475
Persistent link: https://www.econbiz.de/10007816778
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A new interpretation of the exchange rate-yield differential nexus
Coakley, Jerry; Fuertes, Ana-Maria; Wood, Andrew - In: International journal of finance & economics : IJFE 9 (2004) 3, pp. 201-218
Persistent link: https://www.econbiz.de/10007448200
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Valuation ratios and price deviations from fundamentals
Coakley, Jerry; Fuertes, Ana-Maria - In: Journal of banking & finance 30 (2006) 8, pp. 2325-2346
Persistent link: https://www.econbiz.de/10007286054
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Numerical issues in threshold autoregressive modeling of time series
Coakley, Jerry; Fuertes, Ana-Maria; Pérez, Maria-Teresa - In: Journal of economic dynamics & control 27 (2003) 11, pp. 2219-2242
Persistent link: https://www.econbiz.de/10006762601
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The PPP debate: Price matters!
Coakley, Jerry; Kellard, Neil; Snaith, Stuart - In: Economics letters 88 (2005) 2, pp. 209-213
Persistent link: https://www.econbiz.de/10006751929