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Is there non-linear real exchange rate adjustment for the Asian economies?

Holmes, Mark J. - In: ASEAN economic bulletin 21 (2004) 2, pp. 198-212

Persistent link: https://www.econbiz.de/10002222040

Non-linearities, regime switching and the relationship between Asian equity and foreign exchange markets

Holmes, Mark J. (contributor); Maghrebi, Nabil (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001656285

Non-linearities, regime switching and the relationship between Asian equity and foreign exchange markets

Holmes, Mark J.; Maghrebi, Nabil - In: International economic journal 16 (2002) 4, pp. 121-139

Persistent link: https://www.econbiz.de/10001725235

Real interest parity : a note on Asian countries using panel stationarity tests

Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - 2011

Existing panel data studies of real interest parity are either unable to identify which panel members are characterised by stationary real interest differentials, or are subject to size distortion resulting from the presence of structural breaks and cross-sectional dependencies. Using a panel...

Persistent link: https://www.econbiz.de/10009231412

The term structure of interest rates, the expectations hypothesis and international financial integration : evidence from Asian economies

Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - In: International review of economics & finance : IREF 20 (2011) 4, pp. 679-689

Persistent link: https://www.econbiz.de/10009303888

Are there asymmetries in the relationship between exchange rate fluctuations and stock market volatility in Pacific Basin countries?

Maghrebi, Nabil; Holmes, Mark J.; Pentecost, Eric J. - In: Review of Pacific Basin financial markets and policies 9 (2006) 2, pp. 229-256

Persistent link: https://www.econbiz.de/10003356483

Asymmetric adjustment towards long-run PPP : some new evidence for Asian economies

Holmes, Mark J.; Wang, Ping - In: International economic journal 20 (2006) 2, pp. 161-177

Persistent link: https://www.econbiz.de/10003348096

Is inflation targeting credible in Asia? : a panel GARCH approach

Valera, Harold Glenn A.; Holmes, Mark J.; Hassan, Gazi M. - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 523-546

Persistent link: https://www.econbiz.de/10011949277

How credible is inflation targeting in Asia? : a quantile unit root perspective

Valera, Harold Glenn A.; Holmes, Mark J.; Hassan, Gazi M. - In: Economic modelling 60 (2017), pp. 194-210

Persistent link: https://www.econbiz.de/10011734198

Real interest parity : a note on Asian countries using panel stationarity tests

Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - In: Journal of Asian economics 22 (2011) 6, pp. 550-557

Persistent link: https://www.econbiz.de/10009581611