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48
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3
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A model of the real exchange rate
Creedy, John
- In:
Nonlinear economic models : cross-sectional, times …
,
(pp. 143-159)
.
1997
Persistent link: https://www.econbiz.de/10001302942
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2
The distribution of exchange rate returns and tahe pricing of currency opations
Lim, Guay C.
;
Lye, Jenny N.
;
Martin, Gael M.
;
Martin, Vance
- In:
Journal of international economics
45
(
1998
)
2
,
pp. 351-368
Persistent link: https://www.econbiz.de/10001395805
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3
Indirect estimation of ARFIMA and VARFIMA models
Martin, Vance
;
Wilkins, Nigel P.
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 149-175
Persistent link: https://www.econbiz.de/10001406647
Saved in:
4
Testing speculative efficiency : pitfalls, puzzles and parametrics
Lim, Guay C.
;
Martin, Vance
-
1995
Persistent link: https://www.econbiz.de/10000920105
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5
A nonlinear characterization of asset price dynamics with an application to the 1987 stock market crash
Lim, Guay C.
;
Martin, Vance
-
1995
Persistent link: https://www.econbiz.de/10000920179
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6
Private and public consumption expenditure substitutability : Bayesian estimates for the G7 countries
Martin, Gael M.
-
1997
Persistent link: https://www.econbiz.de/10000969786
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7
Indirect estimation of ARFIMA and VARFIMA models
Martin, Vance
;
Wilkins, Nigel P.
-
1997
Persistent link: https://www.econbiz.de/10000954487
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8
Pricing Australian S&P200 options : a Bayesian approach based on generalized distributional forms
Flynn, David B.
;
Grose, Simone D.
;
Martin, Gael M.
; …
-
2003
Persistent link: https://www.econbiz.de/10001751171
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9
Measuring financial interdependence in asset returns with an application to euro zone equities
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
-
2018
Persistent link: https://www.econbiz.de/10012201943
Saved in:
10
Real sectoral spillovers : a dynamic factor analysis of the great recession
Li, Nan
;
Martin, Vance
- In:
Journal of monetary economics
107
(
2019
),
pp. 77-95
Persistent link: https://www.econbiz.de/10012266995
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