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A multilateral approach to decomposing volatility in bilateral exchange rates
Dungey, Mardi H. - 1997
Persistent link: https://www.econbiz.de/10000959373
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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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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
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Testing speculative efficiency : pitfalls, puzzles and parametrics
Lim, Guay C.; Martin, Vance - 1995
Persistent link: https://www.econbiz.de/10000920105
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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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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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Indirect estimation of ARFIMA and VARFIMA models
Martin, Vance; Wilkins, Nigel P. - 1997
Persistent link: https://www.econbiz.de/10000954487
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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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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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Cost-push versus demand-pull inflation : Empirical evidence of Australia's experience 1954-1982
Boehm, Ernst A.; Martin, Vance L. - 1983
Persistent link: https://www.econbiz.de/10001922970