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Using zero-non-zero patterned vector autoregressive modelling to test for causality etween money supply, GDP growth, the London stock market index and the euro exchange rate
Lin, Edward J. Y.; Penm, Jammie H.; Terrell, R. D.; Wu, … - In: Research in finance 20 (2003), pp. 99-117
Persistent link: https://www.econbiz.de/10001902283
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Assessment of relationships between yield spreads of corporate bond new-issues and their credit ratings in emerging market
Tasi, Weipen; Penm, Jack H. W.; Terrell, R. D. - In: Finance India : the quarterly journal of Indian … 20 (2006) 4, pp. 1295-1320
Persistent link: https://www.econbiz.de/10003454112
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A new approach to testing PPP : evidence from the Yen
Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: Research in finance 21 (2004), pp. 135-154
Persistent link: https://www.econbiz.de/10002976494
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Zero-non-zero patterned vector error correction modelling for I(2) cointegrated time series with applications in testing PPP and stock market relationships
Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: Research in finance 22 (2005), pp. 305-326
Persistent link: https://www.econbiz.de/10003753387