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The asymmetric effects of exchange rate volatility on Pakistan-Japan commodity trade : evidence from non-linear ARDL approach
Iqbal, Javed; Jabeen, Sitara; Nosheen, Misbah; Wohar, … - In: Asia Pacific financial markets 31 (2024) 3, pp. 657-732
Persistent link: https://www.econbiz.de/10015072368
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An empirical investigation of asymmetric J-curve in the commodity trade between Pakistan and her four major trading partners
Naseem, Saba; Iqbal, Javed; Nosheen, Misbah; Wohar, Mark E. - In: Journal of economic research 27 (2022) 3, pp. 191-234
Persistent link: https://www.econbiz.de/10014229388
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Deviations from the law of one price across cities : testing for a border effect in persistence and volatility
Wohar, Mark E. - In: Journal of economic research 15 (2010) 2, pp. 129-146
Persistent link: https://www.econbiz.de/10008656112
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Why are stock prices so high? : Dividend growth or discount factor?
Balke, Nathan S.; Wohar, Mark E. - 2000
Persistent link: https://www.econbiz.de/10001446210
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Nonlinear dynamics and covered interest rate parity
Balke, Nathan S. - In: Empirical economics : a journal of the Institute for … 23 (1998) 4, pp. 535-559
Persistent link: https://www.econbiz.de/10001254530
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The expectations theory of interest rates : cointegration and factor decomposition
Choi, Seung-mook S. - In: International journal of forecasting 11 (1995) 2, pp. 253-262
Persistent link: https://www.econbiz.de/10001190025
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S&P 500 index options prices and the Black-Scholes option pricing model
Choi, Seung-mook S. - In: Applied financial economics 4 (1994) 4, pp. 249-263
Persistent link: https://www.econbiz.de/10001164680
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The differing effects of pre- and post-1981 federal budget deficits on tax-adjusted real interest rates
Allen, Stuart Douglas - In: Applied economics 28 (1996) 1, pp. 45-53
Persistent link: https://www.econbiz.de/10001193548
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The road less travelled : institutional aspects of data and their influence on empirical estimates with an application to tests of forward rate unbiasedness
Boucher Breuer, Janice - In: The economic journal : the journal of the Royal … 106 (1996) 434, pp. 26-38
Persistent link: https://www.econbiz.de/10001194054
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Will the valuation ratios revert to their historical means? : Some evidence from breakpoint tests
Carlson, John B. (contributor); Pelz, Eduard A. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001611390