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An empirical analysis of alternative parametric ARCH models
Loudon, Geoffrey F.; Watt, Wing H.; Yadav, Pradeep - In: Journal of applied econometrics 15 (2000) 2, pp. 117-136
Persistent link: https://www.econbiz.de/10001474642
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What moves benchmark money market rates? : evidence from the BBSW market
Casavecchia, Lorenzo; Loudon, Geoffrey F.; Wu, Eliza - In: Pacific-Basin finance journal 51 (2018), pp. 137-154
Persistent link: https://www.econbiz.de/10012035138
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Long-term dependencies and long run non-periodic co-cycles : real estate and stock market
Wilson, Patrick James; Okunev, John - In: The journal of real estate research 18 (1999) 2, pp. 257-278
Persistent link: https://www.econbiz.de/10001487214
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Fractional co-integration in domestic and international real estate and stock markets
Okunev, John; Wilson, Patrick James - 1996
Persistent link: https://www.econbiz.de/10001493506
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Modelling real interest rates
Evans, Lewis T.; Keef, Stephen P.; Okunev, John - 1992
Persistent link: https://www.econbiz.de/10000920663
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Regime switches in property market risk premiums : some international comparisons
Wilson, Patrick James; Okunev, John; Hutcheson, Tiffany - 1998
Persistent link: https://www.econbiz.de/10000994535
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Step interventions and market integration : tests in the US, UK, and Australian property markets
Wilson, Patrick James - In: The journal of real estate finance and economics 16 (1998) 1, pp. 91-123
Persistent link: https://www.econbiz.de/10001235453
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Modelling real interest rates
Evans, Lloyd Thomas - In: Journal of banking & finance 18 (1994) 1, pp. 153-165
Persistent link: https://www.econbiz.de/10001156038
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Has international financial integration increased?
Goldberg, Lawrence G.; Lothian, James R.; Okunev, John - In: Open economies review 14 (2003) 3, pp. 299-317
Persistent link: https://www.econbiz.de/10001769201
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Tobin's q and the cross sectional variation of stock returns : evidence from the London stock exchange
Davidson, Ian; Leledakis, George; Okunev, John - 2002
Persistent link: https://www.econbiz.de/10001775911