Narrow search
Showing 1 - 4 of 4
Cover Image
Variance ratio tests for a unit root in the presence of a mean shift : small sample properties and an application to purchasing power parity
Maki, Daiki - In: Applied financial economics 16 (2006) 8, pp. 607-615
Persistent link: https://www.econbiz.de/10003328492
Cover Image
Non-linear adjustment in the term structure of interest rates : a cointegration analysis in the non-linear STAR framework
Maki, Daiki - In: Applied financial economics 16 (2006) 17, pp. 1301-1307
Persistent link: https://www.econbiz.de/10003387426
Cover Image
The equilibrium relationship among money, income, prices, and interest rates : evidence from a threshold cointegration test
Maki, Daiki; Kitasaka, Shin'ichi - In: Applied economics 38 (2006) 13, pp. 1585-1592
Persistent link: https://www.econbiz.de/10003354070
Cover Image
Impacts of asymmetry on forecasting realized volatility in Japanese stock markets
Maki, Daiki; Ota, Yasushi - In: Economic modelling 101 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012796559