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Long-term asymmetry in the USD-DEM spot exchange rate volatility process
Bollen, Bernard - In: Applied financial economics letters 4 (2008) 4/6, pp. 403-407
Persistent link: https://www.econbiz.de/10003808172
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An alternative approach to the modelling of interest rate pass through and asymmetric adjustment
Valadkhani, Abbas; Bollen, Bernard - In: Economics letters 120 (2013) 3, pp. 491-494
Persistent link: https://www.econbiz.de/10010187252
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Bayesian trace statistics for the reduced rank regression model
Strachan, Rodney W.; Inder, Brett A. - 1999
Persistent link: https://www.econbiz.de/10001440564
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Bayesian maximum eigenvalue and trace statistics for the cointegration error correction model
Strachan, Rodney W.; Inder, Brett A. - 2000
Persistent link: https://www.econbiz.de/10001554440
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Yield spreads and interest rates movements : a cointegration approach
Silvapulle, Paramsothy; Inder, Brett A. - 1993
Persistent link: https://www.econbiz.de/10000142821
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Bayesian analysis of the error correction model
Strachan, Rodney W.; Inder, Brett A. - In: Journal of econometrics 123 (2004) 2, pp. 307-325
Persistent link: https://www.econbiz.de/10002361738
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Coffee commodity chain
Olsen, Tine S.; Inder, Brett A. - 2008
Persistent link: https://www.econbiz.de/10003723739