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Forecasting large changes in exchange rates
Lim, Guay C.; Martin, Vance - In: Economic forecasting, (pp. 255-276). 2000
Persistent link: https://www.econbiz.de/10001515132
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Australian money market interest rates : leads and lags in the transmission process
Lim, Guay C.; Martin, Vance - 1991
Persistent link: https://www.econbiz.de/10000829898
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Efficient estimation of long-run relationships : a comparison of alternative cointegration estimators with an application
Lim, Guay C.; Martin, Vance - 1992
Persistent link: https://www.econbiz.de/10000837416
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Testing speculative efficiency : pitfalls, puzzles and parametrics
Lim, Guay C.; Martin, Vance - 1995
Persistent link: https://www.econbiz.de/10000920105
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A nonlinear characterization of asset price dynamics with an application to the 1987 stock market crash
Lim, Guay C.; Martin, Vance - 1995
Persistent link: https://www.econbiz.de/10000920179
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Factor analysis of predictive curves, with applications to the term structure of interest rates
Bowden, Roger J.; Lim, Guay C.; Martin, Vance - 1994
Persistent link: https://www.econbiz.de/10000881564
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Regression-based cointegration estimators with applications
Lim, Guay C. - In: Journal of economic studies 22 (1995) 1, pp. 3-22
Persistent link: https://www.econbiz.de/10001177546
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Australian short-term interest rates : an empirical analysis of the transmission process, 1988 - 1991
Lim, Guay C. - In: Australian economic papers 33 (1994) 62, pp. 75-95
Persistent link: https://www.econbiz.de/10001177655
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Endogenous jumping and asset price dynamics
Lim, Guay C.; Martin, Vance; Teo, Leslie E. - In: Macroeconomic dynamics 2 (1998) 2, pp. 213-237
Persistent link: https://www.econbiz.de/10001617645
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Integrability and cointegrability testing of the term structure of interest rates
Lim, Guay C.; Martin, Vance - 1994
Persistent link: https://www.econbiz.de/10000884605