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Sephton, Peter S.
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Exchange rates and fractional integration revisited
Sephton, Peter S.
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 383-387
Persistent link: https://www.econbiz.de/10003808147
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2
Breaking deterministics, test size and the efficient Wald test for fractional unit roots
Sephton, Peter S.
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 83-85
Persistent link: https://www.econbiz.de/10009412684
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3
Forecasting inflation using the term structure and MARS
Sephton, Peter S.
- In:
Applied economics letters
12
(
2005
)
4
,
pp. 199-202
Persistent link: https://www.econbiz.de/10002698681
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4
Predicting the equity premium with dividend ratios : a matter of balance
Sephton, Peter S.
- In:
Applied economics letters
12
(
2005
)
3
,
pp. 145-147
Persistent link: https://www.econbiz.de/10002621313
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5
Finite sample critical values of the generalized KPSS stationarity test
Sephton, Peter S.
- In:
Computational economics
50
(
2017
)
1
,
pp. 161-172
Persistent link: https://www.econbiz.de/10011762226
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6
Response surface estimates of the KPSS stationarity test
Sephton, Peter S.
- In:
Economics letters
47
(
1995
)
3
,
pp. 255-261
Persistent link: https://www.econbiz.de/10001178228
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7
Modelling the link between commodity prices and exchange rates : the tale of daily data
Sephton, Peter S.
- In:
The Canadian journal of economics
25
(
1992
)
1
,
pp. 156-171
Persistent link: https://www.econbiz.de/10001123898
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8
A note on exchange rate trend-stationarity
Sephton, Peter S.
- In:
International economic journal
3
(
1989
)
2
,
pp. 73-77
Persistent link: https://www.econbiz.de/10001067490
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9
On exchange intervention, sterilization, and bank reserve accounting
Sephton, Peter S.
- In:
Journal of international money and finance
8
(
1989
)
3
,
pp. 445-450
Persistent link: https://www.econbiz.de/10001070917
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10
Relative prices and money : some Canadian evidence
Sephton, Peter S.
- In:
Canadian journal of agricultural economics : CJAE
37
(
1989
)
2
,
pp. 269-278
Persistent link: https://www.econbiz.de/10001074016
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