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1
Time varying term premia and risk : the case of the Spanish interbank money market
Robles Fernández, M. Dolores
;
Flores de Frutos, Rafael
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10001526279
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2
Preliminary evidence on relationships between agricultural commodities futures prices, spot prices and oil prices using reverse regressions
Cartwright, Phillip A.
;
Riabko, Natalija
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 777-782
Persistent link: https://www.econbiz.de/10011285361
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3
What are the benefits of high-frequency data for fixed effects panel models?
Ghanem, Dalia
;
Smith, Aaron D.
- In:
Journal of the Association of Environmental and …
8
(
2021
)
2
,
pp. 199-234
Persistent link: https://www.econbiz.de/10012610578
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4
Hedging with the international equity index futures : the conventional model versus the error correction model
Lin, Fu-Lai
;
Lee, Cheng F.
;
Chou, Win-lin
;
Fan, Dennis …
-
2024
Persistent link: https://www.econbiz.de/10015046812
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5
A comparative analysis of hedging determination for three alternative international equity index futures
Lin, Fu-Lai
- In:
Review of Pacific Basin financial markets and policies …
26
(
2023
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014305177
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6
Conditions on consistency for testing hypotheses under rational expectation by vector autoregressive models and cointegration
Kunitomo, Naoto
- In:
The economic studies quarterly : the journal of the …
41
(
1990
)
1
,
pp. 15-33
Persistent link: https://www.econbiz.de/10001089318
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7
Geometric and long run aspects of Granger causality
Sadoon, Majid M. al-
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 558-568
Persistent link: https://www.econbiz.de/10010256866
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8
On the output effects of monetary variability
Serletis, Apostolos
;
Rahman, Sajjadur
- In:
Open economies review
26
(
2015
)
2
,
pp. 225-236
Persistent link: https://www.econbiz.de/10011474108
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9
VARMA
representation of DSGE models
Morris, Stephen D.
- In:
Economics letters
138
(
2016
),
pp. 30-33
Persistent link: https://www.econbiz.de/10011615439
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10
A systemic view of the ADIDA framework
Spithourakis, G. P.
;
Petropoulos, Fotios
;
Nikolopoulos, …
- In:
IMA journal of management mathematics
25
(
2014
)
2
,
pp. 125-137
Persistent link: https://www.econbiz.de/10010347410
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