Narrow search
Showing 1 - 8 of 8
Cover Image
International stock market efficiency : a non-Bayesian time-varying model approach
Ito, Mikio; Noda, Akihiko; Wada, Tatsuma - In: Applied economics 46 (2014) 22/24, pp. 2744-2754
Persistent link: https://www.econbiz.de/10010417158
Cover Image
The evolution of stock market efficiency in the US : a non-Bayesian time-varying model approach
Ito, Mikio; Noda, Akihiko; Wada, Tatsuma - In: Applied economics 48 (2016) 7/9, pp. 621-635
Persistent link: https://www.econbiz.de/10011412970
Cover Image
The GEL estimates resolve the risk-free rate puzzle in Japan
Ito, Mikio; Noda, Akihiko - In: Applied financial economics 22 (2012) 4/6, pp. 365-374
Persistent link: https://www.econbiz.de/10009581347
Cover Image
A survey on the estimation of CCAPM via moment restrictions : the case of Japan
Noda, Akihiko - In: Keio economic studies 49 (2013), pp. 69-91
Persistent link: https://www.econbiz.de/10010194358
Cover Image
On the evolution of cryptocurrency market efficiency
Noda, Akihiko - In: Applied economics letters 28 (2021) 6, pp. 433-439
Persistent link: https://www.econbiz.de/10012485046
Cover Image
On the correlations of trend-cycle errors
Wada, Tatsuma - In: Economics letters 116 (2012) 3, pp. 396-400
Persistent link: https://www.econbiz.de/10009674324
Cover Image
The real exchange rate and real interest differentials : the role of the trend-cycle decomposition
Wada, Tatsuma - In: Economic inquiry : journal of the Western Economic … 50 (2012) 4, pp. 968-987
Persistent link: https://www.econbiz.de/10009696177
Cover Image
Measuring business cycles with structural breaks and outliers : applications to international data ☆
Perron, Pierre; Wada, Tatsuma - In: Research in economics : an international review of economics 70 (2016) 2, pp. 281-303
Persistent link: https://www.econbiz.de/10011631146