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Cointegration, forecasting and international stock prices

Crowder, William J.; Wohar, Mark E. - In: Global finance journal 9 (1998) 2, pp. 181-204

Persistent link: https://www.econbiz.de/10001352063

The dynamic effects of aggregate demand and supply disturbances : another look

Crowder, William J. - In: Economics letters 49 (1995) 3, pp. 231-237

Persistent link: https://www.econbiz.de/10001188151

Foreign exchange market efficiency and common stochastic trends

Crowder, William J. - In: Journal of international money and finance 13 (1994) 5, pp. 551-564

Persistent link: https://www.econbiz.de/10001171002

A cointegration test for oil futures market efficiency

Crowder, William J. - In: The journal of futures markets 13 (1993) 8, pp. 933-941

Persistent link: https://www.econbiz.de/10001158679

The long-run relationship between nominal interest rates and inflation : the Fisher equation revisited

Crowder, William J. - In: Journal of money, credit and banking : JMCB 28 (1996) 1, pp. 102-118

Persistent link: https://www.econbiz.de/10001199207

The Liquidity Effect : Identifying Permanent and Transitory Components of Money Growth

Crowder, William J. - 1997

One strand of the recent literature on the monetary transmission process has focused upon the weak empirical evidence of a liquidity effect in the U.S. This study uses structural VAR methods to reexamine the liquidity effect

Persistent link: https://www.econbiz.de/10014112151

Volatility in productivity and the impact on unemployment

Crowder, William J.; Smallwood, Aaron D. - In: Applied economics 51 (2019) 56, pp. 6034-6039

Persistent link: https://www.econbiz.de/10012197315

US and UK interest rates 1890 - 1934 : new evidence on structural breaks

Newbold, Paul; Leybourne, Stephen James; Wohar, Mark E. - 2001

Persistent link: https://www.econbiz.de/10001536960

Implied volatility in options markets and conditional heteroscedasticity in stock markets

Choi, Seung-mook S. - In: The financial review : the official publication of the … 27 (1992) 4, pp. 503-530

Persistent link: https://www.econbiz.de/10001143740

Trend-stationary, difference-stationary, or neither: further diagnostic tests with an application to US Real GNP, 1875 - 1993

Newbold, Paul; Leybourne, Stephen James; Wohar, Mark E. - In: Journal of economics & business 53 (2001) 1, pp. 85-102

Persistent link: https://www.econbiz.de/10001581771