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Testing the predictability of stock returns
Lanne, Markku - 2000
Persistent link: https://www.econbiz.de/10001529323
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Near unit roots, cointegration, and the term structure of interest rates
Lanne, Markku - In: Journal of applied econometrics 15 (2000) 5, pp. 513-529
Persistent link: https://www.econbiz.de/10001533584
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Testing the expectations hypothesis of the term structure of interest rates in the presence of a potential regime shift
Lanne, Markku - 1999
Persistent link: https://www.econbiz.de/10001434011
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Near unit roots and the predictive power of yield spreads for changes in long-term interest rates
Lanne, Markku - In: The review of economics and statistics 81 (1999) 3, pp. 393-398
Persistent link: https://www.econbiz.de/10001406148
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Co-integration and the term structure of Finnish short-term interest rates
Lanne, Markku - 1994
Persistent link: https://www.econbiz.de/10000898848
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Essays on inference in time series models with near unit roots : applications to interest rates
Lanne, Markku - 1997
Persistent link: https://www.econbiz.de/10000974874
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Near unit roots and regression based tests of the expectations hypothesis of the term structure of interest rates
Lanne, Markku - 1997
Persistent link: https://www.econbiz.de/10000955968
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Co-integration and the term structure of finnish short-term interest rates
Lanne, Markku - In: Finnish economic papers 8 (1995) 1, pp. 3-16
Persistent link: https://www.econbiz.de/10001181159
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Near unit root and the relationship between inflation and interest rates : a reexamination of the Fisher effect
Lanne, Markku - In: Empirical economics : a journal of the Institute for … 26 (2001) 2, pp. 357-366
Persistent link: https://www.econbiz.de/10001579620
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Nonlinear dynamics of interest rate and inflation
Lanne, Markku - 2002
Persistent link: https://www.econbiz.de/10001699752