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An analysis of Asian market integration pre- and post-crisis

Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: International journal of theoretical and applied finance 9 (2006) 4, pp. 483-501

Persistent link: https://www.econbiz.de/10003347380

Assessment of relationships between yield spreads of corporate bond new-issues and their credit ratings in emerging market

Tasi, Weipen; Penm, Jack H. W.; Terrell, R. D. - In: Finance India : the quarterly journal of Indian … 20 (2006) 4, pp. 1295-1320

Persistent link: https://www.econbiz.de/10003454112

VECMX forgetting factor modelling for improving the understanding or aluminium market behaviour

Agarwal, Aman; Penm, Jack H. W.; Terrell, R. Deane - In: Finance India : the quarterly journal of Indian … 19 (2005) 3, pp. 859-869

Persistent link: https://www.econbiz.de/10003261089

Causal relationship testing with applications to exchange rates

Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. Deane - In: International journal of electronic finance : IJEF 2 (2008) 1, pp. 50-69

Persistent link: https://www.econbiz.de/10003674922

The equivalence of causality detection in VAR and VECM modeling with applications to exchange rates

Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: Multinational finance journal : MF ; quarterly … 10 (2006) 3/4, pp. 153-177

Persistent link: https://www.econbiz.de/10003657854

The price elasticity of the euro to movementsin foreign reserves through European Central Bank intervention

Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: Finance India : the quarterly journal of Indian … 18 (2004) 4, pp. 1627-1641

Persistent link: https://www.econbiz.de/10002680062

The long-term relations under climate change between economic activity and metal utilizations using the forgetting factor

Chen, Andrew H.; Penm, Jack H. W.; Terrell, R. D. - In: Research in finance, (pp. 95-111). 2010

In this chapter, we apply an efficient subset of vector error correction model (VECM) using the forgetting factor to examine the cointegration under climate change of the time series of the gross domestic product (GDP) and the industrial production and that of the utilization and consumption of...

Persistent link: https://www.econbiz.de/10015381519

Petri net and its application in deadlock detection

Penm, Jack H. W.; Penm, Robert; Penm, Jonathan; … - In: International journal of management & enterprise … 6 (2009) 1, pp. 118-135

Persistent link: https://www.econbiz.de/10003811306

The role of housing activity : a case of major developed countries

O'Neill, Terry J.; Penm, Jack H. W.; Terrell, R. D. - In: International journal of management & enterprise … 5 (2008) 6, pp. 673-682

Persistent link: https://www.econbiz.de/10003795030

Economic integration on the China stock market, before and after the Asian financial crisis

Penm, Jack H. W.; Terrell, R. D. - In: Stock market volatility, (pp. 441-455). 2009

Persistent link: https://www.econbiz.de/10003830649