[go: up one dir, main page]
create a website
US, UK and European Stock Market Integration. (2005). Oyefeso, Oluwatobi ; Fraser, Patricia.
In: Journal of Business Finance & Accounting.
RePEc:bla:jbfnac:v:32:y:2005:i:1-2:p:161-181.

Full description at Econpapers || Download paper

Cited: 23

Citations received by this document

Cites: 18

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Cross hedging with stock index futures. (2021). Mohamad, Azhar ; Zainudin, Ahmad Danial.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:82:y:2021:i:c:p:128-144.

    Full description at Econpapers || Download paper

  2. Predicting Returns for Growth and Value Stocks: A Forecast Assessment Approach Using Global Asset Pricing Models. (2020). Phillips, Michael G ; Bommer, William H ; Rana, Shailesh.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2020-04-12.

    Full description at Econpapers || Download paper

  3. Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices. (2019). Kouretas, Georgios ; Georgoutsos, Dimitris ; Agoraki, Maria-Eleni.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:186-:d:295883.

    Full description at Econpapers || Download paper

  4. Linkages Between the Foreign Exchange Markets of BRIC Countries—Brazil, Russia, India and China—and the USA. (2018). Swanson, Peggy E ; Aroul, Ramya Rajajagadeesan .
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:17:y:2018:i:3:p:333-353.

    Full description at Econpapers || Download paper

  5. China, Japan and the US Stock Markets and the Global Financial Crisis. (2018). Zhang, Yan .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:25:y:2018:i:1:d:10.1007_s10690-018-9237-6.

    Full description at Econpapers || Download paper

  6. Cointegration of Stock Prices and Domestic Portfolio Diversification Opportunities: Evidence from the Ghana Stock Exchange. (2017). Amfo-Antiri, George ; Quansah, Edward .
    In: Applied Economics and Finance.
    RePEc:rfa:aefjnl:v:4:y:2017:i:5:p:78-93.

    Full description at Econpapers || Download paper

  7. Trends and convergence in global housing markets. (2015). Yunus, Nafeesa.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:36:y:2015:i:c:p:100-112.

    Full description at Econpapers || Download paper

  8. International Cross-Listing and Shareholders’ Wealth. (2012). Dodd, Olga ; Louca, Christodoulos.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:16:y:2012:i:1-2:p:49-86.

    Full description at Econpapers || Download paper

  9. Literature review of stock market integration: a global perspective. (2012). Sharma, Anil ; Seth, Neha .
    In: Qualitative Research in Financial Markets.
    RePEc:eme:qrfmpp:v:4:y:2012:i:1:p:84-122.

    Full description at Econpapers || Download paper

  10. Are the Major South Asian Equity Markets Co-Integrated?. (2011). Subhani, Muhammad ; Osman, Amber ; Hasan, Syed ; Subhani, Dr. Muhammad Imtiaz, ; Hasan, Dr. Syed Akif, ; Mehar, Ayub .
    In: MPRA Paper.
    RePEc:pra:mprapa:34737.

    Full description at Econpapers || Download paper

  11. Global trends in real risk free rates. (2011). He, Hui ; Locke, Peter .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:25:y:2011:i:1:p:53-63.

    Full description at Econpapers || Download paper

  12. Correlations and spillovers among three euro rates: evidence using realised variance. (2010). Ruiz, Isabel ; Speight, Alan ; McMillan, David.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:16:y:2010:i:8:p:753-767.

    Full description at Econpapers || Download paper

  13. German, US and Central and Eastern European Stock Market Integration. (2010). Kouretas, Georgios ; Syllignakis, Manolis .
    In: Open Economies Review.
    RePEc:kap:openec:v:21:y:2010:i:4:p:607-628.

    Full description at Econpapers || Download paper

  14. Equity Home†Bias: A Suboptimal Choice for UK investors?. (2010). Paudyal, Krishna ; Olusi, Olasupo ; Antoniou, Antonios .
    In: European Financial Management.
    RePEc:bla:eufman:v:16:y:2010:i:3:p:449-479.

    Full description at Econpapers || Download paper

  15. Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience. (2009). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
    In: Working Papers.
    RePEc:nlv:wpaper:0905.

    Full description at Econpapers || Download paper

  16. International stock market linkages: Evidence from Latin America. (2009). Diamandis, Panayiotis F..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:20:y:2009:i:1:p:13-30.

    Full description at Econpapers || Download paper

  17. Increasing Convergence Between U.S. and International Securitized Property Markets: Evidence Based on Cointegration Tests. (2009). Yunus, Nafeesa.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:37:y:2009:i:3:p:383-411.

    Full description at Econpapers || Download paper

  18. Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience. (2008). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
    In: Working papers.
    RePEc:uct:uconnp:2008-49.

    Full description at Econpapers || Download paper

  19. COMMON STOCHASTIC TRENDS AMONG THE CYPRUS STOCK EXCHANGE AND THE ASE, LSE AND NYSE. (2008). Kouretas, Georgios ; Constantinou, Eleni ; Kazandjian, Avo ; Tahmazian, Vera.
    In: Bulletin of Economic Research.
    RePEc:bla:buecrs:v:60:y:2008:i:4:p:327-349.

    Full description at Econpapers || Download paper

  20. Interdependence of Nordic and Baltic Stock Markets. (2007). Nielsson, Ulf.
    In: Baltic Journal of Economics.
    RePEc:bic:journl:v:6:y:2007:i:2:p:9-28.

    Full description at Econpapers || Download paper

  21. LONG AND SHORT-RUN LINKAGES IN CEE STOCK MARKETS: IMPLICATIONS FOR PORTFOLIO DIVERSIFICATION AND STOCK MARKET INTEGRATION. (2006). Syllignakis, Manolis ; Kouretas, Georgios.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2006-832.

    Full description at Econpapers || Download paper

  22. Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange. (2005). Kouretas, Georgios ; Kazandjian, Avo ; Tahmazian, Vera ; Constantinou, Eleni.
    In: Working Papers.
    RePEc:crt:wpaper:0522.

    Full description at Econpapers || Download paper

  23. Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE. (2005). Kouretas, Georgios ; Kazandjian, Avo ; Tahmazian, Vera ; Constantinou, Eleni.
    In: Working Papers.
    RePEc:crt:wpaper:0520.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Arshanapalli, B. and J. Doukas 1993, ‘International Stock Market Linkages: Evidence from the Pre‐ and Post‐October 1897 Period’, Journal of Banking and Finance, Vol. 17, pp. 193–208. .
    Paper not yet in RePEc: Add citation now

  2. Cheung Y.W. and K.S. Lai 1993, ‘Finite Sample Sizes of Johansen Likelihood Ratio Tests for Cointegration’, Oxford Bulletin of Economics and Statistics, Vol. 55, pp. 313–28. .

  3. Corhay, A., A.T. Rad and J.P. Urbain 1993, ‘Common Stochastic Trends in European Stock Markets’, Economics Letters, Vol. 42, pp. 385–90. .

  4. Dwyer, G.P. and M.S. Wallace 1992, ‘Cointegration and Market Efficiency’, Journal of International Money and Finance, Vol. 11, pp. 318–27. .

  5. Elliot, G., T.J. Rothenberg and J.H. Stock 1996, ‘Efficient Tests for an Autoregressive Unit Root’, Econometrica, Vol. 64, pp. 813–36. .

  6. Engle, R.F. and C.W.J. Granger 1987, ‘Cointegration and Error Correction: Representation, Estimation and Testing’, Econometrica, Vol. 55, pp. 251–76. .
    Paper not yet in RePEc: Add citation now

  7. Georgoutsos, D.A. and G.P. Kouretas 2001, ‘Common Stochastic Trends in International Stock Markets: Testing in an Integrated Framework’, University of Crete Working Paper (http://www.dbase‐soc‐uoc.gr/ewp/papers/cst.pdf). .

  8. Gonzalo, J. and C.W.J. Granger 1995, ‘Estimation of Common Long Memory Components in Cointegrated Systems’, Journal of Business and Economics Statistics, Vol. 13. pp. 27–35. .

  9. Johansen, S. 1988, ‘Statistical Analysis of Cointegration Vectors’, Journal of Economics Dynamics and Control, Vol. 12, pp. 231–54. .

  10. Johansen, S. 1995, Likelihood‐Based Inference in Cointegrated Vector Autoregressive Models(Oxford University Press: Oxford). .

  11. Johansen, S. and B. Nielson 1993, ‘Asymptotics for Cointegration Rank Tests in the Presence of Intervention Dummies’, Manual for the Simulation Program DISCO. Manuscript (Institute of Mathematical Statistics, University of Copenhagen). .
    Paper not yet in RePEc: Add citation now

  12. Kasa, K. 1992, ‘Common Stochastic Trends in International Stock Markets’, Journal of Monetary Economics, Vol. 29, pp. 95–124. .

  13. Lutkpohl, H., P. Saikkonen and C. Trenkler 2001, ‘Maximal Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process’, Econometrics Journal, Vol. 4, pp. 287–310. .

  14. Malkamaki, M. 1992, ‘Cointegration and Causality of Stock Markets in Two Small Open Economies and Their Major Trading Partner Nations’, Bank of Finland Research Department Discussion Paper, 16/92. .

  15. Monadjemi, M.S. and L. Perry 1996, ‘Share Price Movements: A Study of Four OECD Countries’, Applied Economics Letters, Vol. 3, pp. 135–37. .

  16. Phylaktis, K. 1999, ‘Capital Market Integration in the Pacific Basin Region: An Impulse Response Analysis’, Journal of International Money and Finance, Vol. 18, pp. 267–87. .

  17. Serletis, A. and M. King 1997, ‘Common Stochastic Trends and Convergence of European Stock Markets’, The Manchester School, Vol. LXV, pp. 44–57. .

  18. Taylor, M.P. and I. Tonks 1989, ‘The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control’, The Review of Economics and Statistics, Vol. 71, pp. 332–36. .

Cocites

Documents in RePEc which have cited the same bibliography

  1. Energy Demand in Pakistan: A Disaggregate Analysis. (2009). Khan, Muhammad ; Ahmed, Usman .
    In: MPRA Paper.
    RePEc:pra:mprapa:15369.

    Full description at Econpapers || Download paper

  2. Growth Volatility and Financial Repression: Time Series Evidence from India. (2009). Ang, James.
    In: MPRA Paper.
    RePEc:pra:mprapa:14412.

    Full description at Econpapers || Download paper

  3. Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience. (2009). Miller, Stephen ; Canarella, Giorgio ; Pollard, Stephen K..
    In: Working Papers.
    RePEc:nlv:wpaper:0905.

    Full description at Econpapers || Download paper

  4. Trade Cycles in a Re-export Economy: The Case of Singapore. (2009). CHOY, KEEN MENG ; Meng, CHOY Keen.
    In: Economic Growth Centre Working Paper Series.
    RePEc:nan:wpaper:0905.

    Full description at Econpapers || Download paper

  5. Fundamentals and Technical Trading: Behavior of Exchange Rates in the CEECs. (2009). Fidrmuc, Jarko ; Bask, Mikael.
    In: Open Economies Review.
    RePEc:kap:openec:v:20:y:2009:i:5:p:589-605.

    Full description at Econpapers || Download paper

  6. Housing Investment and the U.S. Economy: How Have the Relationships Changed?. (2009). Miles, William.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:31:n:3:2009:p:329-350.

    Full description at Econpapers || Download paper

  7. The Impact of U.S. Regional Business Cycles on Remittances to Latin America. (2009). Magnusson, Kristin .
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0710.

    Full description at Econpapers || Download paper

  8. The dynamic effects of shocks to wages and prices in the United States and the euro area. (2009). Marques, Carlos ; Duarte, Rita .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091067.

    Full description at Econpapers || Download paper

  9. Is inflation always a monetary phenomenon in Malaysia?. (2008). TANG, Chor Foon.
    In: MPRA Paper.
    RePEc:pra:mprapa:19778.

    Full description at Econpapers || Download paper

  10. Exchange rate determination of TL/US$: a co-integration approach. (2008). KORAP, LEVENT ; Levent, Korap .
    In: MPRA Paper.
    RePEc:pra:mprapa:19659.

    Full description at Econpapers || Download paper

  11. Is Mercosur an optimum currency area? An assessment using generalized purchasing power parity. (2008). Neves, Anchieta J. ; da Silva, Sergio ; Stocco, Leandro .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:6:y:2008:i:29:p:1-13.

    Full description at Econpapers || Download paper

  12. Do Public Expenditure and Macroeconomic Uncertainty Matter to Private Investment? Evidence from Pakistan. (2007). Qayyum, Abdul ; Ahmed, Imtiaz .
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:46:y:2007:i:2:p:145-161.

    Full description at Econpapers || Download paper

  13. An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan. (2007). Chang, Tsang Yao ; Wei, Yu-Chen ; Lu, Yang-Cheng.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2007:i:45:p:1-11.

    Full description at Econpapers || Download paper

  14. Exchange Rates and Order Flow in the Long Run. (2006). van Norden, Simon ; Boyer, M. Martin.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2006s-07.

    Full description at Econpapers || Download paper

  15. Stock prices and bank loan dynamics in a developing country: The case of Malaysia. (2006). Ibrahim, Mansor.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:9:y:2006:n:1:p:71-89.

    Full description at Econpapers || Download paper

  16. Financial Development and Economic Growth in the Middle East. (2005). Harb, Nasri ; Al Awad, Mouawiya ; Al-Awad, Mouawiya .
    In: MPRA Paper.
    RePEc:pra:mprapa:13605.

    Full description at Econpapers || Download paper

  17. The Dynamic Effects of Public Capital: VAR Evidence for 22 OECD Countries. (2005). Kamps, Christophe.
    In: International Tax and Public Finance.
    RePEc:kap:itaxpf:v:12:y:2005:i:4:p:533-558.

    Full description at Econpapers || Download paper

  18. Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study. (2005). Issler, João ; Guillén, Osmani ; Guillén, Osmani ; Athanasopoulos, George ; Osmani Teixeira de Carvalho Guillen, ; Guillén, Osmani ; Osmani Teixeira De Carvalho Guillen, .
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:589.

    Full description at Econpapers || Download paper

  19. Estimating the equilibrium exchange rate of the Estonian kroon. (2005). Uusküla, Lenno ; Kaadu, Hannes ; Hinnosaar, Marit.
    In: Bank of Estonia Working Papers.
    RePEc:eea:boewps:wp2005-02.

    Full description at Econpapers || Download paper

  20. Market power, innovative activity and exchange rate pass-through in the euro area. (2005). Kosma, Theodora ; Brissimis, Sophocles.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005531.

    Full description at Econpapers || Download paper

  21. La tasa de cambio Real en Colombia. ¿Muy Lejos del Equilibrio?. (2005). Vásquez, Diego ; Villamizar-Villegas, mauricio ; Echavarría, Juan ; Vasquez, Diego ; Echavarria, Juan Jose.
    In: Borradores de Economia.
    RePEc:bdr:borrec:337.

    Full description at Econpapers || Download paper

  22. The demand for euro area currencies: past, present and future. (2004). Seitz, Franz ; Kohler, Petra ; Fischer, Bjorn.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004330.

    Full description at Econpapers || Download paper

  23. Nafta and Mexico Less-than-Steller Performance. (2004). Westermann, Frank ; Tornell, Aaron ; Martinez, Lorenzo.
    In: UCLA Economics Working Papers.
    RePEc:cla:uclawp:833.

    Full description at Econpapers || Download paper

  24. La Demanda de Especies Monetarias en Colombia: Estructura y Pronóstico. (2004). Misas, Martha ; Hernandez-Aguilera, Juan ; Hernández Aguilera, Juan ; Arango, Carlos ; NICOLASHERNANDEZ, JUAN ; Hernández Aguilera, Juan.
    In: Borradores de Economia.
    RePEc:bdr:borrec:309.

    Full description at Econpapers || Download paper

  25. Tendencias Estocásticas Comunes y Fluctuaciones en la Economía Colombiana: 1950-2002.. (2004). Vásquez, Diego ; Misas, Martha ; López, Enrique ; Escobar, Diego Vasquez ; Arango, Martha Misas ; Enciso, Enrique Lopez .
    In: Borradores de Economia.
    RePEc:bdr:borrec:275.

    Full description at Econpapers || Download paper

  26. Money Demand and Economic Uncertainty. (2004). Atta-Mensah, Joseph.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-25.

    Full description at Econpapers || Download paper

  27. Aggregate loans to the euro area private sector. (2003). MANRIQUE, MARTA ; Sousa, Joo ; Calza, Alessandro.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003202.

    Full description at Econpapers || Download paper

  28. Further evidence on the size and power of the Bierens and Johansen cointegration procedures. (2003). .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2003:i:25:p:1-7.

    Full description at Econpapers || Download paper

  29. Liberalization, Growth and Financial Crises (October 2003). (2003). Tornell, Aaron.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:276.

    Full description at Econpapers || Download paper

  30. UK business investment: long-run elasticities and short-run dynamics. (2003). Price, Simon ; Ellis, Colin.
    In: Bank of England working papers.
    RePEc:boe:boeewp:196.

    Full description at Econpapers || Download paper

  31. The impact of price competitiveness on UK producer price behaviour. (2003). Price, Simon ; Ellis, Colin.
    In: Bank of England working papers.
    RePEc:boe:boeewp:178.

    Full description at Econpapers || Download paper

  32. La Demanda de Efectivo en Colombia: Una Caja Negra a la Luz de las Redes Neuronales. (2003). Misas, Martha ; López, Enrique ; Hernandez-Aguilera, Juan ; Hernández Aguilera, Juan ; Arango, Carlos ; Lopez, Enrique ; Hernández Aguilera, Juan ; NICOLASHERNANDEZ, JUAN.
    In: Borradores de Economia.
    RePEc:bdr:borrec:268.

    Full description at Econpapers || Download paper

  33. The Credit Channel in Middle Income Countries (October 2002), with Frank Westermann. (2002). Tornell, Aaron.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:216.

    Full description at Econpapers || Download paper

  34. Money-Income Relationships between Three ERM Countries. (2002). Choudhry, Taufiq.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:5:y:2002:n:1:p:59-94.

    Full description at Econpapers || Download paper

  35. On the Dynamics of Unemployment in a Developing Economy: Colombia. (2002). Otero, Jesus ; Iregui, Ana.
    In: Borradores de Economia.
    RePEc:bdr:borrec:208.

    Full description at Econpapers || Download paper

  36. Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles. (2001). Taylor, Mark ; Sarno, Lucio ; Peel, David.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2658.

    Full description at Econpapers || Download paper

  37. Modelling regional interdependencies using a global error-correcting macroeconometric model. (2001). Schuermann, Til ; Pesaran, M ; Weiner, Scott M..
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
    RePEc:cpd:pd2002:b4-1.

    Full description at Econpapers || Download paper

  38. Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model. (2001). Schuermann, Til ; Pesaran, M ; Weiner, Scott M..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0119.

    Full description at Econpapers || Download paper

  39. Exportaciones no tradicionales en Colombia y sus Determinantes. (2001). Ramirez-Giraldo, Maria ; Misas, Martha ; SILVA, LUISA FERNANDA .
    In: Borradores de Economia.
    RePEc:bdr:borrec:178.

    Full description at Econpapers || Download paper

  40. Convergence and Catching Up in South-East Asia: A Comparative Analysis. (2000). Lim, Lee Kian .
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1844.

    Full description at Econpapers || Download paper

  41. The export-led growth hypothesis: The role of the exchange rate, money, and government expenditure from Korea. (1999). .
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:27:y:1999:i:3:p:260-272.

    Full description at Econpapers || Download paper

  42. Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen. (1999). MacDonald, Ronald ; Marsh, Ian.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2210.

    Full description at Econpapers || Download paper

  43. La Inflación desde una Perspectiva Monetaria: Un Modelo P* para Colombia. (1999). Misas, Martha ; Melo-Velandia, Luis ; López, Enrique.
    In: Borradores de Economia.
    RePEc:bdr:borrec:133.

    Full description at Econpapers || Download paper

  44. The Housing Market and the Macroeconomy: Evidence From Ireland. (1998). Kenny, Geoff.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:1/rt/98.

    Full description at Econpapers || Download paper

  45. Does Modern Econometrics replicate the Phillips Curve?. (1996). Shadman, Fatemeh.
    In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
    RePEc:ctl:louvir:1996015.

    Full description at Econpapers || Download paper

  46. Exchange Rate Pass-Through and Irish Import Prices. (1996). Kenny, Geoff ; McGettigan, Donal.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:6/rt/96.

    Full description at Econpapers || Download paper

  47. A Re-examination of the Fragility of Evidence from Cointegration- Based Tests of Foreign Exchange Market Efficiency. (1996). Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:311.

    Full description at Econpapers || Download paper

  48. Unit-Root Test and Excess Returns.. (1996). van Norden, Simon ; Godbout, M. J..
    In: Staff Working Papers.
    RePEc:bca:bocawp:96-10.

    Full description at Econpapers || Download paper

  49. Simulating small-sample properties of the maximum likelihood cointegration method : estimation and testing. (1995). Jacobson, Tor.
    In: Finnish Economic Papers.
    RePEc:fep:journl:v:8:y:1995:i:2:p:96-107.

    Full description at Econpapers || Download paper

  50. Devaluation, Relative Prices, and International Trade. (1994). Reinhart, Carmen.
    In: MPRA Paper.
    RePEc:pra:mprapa:13708.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-24 17:59:35 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.