haku: @indexterm Cointegration / yhteensä: 76
viitteet: 32-41 / 76
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32.
When units roots matter: excess volatility and excess smoothness of long-term interest rates
Journal of Empirical Finance
2001 : DEC, VOL. 8:5, p. 669-694
 2001 Schotman, P. C.
33.
Short-term and long-term linkages among the Colombian capital market indexes
International Review of Financial Analysis
2001 : VOL. 10:3, p. 237-273
 2001 Arbelaez, H.
Urrutia, J.
Abbas, N.
34.
Nonlinear adjustment to purchasing power parity in the post-Bretton woods era
Journal of International Money and Finance
2001 : JUN, VOL. 20:3, p. 379-399
 2001 Baum, C. F.
Barkoulas, J. T.
Caglayan, M.
35.
Cointegration, Efficiency and Forecasting in the Currency Market
Journal of Business Finance and Accounting
2001 : JAN-MAR, VOL. 28:1-2, p. 127-150
 2001 Tong, H. S.
36.
Relationship between expected treasury bill and Eurodollar interest rates: a fractional cointegration analysis
Review of Quantitative Finance and Accounting
2001 : JAN, VOL. 16:1, p. 65-80
 2001 Shrestha, K.
Welch, R.
37.
Using cointegration analysis for modeling marketing interactions in dynamic environments: methodological issues and an empirical illustration
Journal of Business Research
2001 : FEB, VOL. 51:2, p. 127-144
 2001 Grewal, R. (et al.)
38.
Bivariate FIGARCH and fractional cointegration
Journal of Empirical Finance
2000 : DEC, VOL. 7:5, p. 509-530
 2000 Brunetti, C.
Gilbert, C.L.
39.
A study of cointegration and variance decomposition among national equity indices before and during the period of the Asian financial crisis
Journal of Multinational Financial Management
2000 : SEP-DEC, VOL. 10:3/4, p. 345-366
 2000 Sheng, H.-C.
Tu, A.
40.
Structural analysis of vector error correction models with exogenous I(1) variables
Journal of Econometrics
2000 : AUG, VOL. 97:2, p. 293-343
 2000 Perasan, M.
Shin, Y.
Smith, R.
41.
Segmented stochastic convergence across the G-7 countries
Empirical Economics
2000 : VOL. 25:3, p. 463-474
 2000 Cellini, R.
Scorcu, A.
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