haku: @indexterm Cointegration / yhteensä: 76
viitteet: 36-45 / 76
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 otsikkovuositekijä
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.
42.
Labor market dynamics when effort depends on wage growth comparisons
Empirical Economics
2000 : VOL. 25:3, p. 393-420
 2000 Croix, D. de la
Palm, F.
Urbain, J-P.
43.
Stock returns and economic activity: the UK case
The European Journal of Finance
2000 : SEP, VOL. 6:3, p. 280-297
 2000 Lovatt, D.
Parikh, A.
44.
Black market exchange rates in India: an empirical analysis
Empirical Economics
2000 : VOL. 25:2, p. 297-314
 2000 Siddiki, J.
45.
Long-run PPP may not hold after all
Journal of International Economics
2000 : AUG, VOL. 51:2, p. 243-273
 2000 Engel, C.
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