haku: @indexterm cointegration / yhteensä: 76
viitteet: 30-39 / 76
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30.
Stock market linkages: evidence from Latin America
Journal of Banking and Finance
2002 : JUN, VOL. 26:6, p. 1113-1141
 2002 Chen, G-m.
Firth, M.
Meng Rui, O.
31.
American depositary receipts: an analysis of international stock price movements
International Review of Financial Analysis
2001 : VOL. 10:4, p. 343-363
 2001 Ely, D.
Salehizadeh, M.
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.
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