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publications

(93)   

• Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes
  Svitlana Voronkova International Review of Financial Analysis13(5):633--647(2004)
  to Cointegration by smicha on Apr 29, 2008, 8:06 AM
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• Cointegration and causality in the Asian and emerging foreign exchange markets: Evidence from the 1990s financial crises
  Hue Hwa AuYong and Christopher Gan and Sirimon Treepongkaruna International Review of Financial Analysis13(4):479--515(2004)
  to Cointegration by smicha on Apr 29, 2008, 8:06 AM
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• Portfolio diversification benefits within Europe: Implications for a US investor
  Nikiforos T. Laopodis International Review of Financial Analysis14(4):455--476(2005)
  to Cointegration by smicha on Apr 29, 2008, 8:06 AM
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• Is economic exposure asymmetric between long-run depreciations and appreciations?: Testing using cointegration analysis
  Angelos Kanas Journal of Multinational Financial Management7(1):27--42Apr1997.
  to Cointegration by smicha on Apr 29, 2008, 8:06 AM
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• Some tests on the long-run dynamics of black and official exchange rates: evidence for four East European countries
  E. Dockery and K. Taylor Journal of Multinational Financial Management7(4):317--332Dec1997.
  to Cointegration by smicha on Apr 29, 2008, 8:06 AM
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• The information content of the forward premium and the forward forecast error
  G. Koutmos Journal of Multinational Financial Management8(4):381--391Nov1998.
  to Cointegration by smicha on Apr 29, 2008, 8:06 AM
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• WEBS, SPDRs, and country funds: an analysis of international cointegration
  John P. Olienyk and Robert G. Schwebach and J. Kenton Zumwalt Journal of Multinational Financial Management9(3-4):217--232Nov1999.
  to Cointegration by smicha on Apr 29, 2008, 8:06 AM
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• Price discovery in the Hong Kong security markets: evidence from cointegration tests
  Ling T. He Journal of International Financial Markets, Institutions and Money7(2):157--169Jul1997.
  to Cointegration by smicha on Apr 29, 2008, 8:06 AM
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• Monetary-based models of the exchange rate: a panel perspective
  Steven Husted and Ronald MacDonald Journal of International Financial Markets, Institutions and Money8(1):1--19Jan1998.
  to cointegration Panel by smicha on Apr 29, 2008, 8:06 AM
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• A test of purchasing power parity for emerging economies
  Mehdi Salehizadeh and Robert Taylor Journal of International Financial Markets, Institutions and Money9(2):183--193Apr1999.
  to Cointegration tests by smicha on Apr 29, 2008, 8:06 AM
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• Wage Setting, Taxes, and Demand for Labor in Greece: A Multivariate Analysis of Cointegrating Relationships
  Georgios P. Kouretas and Leonidas P. Zarangas Journal of Policy Modeling22(2):171--195Mar2000.
  to Cointegration by smicha on Apr 28, 2008, 2:02 PM
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• The effect of tax-benefit policies on fertility and female labor force participation in the United States
  Crist'obal Ridao-Cano and Robert McNown Journal of Policy Modeling27(9):1083--1096Dec2005.
  to Cointegration by smicha on Apr 28, 2008, 2:02 PM
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• The dynamics among G7 government bond and equity markets and the implications for international capital market diversification
  Kenneth L. Smith and Peggy E. Swanson Research in International Business and Finance22(2):222--245Jun2008.
  to Cointegration by smicha on Apr 28, 2008, 1:05 PM
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• A model of the New Zealand economy Reserve Bank Model XII
  Ray Brooks and Darren Gibbs Economic Modelling11(1):5--86Jan1994.
  to Cointegration by smicha on Apr 28, 2008, 1:05 PM
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• Stochastic trends and fluctuations in the interest rate, exchange rate and the current account balance: An empirical investigation
  Francis Y. Kumah and Saifu B. Ibrahim Economic Modelling13(3):383--406Jul1996.
  to Cointegration by smicha on Apr 28, 2008, 1:05 PM
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• Observational equivalence and a stochastic cointegration test of the neoclassical and Romer's increasing returns models
  Sau-Him Paul Lau and Chor-Yiu Sin Economic Modelling14(1):39--60Jan1997.
  to cointegration Stochastic by smicha on Apr 28, 2008, 1:05 PM
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• Central Bank's interventions and the Fisher hypothesis: a threshold cointegration investigation
  Nicolas Million Economic Modelling21(6):1051--1064Dec2004.
  to Smooth transition threshold cointegration by smicha on Apr 28, 2008, 1:05 PM
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• Cointegration and forward and spot exchange rate regressions
  Eric Zivot Journal of International Money and Finance19(6):785--812Dec2000.
  to Cointegration by smicha on Apr 23, 2008, 10:05 PM
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• When units roots matter: excess volatility and excess smoothness of long-term interest rates
  Peter C. Schotman Journal of Empirical Finance8(5):669--694Dec2001.
  to Cointegration by smicha on Apr 23, 2008, 10:05 PM
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• On the adjustment matrix in error correction models
  Robert J. Rossana Journal of Monetary Economics42(2):427--444Jul1998.
  to Cointegration by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX