-
1
-
-
84936220056
-
Cointegration and Tests of Present Value Models
-
October, and
-
Campbell, J. Y., and Shiller, R. J., 1987. Cointegration and Tests of Present Value Models. Journal of Political Economy, October: 1062–1088.
-
(1987)
Journal of Political Economy
, pp. 1062-1088
-
-
Campbell, J.Y.1
Shiller, R.J.2
-
2
-
-
38249030023
-
Cointegration and Stock Prices: The Random Walk on Wall Street, Revisited
-
June/September, and
-
Cerchi, M., and Havenner, A., 1988. Cointegration and Stock Prices: The Random Walk on Wall Street, Revisited. Journal of Economic Dynamics and Control, June/September: 333–346.
-
(1988)
Journal of Economic Dynamics and Control
, pp. 333-346
-
-
Cerchi, M.1
Havenner, A.2
-
3
-
-
51249165089
-
A Note on the Informational Efficiency of Emerging Stock Markets
-
October/December
-
Cornelius, P. K., 1993. A Note on the Informational Efficiency of Emerging Stock Markets. Weltwirtschaftliches Archiv, October/December: 820–828.
-
(1993)
Weltwirtschaftliches Archiv
, pp. 820-828
-
-
Cornelius, P.K.1
-
4
-
-
0000754766
-
Explosive Rational Bubbles in Stock Prices
-
June, and
-
Diba, B. T., and Grossman, H. I., 1988. Explosive Rational Bubbles in Stock Prices. American Economic Review, June: 520–259.
-
(1988)
American Economic Review
, pp. 520-259
-
-
Diba, B.T.1
Grossman, H.I.2
-
5
-
-
0000013567
-
Co-Integration and Error Correction: Representation, Estimation, and Testing
-
May, and
-
Engle, R. F., and Granger, C. W. J., 1987. Co-Integration and Error Correction: Representation, Estimation, and Testing. Econometrica, May: 251–276.
-
(1987)
Econometrica
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
6
-
-
0000480869
-
Efficient Capital Markets: A Review of Theory and Empirical Work
-
May
-
Fama, E. F., 1970. Efficient Capital Markets: A Review of Theory and Empirical Work. Journal of Finance, May: 383–417.
-
(1970)
Journal of Finance
, pp. 383-417
-
-
Fama, E.F.1
-
7
-
-
0010244918
-
International Financial Integration, Relations among Interest Rates and Exchange Rates, and Monetary Indicators
-
Pigott C.A., (ed), Federal Reserve Bank of New York,. Edited by
-
Frankel, J. A., 1989. “ International Financial Integration, Relations among Interest Rates and Exchange Rates, and Monetary Indicators ”. In International Financial Integration and U.S. Monetary Policy, Edited by: Pigott, Charles A., Federal Reserve Bank of New York.
-
(1989)
International Financial Integration and U.S. Monetary Policy
-
-
Frankel, J.A.1
-
8
-
-
33748632313
-
Five Alternative Methods of Estimating Long Run Equilibrium Relationships
-
January/February
-
Gonzalo, J., 1994. Five Alternative Methods of Estimating Long Run Equilibrium Relationships. Journal of Econometrics, January/February: 203–233.
-
(1994)
Journal of Econometrics
, pp. 203-233
-
-
Gonzalo, J.1
-
9
-
-
84981566273
-
Developments in the Study of Cointegrated Economic Variables
-
August
-
Granger, C. W. J., 1986. Developments in the Study of Cointegrated Economic Variables. Oxford Bulletin of Economics and Statistics, August: 213–228.
-
(1986)
Oxford Bulletin of Economics and Statistics
, pp. 213-228
-
-
Granger, C.W.J.1
-
10
-
-
0345510809
-
Statistical Analysis of Cointegration Vector
-
June/September
-
Johansen, S., 1988. Statistical Analysis of Cointegration Vector. Journal of Economic Dynamics and Control, June/September: 231–254.
-
(1988)
Journal of Economic Dynamics and Control
, pp. 231-254
-
-
Johansen, S.1
-
11
-
-
0000158117
-
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
-
November
-
Johansen, S., 1991. Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. Econometrica, November: 1551–1580.
-
(1991)
Econometrica
, pp. 1551-1580
-
-
Johansen, S.1
-
12
-
-
84981579311
-
Maximum Likelihood Estimation and Interference on Cointegration--with Application to the Demand for Money
-
May, and
-
Johansen, S., and Juselius, K., 1990. Maximum Likelihood Estimation and Interference on Cointegration--with Application to the Demand for Money. Oxford Bulletin of Economics and Statistics, May: 169–210.
-
(1990)
Oxford Bulletin of Economics and Statistics
, pp. 169-210
-
-
Johansen, S.1
Juselius, K.2
-
13
-
-
0002653201
-
Common Stochastic Trends in International Stock Markets
-
February
-
Kasa, K., 1992. Common Stochastic Trends in International Stock Markets. Journal of Monetary Economics, February: 169–210.
-
(1992)
Journal of Monetary Economics
, pp. 169-210
-
-
Kasa, K.1
-
14
-
-
0001843717
-
The Present-Value Relation: Tests based on Implied Variance Bounds
-
May, and
-
LeRoy, S. F., and Porter, R. D., 1981. The Present-Value Relation: Tests based on Implied Variance Bounds. Econometrica, May: 555–574.
-
(1981)
Econometrica
, pp. 555-574
-
-
LeRoy, S.F.1
Porter, R.D.2
-
15
-
-
27644580196
-
Trends and Random Walks in Macroeconomics Time Series: Further Evidence from a New Approach
-
June/September
-
Perron, P., 1988. Trends and Random Walks in Macroeconomics Time Series: Further Evidence from a New Approach. Journal of Economics Dynamics and Control, June/September: 297–332.
-
(1988)
Journal of Economics Dynamics and Control
, pp. 297-332
-
-
Perron, P.1
-
18
-
-
77956888124
-
Testing for a Unit Root in Time Series Regression
-
June, and
-
Philips, P. C. B., and Perron, P., 1988. Testing for a Unit Root in Time Series Regression. Biometrika, June: 355–346.
-
(1988)
Biometrika
, pp. 355-346
-
-
Philips, P.C.B.1
Perron, P.2
-
19
-
-
0011536509
-
Was There a Bubble in the 1929 Stock Market?
-
In
-
Rappoport, P., and White, E. N., 1991. “ Was There a Bubble in the 1929 Stock Market? ”. In NBER Working Paper, No. 3612
-
(1991)
NBER Working Paper
-
-
Rappoport, P.1
White, E.N.2
-
20
-
-
0000893807
-
Do Stock Prices Move Too Much To Be Justified By Subsequent Changes in Dividends?
-
June
-
Shiller, R. J., 1981. Do Stock Prices Move Too Much To Be Justified By Subsequent Changes in Dividends?. American Economic Review, June: 421–436.
-
(1981)
American Economic Review
, pp. 421-436
-
-
Shiller, R.J.1
-
21
-
-
0001451477
-
The Internationalization of Stock Markets and the Abolition of U.K. Exchange Control
-
May, and
-
Taylor, M. P., and Tonks, I., 1989. The Internationalization of Stock Markets and the Abolition of U.K. Exchange Control. Review of Economics and Statistics, May: 332–336.
-
(1989)
Review of Economics and Statistics
, pp. 332-336
-
-
Taylor, M.P.1
Tonks, I.2
-
22
-
-
85070132370
-
Testing for the Present Value Representation of Stock Prices in a Fully Specified Gaussian Error Correction Frameworks
-
Yuhn, K. H. “Testing for the Present Value Representation of Stock Prices in a Fully Specified Gaussian Error Correction Frameworks,” Unpublished Manuscript, Florida Atlantic University, August 1995.
-
(1995)
Unpublished Manuscript, Florida Atlantic University, August
-
-
Yuhn, K.H.1
|