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JEL Code: C22
540,959 Total downloads
Showing Papers 1,701 - 1,750 of 3,447
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Long-Run Stock Price-House Price Relation: Evidence from an ESTR Model
David G. McMillan
Date Posted: August 22, 201166 downloads
Long-Run Risk and its Implications for the Equity Premium Puzzle: New Evidence from a Multivariate Framework Journal of Money, Credit, and Banking, Forthcoming
Jun Ma
Date Posted: April 25, 2011Last Revised: August 22, 201282 downloads
Long-Run Productivity Shifts and Cyclical Fluctuations: Evidence for Italy IMF Working Paper No. 05/228
Silvia Sgherri
Date Posted: March 03, 200638 downloads
Long-Run Money Demand in OECD Countries – Cross-Member Cointegration Ruhr Economic Paper No. 237
Frauke Dobnik
Date Posted: February 03, 201137 downloads
Long-Run Factors and Fluctuations in Dividend/Price EFA 2009 Bergen Meetings Paper
Carlo A. Favero ,
Arie Eskenazi Gozluklu
and
Andrea Tamoni
Date Posted: February 14, 2009Last Revised: July 21, 2009186 downloads
Long-Range Dependence in Daily Volatility on Tunisian Stock Market Volume 10 No. 3, 2005
Mondher Bellalah
,
Chaker Aloui
and
Ezzeddine Abaoub
Date Posted: August 16, 2005175 downloads
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices
Zhongjun Qu
Date Posted: June 30, 200879 downloads
Long-Horizon Return Regressions with Historical Volatility and Other Long-Memory Variables
Natalia Sizova
Date Posted: July 26, 201046 downloads
Long-Horizon Regressions when the Predictor is Slowly Varying
Hyungsik Roger Moon ,
Antonio Rubia Serrano
and
Rossen I. Valkanov
Date Posted: July 18, 2004138 downloads
Long-Horizon Exchange Rate Predictability Board of Governors of the Federal Reserve System Finance and Econ. Disc. Series 96-39
Jeremy Berkowitz and
Lorenzo Giorgianni
Date Posted: October 17, 1996
Long Run Variance Estimation Using Steep Origin Kernels Without Truncation Cowles Foundation Discussion Paper No. 1437
Peter C. B. Phillips ,
Yixiao Sun
and
Sainan Jin
Date Posted: September 17, 200394 downloads
Long Run Relationship between Real Exchange Rate and Real Interest Rate Differentials: The Cointegration Approach
Nilanjan Patra
Date Posted: December 13, 2006332 downloads
Long Run Covariance Matrices for Fractionally Integrated Processes Cowles Foundation Discussion Paper No. 1611
Peter C. B. Phillips and
Chang Sik Kim
Date Posted: June 14, 200749 downloads
Long Run Canonical Correlations: Estimation and Inference
Prosper Dovonon
,
Alastair Hall
and
Kalidas Jana
affiliation not provided to SSRN
Date Posted: November 05, 200924 downloads
Long Run and Short Run Test for Market Efficiency: Evidence for the British Pound, the German Mark and the Japanese Yen Operational Research: An International Journal, Vol. 6, No. 2, pp. 163-182, 2006
Dimitris Kenourgios
,
Aristeidis Samitas
and
Andreas Christodoulou
affiliation not provided to SSRN
Date Posted: January 17, 2009
Long Run and Cyclical Dynamics in the U.S. Stock Market CESifo Working Paper No. 2046
Guglielmo Maria Caporale and
Luis A. Gil-Alana
Date Posted: July 06, 2007102 downloads
Long Memory with Markov-Switching GARCH CESifo Working Paper Series No. 2225
Walter Kraemer
Date Posted: February 19, 200899 downloads
Long Memory Processes and Chronic Inflation: Detecting Homogeneous Components in a Linear Rational Expectation Model IMF Working Paper No. 94/2
Fabio Scacciavillani
Date Posted: February 15, 200650 downloads
Long Memory in US Real Output per Capita CESifo Working Paper Series No. 2671
Guglielmo Maria Caporale and
Luis A. Gil-Alana
Date Posted: June 29, 200924 downloads
Long Memory in US Real Output Per Capita DIW Berlin Discussion Paper No. 891
Guglielmo Maria Caporale and
Luis A. Gil-Alana
Date Posted: August 31, 200913 downloads
Long Memory in the Ukrainian Stock Market DIW Berlin Discussion Paper No. 1279
Guglielmo Maria Caporale and
Luis A. Gil-Alana
Date Posted: March 28, 201311 downloads
Long Memory in Stock Trading Volume: Evidence from Indian Stock Market
Alok Kumar
Date Posted: June 23, 2004354 downloads
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model CREATES Research Paper No. 2007-10
Bent Jesper Christensen ,
Morten Ørregaard Nielsen and
Jie Zhu
Date Posted: June 24, 200854 downloads
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model
Bent Jesper Christensen ,
Morten Ørregaard Nielsen and
Jie Zhu
Date Posted: June 22, 200869 downloads
Long Memory in Exchange Rates: International Evidence The International Journal of Business and Finance Research, Vol. 2, No. 1, pp. 31-39, 2008
Christos Floros
Date Posted: February 19, 2010
Long Memory in Emerging Market Stock Returns FRB International Finance Discussion Paper No. 650
Jonathan H. Wright
Date Posted: August 17, 2000428 downloads
Long Memory GARCH Processes: Empirical Evidence from the Tunisian Stock Exchange Market
Amine Lahiani
and
Ouidad Yousfi
Date Posted: April 08, 2008191 downloads
Long Memory Dynamics for Multivariate Dependence Under Heavy Tails Tinbergen Institute Discussion Paper 11-175/5/DSF28
Pawel Janus ,
Siem Jan Koopman and
Andre Lucas
Date Posted: December 14, 201155 downloads
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate DIW Berlin Discussion Paper No. 975
Guglielmo Maria Caporale and
Luis A. Gil-Alana
Date Posted: April 27, 201076 downloads
Long Memory and Periodicity in Intraday Volatility of Stock Index Futures
Eduardo Rossi
Date Posted: August 25, 2009249 downloads
Long Memory and Long Run Variation Cowles Foundation Discussion Paper No. 1656
Peter C. B. Phillips
Date Posted: May 21, 200862 downloads
Long Memory and Level Shifts: Re-Analyzing Inflation Rates Empirical Economics, Vol. 24, No. 3, August 1999
Charles S. Bos ,
Philip Hans Franses and
Marius Ooms
Date Posted: September 23, 1999
Long Memory and Fractional Integration in High Frequency Financial Time Series DIW Berlin Discussion Paper No. 1016
Guglielmo Maria Caporale and
Luis A. Gil-Alana
Date Posted: July 15, 201034 downloads
Long Memory and Fractional Integration in High Frequency Data on the US Dollar/British Pound Spot Exchange Rate CESifo Working Paper Series No. 4224
Guglielmo Maria Caporale and
Luis A. Gil-Alana
Date Posted: May 08, 201315 downloads
Long Memory and Fractional Integration in High Frequency Data on the US Dollar/British Pound Spot Exchange Rate DIW Berlin Discussion Paper No. 1294
Guglielmo Maria Caporale and
Luis A. Gil-Alana
Date Posted: May 14, 201312 downloads
Long Memory and Estimation of Memory Parameters: Nigerian and US Inflation Rates
OlaOluwa S. Yaya
and
Olanrewaju I. Shittu
affiliation not provided to SSRN
Date Posted: August 14, 201028 downloads
Long Memory and Correlation Dynamics of Eurozone Sovereign CDSs
Yalin Gunduz
and
Orcun Kaya
Date Posted: April 16, 2013Last Revised: April 22, 201319 downloads
Long Maturity Forward Rates of Major Currencies are Stationary Corvinus University of Budapest, Dept. of Mathematical Economics and Economic Analysis Working Paper No. 2006/3
Zsolt Darvas and
Zoltán Schepp
Date Posted: January 08, 200762 downloads
Logistic Law of Growth as a Base for Method of Forecasting Stock Market Data
Rafał Siedlecki
and
Daniel Papla
Date Posted: August 29, 2012Last Revised: October 29, 201215 downloads
Log Periodogram Regression: The Nonstationary Case Cowles Foundation Discussion Paper No. 1587
Chang Sik Kim
and
Peter C. B. Phillips
Date Posted: October 17, 200660 downloads
Loch Linear Fitting Under Near Epoch Dependence: Uniform Consistency with Convergence Rate LSE STICERD Research Paper No. EM549
Degui Li ,
Oliver B. Linton and
Zudi Lu
affiliation not provided to SSRN
Date Posted: November 30, 201014 downloads
Location, Location, Location! A Classroom Demonstration of the Hotelling Model
Lisa R. Anderson ,
Jessica Holmes
,
Mark Jeffreys
,
Daniel Lass
and
John C Soper
Date Posted: February 08, 2007175 downloads
Local Whittle Analysis of Stationary Fractional Cointegration U of Aarhus, Economics Working Paper No. 2002-8
Morten Ørregaard Nielsen
Date Posted: August 20, 2002
Local Sensitivity and Diagnostic Tests CentER Discussion Paper No. 2004-105
J.R. Magnus and
Andrey L. Vasnev
Date Posted: December 07, 200437 downloads
Local Power Functions of Tests for Double Unit Roots UCSD Economics Discussion Paper No. 2000-12
Niels Haldrup and
Peter M. Lildholdt
Date Posted: December 01, 200050 downloads
Local Polynomial Whittle Estimation of Perturbed Fractional Processes
Per Skaarup Frederiksen
,
Frank Nielsen
and
Morten Ørregaard Nielsen
Date Posted: June 11, 200832 downloads
Local Polynomial Whittle Estimation Covering Non-Stationary Fractional Processes CREATES Research Paper No. 2008-28
Frank Nielsen
Date Posted: June 11, 200829 downloads
Local Empirical Measure of Multivariate Processes with Long Range Dependence Stochastic Processes and their Applications, Vol. 109, pp. 145-166, 2004
Morten Ørregaard Nielsen
Date Posted: June 18, 2004
Local Empirical Measure of Multivariate Processes with Long Range Dependence U of Aarhus, Economics Working Paper No. 2002-16
Morten Ørregaard Nielsen
Date Posted: January 07, 2003
Liquidity: Persistence and Forecast in Open Electronic Limit Order Book Market
Santosh Kumar
Date Posted: October 18, 2003292 downloads
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