P.O. Box 21210
in Total Papers Downloads
in Total Papers Citations
Commodity prices, exchange rates, noncausal autoregression, nonlinearity
Asset pricing, Heterogeneous beliefs, Smooth-transition autoregression
asset pricing, heterogeneous agents, VAR approach
noncausal autoregressions, stock prices, heterogeneous expectations
generalized method of moments, noncausal autoregression, rational expectations
Public debt, Debt share, GDP growth
VCV, Trading volume, Informed trading
institutional trading, liquidity, return predictability, size premium
foreign aid, growth, time series, VAR models
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: OBES.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.327 seconds