nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Cointegration and predictability of asset prices 1 We are grateful to Stephen Hall and to the editor for useful comments and suggestions. The usual disclaimer applies. This article is part of an ESRC funded project (grant no. R000237486). 1
|
Caporale, G.M |
|
1998 |
17 |
3 |
p. 441-453 13 p. |
artikel |
2 |
Forecasting exchange rates using TSMARS
|
De Gooijer, Jan G |
|
1998 |
17 |
3 |
p. 513-534 22 p. |
artikel |
3 |
International evidence on equity prices, interest rates and money
|
Lastrapes, W.D. |
|
1998 |
17 |
3 |
p. 377-406 30 p. |
artikel |
4 |
International stock return differentials and real exchange rate changes
|
Malliaropulos, Dimitrios |
|
1998 |
17 |
3 |
p. 493-511 19 p. |
artikel |
5 |
On exchange rates, nominal and real
|
Sjaastad, Larry A. |
|
1998 |
17 |
3 |
p. 407-439 33 p. |
artikel |
6 |
Structural change and asset pricing in emerging markets
|
Garcia, René |
|
1998 |
17 |
3 |
p. 455-473 19 p. |
artikel |
7 |
Superexogeneity and the dynamic linkages among international equity markets
|
Francis, Bill B. |
|
1998 |
17 |
3 |
p. 475-492 18 p. |
artikel |
8 |
The noise trading approach — questionnaire evidence from foreign exchange
|
Menkhoff, L |
|
1998 |
17 |
3 |
p. 547-564 18 p. |
artikel |
9 |
The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence
|
Lui, Yu-Hon |
|
1998 |
17 |
3 |
p. 535-545 11 p. |
artikel |