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| Mar 30 2024 |
Boumediene Souiki and Françoise Seyte |
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Liquidity on Eurozone stock markets: A non-linear approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 09 2016 |
Nidhal Mgadmi , Helmi Hamdi and Houssem Rachdi |
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Non-Linear Modelling of Money Demand in Tunisia: Evidence from the STAR Model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 05 2016 |
Stephen Norman |
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Attractor misspecification and threshold estimation bias |
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Abstract Contact Information Citation Full Text - Note |
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| May 18 2016 |
Juan Gabriel Brida , Bibiana Lanzilotta and Fiorella Pizzolon |
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Dynamic relationship between tourism and economic growth in MERCOSUR countries: a nonlinear approach based on asymmetric time series models |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 29 2016 |
Ramzi Boussaidi and Abaoub Ezzeddine |
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The dynamics of Stock price adjustment to fundamentals: an empirical essay via STAR models in the Tunisian stock market |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 29 2016 |
Andrew Phiri |
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Did the global financial crisis alter equilibrium adjustment dynamics between the US federal fund fund rates and stock price volatility in the SSA region? |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 27 2012 |
Ghassen El Montasser and Ahdi Noomen Ajmi |
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The fractional integrated bi- parameter smooth transition autoregressive model |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 09 2011 |
Jhih-Hong Zeng , Chun-ping Chang and Chien-chiang Lee |
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Are Fruit and Vegetable Prices Non-linear Stationary?
Evidence from Smooth Transition Autoregressive Models |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 05 2008 |
Jeng-Bau Lin , Jin-Ming Liang and Chin-Chia Liang |
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Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 04 2005 |
Boriss Siliverstovs |
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The Bi-parameter Smooth Transition Autoregressive model |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 17 2004 |
Valerie Mignon and Gilles Dufrenot |
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Modeling the French Consumption Function Using SETAR Models |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 06 2002 |
Dimitris Christopoulos and Eftymios Tsionas |
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Non-Sationarity in the Consumption-Income Ratio: Further Evidence from Panel and Assymetric Unit Root Tests |
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Abstract Contact Information Citation Full Text - Note |
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