Sep 30 2022 Guglielmo Maria Caporale , Luis A Gil-Alana and Olaoluwa Simon Yaya   Modeling persistence and non-linearities in the US treasury 10-year bond yields   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 29 2016 Ramzi Boussaidi and Abaoub Ezzeddine   The dynamics of Stock price adjustment to fundamentals: an empirical essay via STAR models in the Tunisian stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 07 2015 Aviral Kumar Tiwari , Aruna Kumar Dash and Subhendu Dutta   Testing the mean reversion in prices of agricultural commodities in India   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 25 2014 Jan-Moritz Hohn   If you call it a wave: system parameters of merger waves - a wave pattern analysis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 03 2014 Cleomar Gomes da Silva and Flávio Vilela Vieira   BRICS countries: real interest rates and long memory   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 02 2013 Luis a. Gil-alana and Liang Jiang   Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 24 2012 Kuang-Liang Chang   Stock return predictability and stationarity of dividend yield   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 07 2012 Chih-kai Chang and Tsangyao Chang   Revisiting the sustainability of current account deficit: SPSM using the panel KSS Test with a Fourier Function   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 25 2011 Tiziana Caliman and Enrico di Bella   Spatial Autoregressive Models for House Price Dynamics in Italy   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 25 2011 Shu-Yi Liao , Mao-Lung Huang and Lan-Hsun Wang   Mean-reverting behavior of consumption-income ratio in OECD countries: evidence from SURADF panel unit root tests   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 11 2010 Abd Halim Ahmad , Siti Nurazira Mohd Daud and W.N.W. Azman-Saini   Efficient market hypothesis in emerging markets: Panel data evidence with multiple breaks and cross sectional dependence   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 11 2010 Marcel Aloy , Mohamed Boutahar , Karine Gente and Anne Péguin-feissolle   Fractional integration and cointegration in stock prices and exchange rates   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 06 2010 Dara Long   The Long-Run of Purchasing Power Parity: The Case of Japan   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 02 2009 Vasudeva N. R. Murthy and Emmanuel Anoruo   Are Per Capita Real GDP Series in African Countries Non-stationary or Non-linear? What does Empirical Evidence Reveal?   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 20 2009 Juan Carlos Cuestas and Javier Ordoñez   Nonlinearities in price convergence among Mercosur countries   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 05 2008 Jeng-Bau Lin , Jin-Ming Liang and Chin-Chia Liang   Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 31 2008 Jue-Shyan Wang and Mei-Yin Lin   Mean Reversion of Balance of Payments¡GEvidence from Sequential Trend Break Unit Root Tests   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 13 2007 Paresh Narayan and Arti Prasad   Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 15 2007 Chien-Chiang Lee and Chun-Ping Chang   Mean reversion of inflation rates in 19 OECD countries: Evidence from panel Lm unit root tests with structural breaks   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 12 2006 Mario Cerrato and Nick Sarantis   Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 03 2003 Sofiane Hicham Sekioua   The Nominal Exchange Rate and Monetary Fundamentals: Evidence from Nonlinear Unit Root Tests   Abstract  Contact Information  Citation  Full Text  -  Note