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There are 17208 results for: content related to: Price Discovery in Interrelated Markets

  1. A Bloom Filter Based Model for Decentralized Authorization

    International Journal of Intelligent Systems

    Volume 28, Issue 6, June 2013, Pages: 565–582, Simon N. Foley and Guillermo Navarro-Arribas

    Version of Record online : 26 MAR 2013, DOI: 10.1002/int.21593

  2. Risk-Free Rates and Variance Futures Prices

    Journal of Futures Markets

    Volume 36, Issue 10, October 2016, Pages: 943–967, Leonidas S. Rompolis

    Version of Record online : 23 DEC 2015, DOI: 10.1002/fut.21767

  3. A Comparison of Johansen's, Bierens’ and the Subspace Algorithm Method for Cointegration Analysis

    Oxford Bulletin of Economics and Statistics

    Volume 66, Issue 3, July 2004, Pages: 399–424, Martin Wagner

    Version of Record online : 13 JUL 2004, DOI: 10.1111/j.1468-0084.2004.00085.x

  4. An Empirical Analysis of Analysts' Target Prices: Short-term Informativeness and Long-term Dynamics

    The Journal of Finance

    Volume 58, Issue 5, October 2003, Pages: 1933–1967, Alon Brav and Reuven Lehavy

    Version of Record online : 11 SEP 2003, DOI: 10.1111/1540-6261.00593

  5. The Effect of the Hedge Horizon on Optimal Hedge Size and Effectiveness When Prices are Cointegrated

    Journal of Futures Markets

    Volume 32, Issue 9, September 2012, Pages: 837–876, Ted Juhl, Ira G. Kawaller and Paul D. Koch

    Version of Record online : 16 SEP 2011, DOI: 10.1002/fut.20544

  6. Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets

    Journal of Futures Markets

    Volume 33, Issue 11, November 2013, Pages: 1024–1045, Joakim Westerlund and Paresh Narayan

    Version of Record online : 10 JUN 2013, DOI: 10.1002/fut.21624

  7. Have Your Cake and Eat It Too? Cointegration and Dynamic Inference from Autoregressive Distributed Lag Models

    American Journal of Political Science

    Andrew Q. Philips

    Version of Record online : 25 JUL 2017, DOI: 10.1111/ajps.12318

  8. You have free access to this content
    Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term

    The Econometrics Journal

    Volume 12, Issue 3, November 2009, Pages: 414–435, Matei Demetrescu, Helmut Lütkepohl and Pentti Saikkonen

    Version of Record online : 24 NOV 2009, DOI: 10.1111/j.1368-423X.2009.00297.x

  9. Cointegration and the Monetary Exchange Rate Model Revisited

    Oxford Bulletin of Economics and Statistics

    Volume 64, Issue 4, September 2002, Pages: 361–380, Jan J. J. Groen

    Version of Record online : 16 OCT 2002, DOI: 10.1111/1468-0084.00024

  10. Spanning embeddings of arrangeable graphs with sublinear bandwidth

    Random Structures & Algorithms

    Volume 48, Issue 2, March 2016, Pages: 270–289, Julia Böttcher, Anusch Taraz and Andreas Würfl

    Version of Record online : 7 JUL 2015, DOI: 10.1002/rsa.20593

  11. Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy

    Journal of Applied Econometrics

    Volume 28, Issue 1, January/February 2013, Pages: 62–81, Markus Jochmann, Gary Koop, Roberto Leon-Gonzalez and Rodney W. Strachan

    Version of Record online : 28 MAR 2011, DOI: 10.1002/jae.1238

  12. Permanent vs transitory components and economic fundamentals

    Journal of Applied Econometrics

    Volume 21, Issue 4, May/June 2006, Pages: 521–542, Anthony Garratt, Donald Robertson and Stephen Wright

    Version of Record online : 7 MAR 2006, DOI: 10.1002/jae.850

  13. Normalization in cointegrated time series systems

    Canadian Journal of Economics/Revue canadienne d'économique

    Volume 42, Issue 4, November / novembre 2009, Pages: 1547–1560, Robert J. Rossana

    Version of Record online : 7 OCT 2009, DOI: 10.1111/j.1540-5982.2009.01557.x

  14. A fractionally cointegrated VAR analysis of economic voting and political support

    Canadian Journal of Economics/Revue canadienne d'économique

    Volume 47, Issue 4, November/Novembre 2014, Pages: 1078–1130, Maggie E. C. Jones, Morten Ørregaard Nielsen and Michał Ksawery Popiel

    Version of Record online : 16 DEC 2014, DOI: 10.1111/caje.12115

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    Cointegration analysis of hemispheric temperature relations

    Journal of Geophysical Research: Atmospheres (1984–2012)

    Volume 107, Issue D2, 30 January 2002, Pages: ACL 8-1–ACL 8-10, Robert K. Kaufmann and David I. Stern

    Version of Record online : 23 JAN 2002, DOI: 10.1029/2000JD000174

    Corrected by:

    Climate and Dynamics: Correction to “Cointegration analysis of hemispheric temperature relations” by Robert K. Kaufmann and David I. Stern

    Vol. 107, Issue D6, ACL 3-1, Version of Record online: 29 MAR 2002

  16. Determination of Long-run and Short-run Dynamics in EC-VARMA Models via Canonical Correlations

    Journal of Applied Econometrics

    Volume 31, Issue 6, September/October 2016, Pages: 1100–1119, George Athanasopoulos, Donald S. Poskitt, Farshid Vahid and Wenying Yao

    Version of Record online : 16 SEP 2015, DOI: 10.1002/jae.2484

  17. An I(2) cointegration analysis of small-country import price determination

    The Econometrics Journal

    Volume 6, Issue 1, June 2003, Pages: 53–71, Hans Christian Kongsted

    Version of Record online : 5 JUN 2003, DOI: 10.1111/1368-423X.00099

  18. MEASURING PRICE ELASTICITY OF SECTORIAL IMPORTS

    Pacific Economic Review

    Volume 17, Issue 2, May 2012, Pages: 181–203, SOYOUNG KIM, BYUNG HEE LEE and SOO KYUNG PARK

    Version of Record online : 17 MAY 2012, DOI: 10.1111/j.1468-0106.2012.00578.x

  19. ARE COMMON STOCKS A HEDGE AGAINST INFLATION?

    Journal of Financial Research

    Volume 29, Issue 1, March 2006, Pages: 1–19, Kul B. Luintel and Krishna Paudyal

    Version of Record online : 25 JAN 2006, DOI: 10.1111/j.1475-6803.2006.00163.x

  20. A Long run structural macroeconometric model of the UK

    The Economic Journal

    Volume 113, Issue 487, April 2003, Pages: 412–455, Anthony Garratt, Kevin Lee, M. Hashem Pesaran and Yongcheol Shin

    Version of Record online : 23 APR 2003, DOI: 10.1111/1468-0297.00131