Are Asian real exchange rates stationary? by Liew, Venus Khim Sen, Baharumshah, Ahmad Zubaidi, Chong, Terence Tai Leung

“…By applying the newly developed nonlinear stationary test advanced by Kapetanios et al. [Journal of Econometrics 112 (2003) 359] in examining the stationary property of 11 Asian real exchange rates, this paper rejects unit root in 8 US dollar-based and 6 Japanese yen-based rates, whereas the augmented Dickey–Fuller (ADF) test has led to no rejection at all.…”
Get full text

Financial integration and the ASEAN-5 equity markets by Wan Ngah, Wan Azman Saini, Mohamed, Azali, Habibullah, Muzafar Shah, Matthews, K. G.

“…The results of Granger noncausality test due to Toda and Yamamoto (Journal of Econometrics, 66, 225-50, 1995) reveal that the Singapore equity market was not affected by other markets except by the Philippines in the long run. …”
Get full text

Some new asymptotic theory for least squares series: Pointwise and uniform results by Belloni, Alexandre, Chetverikov, Denis, Kato, Kengo

Get full text

Network and panel quantile effects via distribution regression by Chernozhukov, Victor, Fernández-Val, Iván, Weidner, Martin

Get full text

Forecasting stock market out-of-sample with regularised regression training techniques by Iworiso, Jonathan

Get full text

Working with Data: Two Empiricists’ Experience by Metaxoglou, Konstantinos, Knittel, Christopher Roland

Get full text
Get full text