Author:
BAILLIE RICHARD T.,BOLLERSLEV TIM
Subject
Economics and Econometrics,Finance,Accounting
Reference28 articles.
1. Common stochastic trends in a system of exchange rates;Baillie;The Journal of Finance,1989a
2. The message in daily exchange rates: A conditional variance tale;Baillie;Journal of Business and Economic Statistics,1989b
3. The search for equilibrium relationships in international finance: The case of the monetary model;Baillie;Journal of International Money and Finance,1991
4. A fractional cointegration analysis of purchasing power parity;Cheung;Journal of Business and Economic Statistics,1993
5. Small sample bias in conditional sum of squares estimation of fractionally integrated ARMA models;Chung;Empirical Economics,1993
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