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Sunspots and predictable asset returns
International audience -
Une synthèse des tests de cointégration sur données de panel
Document de recherche du LEO - DR LEO 2006-12 -
A new approach for estimation of long-run relationships in economic analysis ...
In time series analysis, most estimation of relationships and tests are typically based on linear estimators and most classical co-integration methods and causality... -
The main determinant of venture capital
He thesis focuses on the determinants of venture capital dynamism. Our approach aims not only at identifying factors that led to the phenomenal development of this... -
Global integration of European tuna markets
International audience -
Efficiency and Dynamics of Islamic Investment: Evidence of Geopolitical Effec...
International audience -
Robust Cointegration Testing in the Presence of Weak Trends, with an Applicat...
Standard tests for the rank of cointegration of a vector autoregressive process present distributions that are affected by the presence of deterministic trends. We... -
The relation between corporate credit spreads, treasury yields and the equity...
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Long-term fuel demand: Not only a matter of fuel price
International audience
