Nonlinear Stock Price Adjustment in the G7 Countries
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- Georges Prat & Fredj Jawadi, 2007. "Nonlinear stock prices adjustment in the G7 countries," Working Papers halshs-00172896, HAL.
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- Jawadi, Fredj & Sousa, Ricardo M., 2013.
"Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity,"
Elsevier, vol. 32(C), pages 507-515.
- Fredj Jawadi & Ricardo M. Sousa, 2012. "Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity," NIPE Working Papers 22/2012, NIPE - Universidade do Minho.
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- Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2013. "What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?," Post-Print hal-01410577, HAL.
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- repec:kap:rqfnac:v:49:y:2017:i:3:d:10.1007_s11156-016-0604-y is not listed on IDEAS
- Prat, Georges, 2013.
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- Georges Prat, 2010. "Equity Risk Premium and Time Horizon : What do the U.S. Secular Data Say ?," EconomiX Working Papers 2010-22, University of Paris Nanterre, EconomiX.
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"Modelling money demand: further evidence from an international comparison,"
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- Jawadi, Fredj & Leoni, Patrick, 2009. "Threshold cointegration relationships between oil and stock markets," Discussion Papers of Business and Economics 3/2009, University of Southern Denmark, Department of Business and Economics.
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More about this item
KeywordsPrice; heterogeneous transaction costs; STECMs;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-07-03 (All new papers)
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