SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Revisiting structural change and market integration in late 19th century American capital markets
13 references·1 citing·39 second hop
Revisiting structural change and market integration in late 19th century American capital markets (2007)Revisiting structural change and market i…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models (2000)Dynamic Conditional Correlati…Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Cointegration and market integration: An application to the Indonesian rice market (1994)Cointegration and market inte…Multivariate Cointegration Tests and the Law of One Price in International Wheat Markets (1992)Multivariate Cointegration Te…Purchasing Power Parity in the Long Run: A Cointegration Approach (1990)Purchasing Power Parity in th…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Testing Market Integration (1986)Testing Market IntegrationTrends and random walks in macroeconmic time series (1982)Trends and random walks in ma…The Development of the National Money Market, 1893-1911 (1976)The Development of the Nation…Federal Policy, Banking Market Structure, and Capital Mobilization in the United States, 1863–1913 (1969)Federal Policy, Banking Marke…The Investment Market, 1870–1914: The Evolution of a National Market (1965)The Investment Market, 1870–1…Currency Union with and Without Banking Union (2013)Currency Union with and Witho…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Further evidence on breaking trend functions in macroeconomic variables (1997)The saving and investment nexus for China: evidence from cointegration tests (2005)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Spatial and temporal price and allocation models (1971)Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Poverty and Famines: An Essay on Entitlement and Deprivation. (1982)Transfer Costs, Spatial Arbitrage, and Testing for Food Market Integration (1997)Distinguishing between Equilibrium and Integration in Spatial Price Analysis (2002)Returns to social network capital among traders (2002)A Capital Asset Pricing Model with Time-Varying Covariances (1988)Long-Term Global Market Correlations (2001)Modeling and Forecasting Realized Volatility (2001)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Banks and Politics in America from the Revolution to the Civil War (1958)Economic Backwardness in Historical Perspective (1963)Economic Backwardness in Historical Perspective. (1963)Historical Perspectives on Financial Development and Economic Growth (2002)Legal-Political Factors and the Historical Evolution of the Finance-Growth Link (2006)Purchasing power parity and unit root tests using panel data (1996)Long-run PPP may not hold after all (2000)Purchasing Power Parity and the Real Exchange Rate (2002)Finance Capitalism and Germany's Rise to Industrial Power (2007)Land and Credit: A Study of the Political Economy of Banking in the United States in the Early 20th Century (2011)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 2000Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models1,108 cited
  • 1986Testing Market Integration662 cited
  • 1990Purchasing Power Parity in the Long Run: A Cointegration Approach330 cited
  • 1965The Investment Market, 1870–1914: The Evolution of a National Market265 cited
  • 1969Federal Policy, Banking Market Structure, and Capital Mobilization in the United States, 1863–1913214 cited
  • 1994Cointegration and market integration: An application to the Indonesian rice market197 cited
  • 1992Multivariate Cointegration Tests and the Law of One Price in International Wheat Markets132 cited
  • 1976The Development of the National Money Market, 1893-191169 cited

Cited by

  • 2013Currency Union with and Without Banking Union26 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work