1. A multilevel index of heterogeneous short-term and long-term debt dynamics. (2020). Golinelli, Roberto ; Bottazzi, Laura ; Bontempi, Maria.
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2. ynamic corporate capital structure behavior:empirical assessment in the light of heterogeneity and non stationarity. (2015). Golinelli, Roberto ; Bottazzi, Laura ; Bontempi, Maria.
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3. Dynamic corporate capital structure behavior: empirical assessment in the light of heterogeneity and non stationarity. (2015). Golinelli, Roberto ; Bottazzi, Laura ; Bontempi, Maria.
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4. Modelling the longitudinal properties of financial ratios. (2009). McLeay, Stuart ; Stevenson, Maxwell .
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5. Nonlinear adjustment of investors holding periods for common stocks in the presence of unobserved transactions costs: evidence from the UK equity market. (2008). gregoriou, andros ; Ioannidis, C. ; Boinet, V..
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6. Do firm sizes and profit rates converge? Evidence on Gibrats Law and the persistence of profits in the long run. (2006). Wilson, John ; Goddard, John ; McMillan, David ; John O. S. Wilson, .
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1. Climate Stress Test of the Hungarian Banking System. (2022). Bokor, László.
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2. The illusion of oil return predictability: The choice of data matters!. (2022). cotter, john ; Eyiah-Donkor, Emmanuel ; Conlon, Thomas.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:134:y:2022:i:c:s037842662100282x.

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3. The inflation hedging properties of gold, stocks and real estate: A comparative analysis. (2020). Salisu, Afees ; Raheem, Ibrahim ; Ndako, Umar.
   In: Resources Policy.
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4. Is the presidential premium spurious?. (2020). al Zaman, Ashraf ; Sy, Oumar.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:56:y:2020:i:c:p:94-104.

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5. Evidence of spurious results along with spatially autocorrelated errors in the context of geographically weighted regression for two independent SAR(1) processes. (2019). Agiakloglou, Christos ; Tsimpanos, Apostolos ; Tsimbos, Cleon.
   In: Empirical Economics.
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6. Change-in-mean tests in long-memory time series: a review of recent developments. (2019). Wenger, Kai ; Sibbertsen, Philipp ; Leschinski, Christian.
   In: AStA Advances in Statistical Analysis.
   RePEc:spr:alstar:v:103:y:2019:i:2:d:10.1007_s10182-018-0328-5.

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7. Long-term drivers of taxation in francophone West Africa 1893–2010. (2019). Andersson, Jens ; Lazuka, Volha.
   In: World Development.
   RePEc:eee:wdevel:v:114:y:2019:i:c:p:294-313.

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8. Assessing the inflation hedging of gold and palladium in OECD countries. (2019). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:62:y:2019:i:c:p:357-377.

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10. Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance. (2016). Lyócsa, Štefan ; Horvath, Roman ; Baumohl, Eduard.
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11. The dynamic response patterns of output to credit: the case of Saudi Arabia. (2016). Alkhatib, Said M.
    In: International Journal of Economics and Business Research.
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12. DEMOGRAPHICS AND BUSINESS CYCLE VOLATILITY A SPURIOUS RELATIONSHIP?. (2015). Vierke, Hauke ; Everaert, Gerdie.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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13. Persistence Dependence in Empirical Relations: The Velocity of Money. (2015). Verbrugge, Randal ; Ashley, Richard.
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14. What do scientists know about inflation hedging?. (2015). Arnold, Stephan ; Auer, Benjamin R.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:34:y:2015:i:c:p:187-214.

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15. On the time-varying relationship between EMU sovereign spreads and their determinants. (2015). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Bagdatoglou, George .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:44:y:2015:i:c:p:363-371.

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16. The Modi ed R a Robust Measure of Association for Time Series. (2014). Rehman, Atiq ; Malik, Muhammad Irfan ; Rehman, Atiq-ur-, .
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17. Frequency and aircraft size dynamics in a concentrated growth market: The case of the Chinese domestic market. (2014). Wang, Kun ; Fan, Xingli ; Fu, Xiaowen ; Gong, Qiang.
    In: Journal of Air Transport Management.
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18. Volatility and dynamic conditional correlations of worldwide emerging and frontier markets. (2014). Lyócsa, Štefan ; Baumohl, Eduard.
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19. Resolving spurious regressions and serially correlated errors. (2013). Agiakloglou, Christos.
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20. Volatility and dynamic conditional correlations of European emerging stock markets. (2013). Lyócsa, Štefan ; Baumohl, Eduard.
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21. On the time-varying relationship between EMU sovereign spreads and their determinants. (2013). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Bagdatoglou, George .
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22. On the time-varying relationship between EMU sovereign spreads and their determinants. (2013). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Bagdatoglou, George .
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23. Partial unit root and linear spurious regression: A Monte Carlo simulation study. (2013). Zhang, Lingxiang.
    In: Economics Letters.
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24. The spurious regression of AR(p) infinite-variance sequence in the presence of structural breaks. (2013). Yu, Cong ; Zhang, SI ; Jin, Hao.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:67:y:2013:i:c:p:25-40.

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25. On the time-varying relationship between EMU sovereign spreads and their determinants. (2013). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Bagdatoglou, George .
    In: SIRE Discussion Papers.
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26. Changes in persistence, spurious regressions and the Fisher hypothesis. (2013). Ventosa-Santaulària, Daniel ; Noriega, Antonio ; Kruse, Robinson ; Ventosa-Santaularia, Daniel .
    In: CREATES Research Papers.
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27. Useful conclusions from surprising results. (2012). Granger,Clive W. J., ; Granger, Clive W. J., .
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    RePEc:eee:econom:v:169:y:2012:i:2:p:142-146.

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28. A note on spurious significance in regressions involving I(0) and I(1) variables. (2011). Stewart, Chris.
    In: Empirical Economics.
    RePEc:spr:empeco:v:41:y:2011:i:3:p:565-571.

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29. AN ALTERNATIVE APPROACH FOR TESTING FOR LINEAR ASSOCIATION FOR TWO INDEPENDENT STATIONARY AR(1) PROCESSES. (2011). Agiakloglou, Christos.
    In: Post-Print.
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30. Cross listing waves. (2010). Sarkissian, Sergei ; Schill, Michael .
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31. Dynamic Econometric Testing of Climate Change and of its Causes. (2010). Travaglini, Guido.
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32. Social Capital in the Presence of Market Failures. (2010). Lopez-Rodriguez, Patricia ; de la Torre, Rodolfo.
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33. Is the Spurious Regression Problem Spurious?. (2010). McCallum, Bennett.
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34. Expected returns on value, growth, and HML. (2010). Rytchkov, Oleg.
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35. Is the spurious regression problem spurious?. (2010). McCallum, Bennett.
    In: Economics Letters.
    RePEc:eee:ecolet:v:107:y:2010:i:3:p:321-323.

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36. Cliometrics and Time Series Econometrics: Some Theory and Applications. (2010). Oxley, Les ; Grreasley, David .
    In: Working Papers in Economics.
    RePEc:cbt:econwp:10/56.

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37. CLIOMETRICS AND TIME SERIES ECONOMETRICS: SOME THEORY AND APPLICATIONS. (2010). Oxley, Les ; Greasley, David.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:24:y:2010:i:5:p:970-1042.

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38. Political regimes, business cycles, seasonalities, and returns. (2009). Shi, Jing ; Smith, Tom ; Whaley, Robert E. ; Powell, John G..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:6:p:1112-1128.

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39. Election outcomes and financial market returns in Canada. (2009). Coggins, Frank ; Chretien, Stephane .
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    RePEc:eee:ecofin:v:20:y:2009:i:1:p:1-23.

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40. Common Divisors, Payout Persistence, and Return Predictability. (2009). Shi, Jing ; Smith, Tom ; Whaley, Robert ; Powell, John .
    In: International Review of Finance.
    RePEc:bla:irvfin:v:9:y:2009:i:4:p:335-357.

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41. Volatility linkages of the equity, bond and money markets: an implied volatility approach. (2009). Wang, Kent .
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:49:y:2009:i:1:p:207-219.

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42. Consistency, Value Relevance and Sufficiency of Book for Market Values in Five Japanese Conglomerates Over the Period 1950-2004. (2009). Willett, Roger ; OMURA, TERUYO ; COOKE, TERENCE .
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43. Dynamic GMM Estimation With Structural Breaks. An Application to Global Warming and its Causes.. (2008). Travaglini, Guido.
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44. Spurious Regression. (2008). Ventosa-Santaulària, Daniel ; Ventosa-Santaularia, Daniel .
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45. Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression. (2008). Simin, Timothy ; Sarkissian, Sergei ; Ferson, Wayne E..
    In: Journal of Financial and Quantitative Analysis.
    RePEc:cup:jfinqa:v:43:y:2008:i:02:p:331-353_00.

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46. The U.S. Dynamic Taylor Rule With Multiple Breaks, 1984-2001.. (2007). Travaglini, Guido.
    In: MPRA Paper.
    RePEc:pra:mprapa:3419.

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47. Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression. (2006). Simin, Timothy ; Sarkissian, Sergei ; Ferson, Wayne.
    In: NBER Working Papers.
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48. Spurious correlation of I(0) regressors in models with an I(1) dependent variable. (2006). Stewart, Chris.
    In: Economics Letters.
    RePEc:eee:ecolet:v:91:y:2006:i:2:p:184-189.

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49. Further empirical analysis of the time series properties of financial ratios based on a panel data approach. (2004). Venetis, Ioannis ; Peel, Michael.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:3:p:155-163.

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50. Spurious regressions with stationary processes around linear trends. (2004). Kim, Tae-Hwan ; Newbold, Paul ; Lee, Young-Sook.
    In: Economics Letters.
    RePEc:eee:ecolet:v:83:y:2004:i:2:p:257-262.

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