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2. Economic uncertainty or financial uncertainty? An empirical analysis of bank risk-taking in Asian emerging markets. (2021). Liu, Xiaoyan ; Zheng, Dazhi ; Wu, JI.
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3. Lessons from estimating the average option-implied volatility term structure for the Spanish banking sector. (2021). Gonzalez-Perez, Maria T.
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4. Economic uncertainty and bank risk: Evidence from emerging economies. (2020). Jeon, Bang ; Chen, Minghua ; Yao, Yao ; Wu, JI.
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5. Does economic policy uncertainty raise corporate precautionary cash holdings? Evidence from China. (2020). Zhou, Shengshi ; Su, Xin ; Tian, Jinfang ; Xue, Rui.
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6. What Influences Banks Lending in Sub-Saharan Africa?. (2014). .
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7. The relationship between net interest margin and noninterest income using a system estimation approach. (2012). Nguyen, James.
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8. The impact of off-balance-sheet activities on banks returns: An application of the ARCH-M to Canadian data. (2010). Calmès, Christian ; Theoret, Raymond .
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9. Macroeconomic uncertainty and banks lending decisions: the case of Italy. (2009). Quagliariello, Mario.
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10. The Impact of Off-Balance-Sheet Activities on Banks Returns: An Application of the ARCH-M to Canadian Data. (2009). Calmès, Christian ; Calmes, Christian ; Theoret, Raymond .
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11. The Impact of Banking Deregulation on Canadian Banks Returns. (2009). Calmès, Christian ; Calmes, Christian ; Theoret, Raymond .
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12. Banking Deregulation and Financial Stability : is it Time to re-regulate in Canada ?. (2008). Calmès, Christian ; Calmes, Christian ; Theoret, Raymond .
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13. Macroeconomic uncertainty and banks lending decisions: The case of Italy. (2007). Quagliariello, Mario.
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1. TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION.. (2021). DIEBOLT, Claude ; Chikhi, Mohamed.
   In: Working Papers of BETA.
   RePEc:ulp:sbbeta:2021-36.

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2. TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION. (2021). DIEBOLT, Claude ; Chikhi, Mohamed.
   In: Working Papers.
   RePEc:afc:wpaper:09-21.

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3. EXAMINING THE LONG MEMORY IN STOCK RETURNS AND LIQUIDITY IN INDIA. (2020). Bala, Anju ; Gupta, Kapil.
   In: Copernican Journal of Finance & Accounting.
   RePEc:cpn:umkcjf:v:9:y:2020:i:3:p:25-43.

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4. In pursuit of an effective B2B digital marketing strategy in an emerging market. (2019). de Arruda, Noga Simes ; Agnihotri, Raj ; Severo, Marcos Inacio ; Vieira, Valter Afonso ; Arunachalam, S.
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   RePEc:spr:joamsc:v:47:y:2019:i:6:d:10.1007_s11747-019-00687-1.

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5. Testing the relationship between financial sector output, employment and economic growth in North Cyprus. (2019). Sani Ibrahim, Saifullahi ; çavuşoğlu, behiye ; Ozdeser, Huseyin ; Cavusoglu, Behiye.
   In: Financial Innovation.
   RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0151-3.

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6. What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?. (2018). Ftiti, Zied ; Chaouachi, Slim.
   In: Journal of Quantitative Economics.
   RePEc:spr:jqecon:v:16:y:2018:i:3:d:10.1007_s40953-017-0098-z.

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7. Long memory or structural breaks: Some evidence for African stock markets. (2017). Darrat, Ali F ; Tah, Kenneth A ; Ngene, Geoffrey.
   In: Review of Financial Economics.
   RePEc:wly:revfec:v:34:y:2017:i:1:p:61-73.

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8. The random-walk hypothesis revisited: new evidence on multiple structural breaks in emerging markets. (2017). Ngene, Geoffrey ; Darrat, Ali F ; Tah, Kenneth A.
   In: Macroeconomics and Finance in Emerging Market Economies.
   RePEc:taf:macfem:v:10:y:2017:i:1:p:88-106.

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9. Modeling Energy Consumption, CO2 Emissions and Economic Growth Nexus in Ethiopia: Evidence from ARDL Approach to Cointegration and Causality Analysis. (2017). Kebede, Shemelis.
   In: MPRA Paper.
   RePEc:pra:mprapa:83000.

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10. Long memory or structural breaks: Some evidence for African stock markets. (2017). Ngene, Geoffrey ; Darrat, Ali F ; Tah, Kenneth A.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:34:y:2017:i:c:p:61-73.

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11. The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?. (2017). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi ; Mohamad, Nurul Sima .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:50:y:2017:i:c:p:36-51.

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12. Modeling the price relationships between crude oil, energy crops and biofuels. (2016). Chiu, Fan-Ping ; Chen, Chi-Chung ; Ho, Alan ; Hsu, Chia-Sheng .
    In: Energy.
    RePEc:eee:energy:v:109:y:2016:i:c:p:845-857.

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13. Modelling the Real Exchange Rate: A new Sequential Approach. (2014). Chaouachi, Slim .
    In: Working Papers.
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14. Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks. (2014). chaouachi, slim ; Ftiti, Zied.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-147.

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15. Bandwidth selection by cross-validation for forecasting long memory financial time series. (2014). Papailias, Fotis ; Baillie, Richard T. ; Kapetanios, George.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:29:y:2014:i:c:p:129-143.

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16. Not all estimators are born equal: The empirical properties of some estimators of long memory. (2013). Rea, William ; Oxley, Les ; Brown, Jennifer ; Reale, Marco .
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:93:y:2013:i:c:p:29-42.

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17. Determinants of the real exchange rate in a small open economy: Evidence from Canada. (2013). Kia, Amir.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:23:y:2013:i:c:p:163-178.

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18. Sectoral analysis of the causal relationship between electricity consumption and real output in Pakistan. (2013). TANG, Chor Foon ; Shahbaz, Muhammad.
    In: Energy Policy.
    RePEc:eee:enepol:v:60:y:2013:i:c:p:885-891.

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19. Equilibrium exchange rate determination and multiple structural changes. (2013). MacDonald, Ronald ; Kim, Hyunsok ; cerrato, mario.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:22:y:2013:i:c:p:52-66.

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20. Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries. (2011). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan.
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21. Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all?. (2011). PEGUIN-FEISSOLLE, Anne ; Boutahar, Mohamed ; Gente, Karine ; ALOY, Marcel.
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22. The Exchange Rate Pass-Through in the New EU Member States. (2011). Jimborean, Ramona.
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23. Generalized long memory and mean reversion of the real exchange rate. (2010). Smallwood, Aaron ; Norrbin, Stefan.
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:11:p:1377-1386.

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24. Persistence of Inflationary shocks: Implications for West African Monetary Union Membership. (2010). Cuestas, Juan ; Coleman, Simeon ; ALAGIDEDE, PAUL.
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25. Persistence of Inflationary Shocks: Implications for West African Monetary Union Membership. (2010). Cuestas, Juan ; Coleman, Simeon ; ALAGIDEDE, PAUL.
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26. Equilibrium exchange rate determination and multiple structural changes. (2010). MacDonald, Ronald ; Kim, Hyunsok.
    In: Working Papers.
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27. Inflation persistence in the Franc zone: Evidence from disaggregated prices. (2010). Coleman, Simeon.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:32:y:2010:i:1:p:426-442.

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28. Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity. (2010). Shimotsu, Katsumi ; Okimoto, Tatsuyoshi.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:24:y:2010:i:3:p:395-411.

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29. Equilibrium Exchange Rate Determination and Multiple Structural Changes. (2010). MacDonald, Ronald ; Kim, Hyunsok ; cerrato, mario.
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30. Purchasing power parity and long memory. (2009). Yoon, Gawon .
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31. Inflation persistence in the Franc Zone: evidence from disaggregated prices. (2008). Coleman, Simeon.
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32. Measuring the persistence of deviations from purchasing power parity with a fractionally integrated STAR model. (2008). Smallwood, Aaron.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:7:p:1161-1176.

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33. Financial Market Integration and World Economic Stabilization toward Purchasing Power Parity. (2007). Shimotsu, Katsumi ; Okimoto, Tatsuyoshi.
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34. Spot-forward cointegration, structural breaks and FX market unbiasedness. (2007). Villanueva, Miguel O..
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35. Testing for long-run PPP in a system context: Evidence for the US, Germany and Japan. (2006). Sideris, Dimitrios.
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36. Stata: The language of choice for time-series analysis?. (2005). Baum, Christopher.
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    RePEc:tsj:stataj:v:5:y:2005:i:1:p:46-63.

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37. The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty. (2005). Caglayan, Mustafa ; Baum, Christopher ; Ozkan, Neslihan.
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38. Modelling structural breaks, long memory and stock market volatility: an overview. (2005). Urga, Giovanni ; Banerjee, Anindya.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:129:y:2005:i:1-2:p:1-34.

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39. Joint Tests for Non-linearity and Long Memory: The Case of Purchasing Power Parity. (2005). Smallwood, Aaron.
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40. Non-Parametric Tests of Real Exchange rates in the Post-Bretton Woods Era. (2004). Ahking, Francis.
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41. The dynamics of the real exchange rates in Europe: a comparative study across countries using fractional integration. (2004). Gil-Alana, Luis.
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    RePEc:taf:apeclt:v:11:y:2004:i:7:p:429-432.

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42. Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity. (2004). Smallwood, Aaron.
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43. The European Union currencies and the US dollar: from post-Bretton-Woods to the Euro. (2004). Reyes, Marcelo ; Montañés, Antonio ; Gadea, María ; Montanes, Antonio .
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44. Topics in time series regression modeling. (2004). Baum, Christopher.
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    RePEc:boc:usug04:7.

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45. Stata: The language of choice for time series analysis?. (2004). Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:598.

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46. The Validity of PPP Revisited: An Application of Non-linear Unit Root Test. (2003). Liew, Venus.
    In: International Finance.
    RePEc:wpa:wuwpif:0308001.

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47. Quasi purchasing power parity: Structural change in the Mexican peso/us dollar real exchange rate. (2003). Noriega, Antonio ; Medina, Lorena.
    In: Estudios Económicos.
    RePEc:emx:esteco:v:18:y:2003:i:2:p:227-236.

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48. Efficient unit root tests of real exchange rates in the post-Bretton Woods era. (2003). Ahking, Francis.
    In: Economics Bulletin.
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49. Efficient Unit Root Tests of real Exchange Rates in the Post-Bretton Woods Era. (2002). Ahking, Francis.
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50. The Explosion of Purchasing Power Parity. (2001). Lan, Yihui.
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:01-22.

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