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Volume 13 Number 3 May-June, 1998
Stylized Facts of Daily Return Series and the Hidden Markov Model
T. Ryden, T. Terasvirta and S. Asbrink		217
A Threshold Error-correction Model for Intraday Futures and Index Returns
M. Martens, P. Kofman and T.C.F. Vorst		245
Substitution, Risk Aversion, Taste Shocks and Equity Premia
M. Normandin and P.St-Amour		265
Unemployment Persistence: Does the Size of the Shock Matter?
M. Bianchi and G. Zoega		283
Identifying the Source of Dynamics in Disaggregated Import Data
K. Kasa		305
Software Review
Cats in Rats: Cointegration Analysis of Time Series: Version 1.01
D.Tufte		321

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