Journal of Applied Economics Banner
Volume 8 Number 1 January-March, 1993
News Effects in a High-frequency Model of the Sterling-Dollar Exchange Rate
C.A.E. Goodhart, S.G. Hall, S.G.B. Henry and B. Pesaran
Intra-day Futures Price Volatility: Information Effects and Variance Persistence
P.R. Locke and C.L. Sayers
Threshold ARCH Models and Asymmetries in Volatility
R. Rabemananjara and J.M. Zakoian
Testing the Differences between the Determinants of Moody's and Standard & Poor's Ratings. An Application of Smooth Simulated Maximum Likelihood Estimation
C.-G. Moon and J.G. Stotsky
The Cyclical and Secular Behaviour of the Labour Input: Comparing Efficiency Units and Hours Worked
G.D. Hansen
On the Estimation of Simultaneous-equations Error-components Models with an Application to a Model of Developing Country Foreign Trade
T. Kinal and K. Lahiri
An Analysis of Publication Lags in Econometrics
P.K. Trivedi

Software Review
GAIM 1.1: A Review
A. Harrison

Book Reviews

Previous Issue Home Next Issue

© 2005 by John Wiley & Sons, Ltd.