Nicholas Sarantis

发表

A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP

Mario Cerrato, Nicholas Sarantis, Nicholas Sarantis, 2007, Comput. Stat. Data Anal..

Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence

Nicholas Sarantis, Nicholas Sarantis, 2001 .

A Nonlinear Panel Unit Root Test under Cross Section Dependence

Mario Cerrato, Christian de Peretti, Rolf Larsson, 2011 .

On the short-term predictability of exchange rates: A BVAR time-varying parameters approach

Nicholas Sarantis, Nicholas Sarantis, 2006 .

The monetary exchange rate model in the long run: An empirical investigation

Nicholas Sarantis, Nicholas Sarantis, 1994 .

Modeling non-linearities in real effective exchange rates

Nicholas Sarantis, Nicholas Sarantis, 1999 .

Structural, VAR and BVAR models of exchange rate determination: a comparison of their forecasting performance

Chris Stewart, Nicholas Sarantis, Nicholas Sarantis, 1995 .

An investigation of customer order flow in the foreign exchange market

Mario Cerrato, Nicholas Sarantis, Nicholas Sarantis, 2011 .

Monetary and Asset Market Models for Sterling Exchange Rates: A Cointegration Approach

Chris Stewart, Nicholas Sarantis, Nicholas Sarantis, 1995 .