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Browsing by Author Penm, Jammie H C

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Showing results 1 to 12 of 12

A New Approach to Testing PPP using VECM: Evidence from the Yen

Author(s)Brailsford, Timothy John; Penm, Jammie H C; Terrell, Richard
TypeJournal article
Date Published2004
Date Created-

ASEAN Dollar: A Common Currency Establishment for Stronger Economics Growth of ASEAN Region

Author(s)Agarwal, Aman; Penm, Jammie H C; Wong, Wing-Keung, et al
TypeJournal article
Date Published2004
Date Created-

Causality and Cointegraton tests in the frameworks of a single Zero-Non-Zero patterned vector time series modelling

Author(s)Penm, Jammie H C; Terrell, Richard; Wong, Wing-Keung
TypeJournal article
Date Published2003
Date Created-

Cointegrating Tests of Purchasing Power Parity Using ZNZ Patterned VECM

Author(s)Penm, Jammie H C
TypeJournal article
Date Published2001
Date Created-

On the consistency and measurability of credit ratings and new-issue spreads for corporate bonds in Taiwan

Author(s)Tsai, WeiPen; Pan, Juin-Lin; Penm, Jammie H C
TypeBook chapter
Date Published2005
Date Created-

Revisit of the volume versus GARCH effects: evidence from US stock markets

Author(s)Penm, Jammie H C; Wong, Wing-Keung
TypeBook chapter
Date Published2005
Date Created-

Selecting the forgetting factor in subset autoregressive modelling

Author(s)Brailsford, Timothy J; Penm, Jammie H C
TypeJournal article
Date Published2002
Date Created-

The Relationship Between Stock Markets of Major Developed Countries and Asian Emerging Markets

Author(s)Wong, Wing-Keung; Penm, Jammie H C; Terrell, Richard, et al
TypeJournal article
Date Published2004
Date Created-

The Sequential Estimation of Subset VAR with Forgetting Factor and Intercept Variable

Author(s)O'Neill, Terence; Penm, Jammie H C; Terrell, Richard
TypeJournal article
Date Published2004
Date Created-

The Sequential Fitting of Subset Auto Regressions with a Forgetting Factor

Author(s)Brailsford, Timothy John; Hyung, Namwon; Penm, Jammie H C, et al
TypeJournal article
Date Published2004
Date Created-

Using a Zero-Non-Zero Patterned Error-Correction Model to Examine the Process of Price Formation in Metals Markets

Author(s)Penm, Jack HW; Penm, Jammie H C; Terrell, Richard
TypeJournal article
Date Published2001
Date Created-

VECM modeling with exogenous variables and metal price formation in panel data using the example of aluminium

Author(s)Agarwal, Aman; Penm, Jammie H C; Terrell, Richard
TypeJournal article
Date Published2003
Date Created-
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