Some evidence on mean reversion in ex ante real interest...
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- Scottish Journal of Political Economy, 1996, v. 43, n. 2, p. 177, doi. 10.1111/j.1467-9485.1996.tb00672.x
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- Article
Works matching DE "REVERSION"
Results: 82
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2
TESTING THE CONVERGENCE HYPOTHESIS.
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- Review of Economics & Statistics, 1994, v. 76, n. 3, p. 576, doi. 10.2307/2109982
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- Article
3
Estimating Reversion Value in Discounted Cash Flow Models.
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- Appraisal Journal, 1987, v. 55, n. 2, p. 191
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4
The Reversion Risk Ratio: A Method for Ranking Real Estate Investments Using Traditional Appraisal Tools.
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- Appraisal Journal, 1986, v. 54, n. 1, p. 31
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- Article
5
Nonlinear mean-reversion to purchasing power parity: exponential smooth transition autoregressive models and stochastic unit root processes.
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- Applied Economics, 2010, v. 42, n. 4, p. 489, doi. 10.1080/00036840701604552
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6
A New Proposal for Low-Income Multifamily Housing Valuation.
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- Journal of Property Tax Assessment & Administration, 2009, v. 6, n. 3, p. 51, doi. 10.63642/1357-1419.1105
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- Article
7
Fractional Cointegration Analysis of Securitized Real Estate.
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- Journal of Real Estate Finance & Economics, 2012, v. 44, n. 3, p. 319, doi. 10.1007/s11146-009-9231-x
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- Article
8
Industrial Real Estate Investment: Does the Contrarian Strategy Work?
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- Journal of Real Estate Finance & Economics, 2010, v. 41, n. 2, p. 193, doi. 10.1007/s11146-008-9147-x
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- Article
9
Selectivity, Quality Adjustment and Mean Reversion in the Measurement of House Values.
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- Journal of Real Estate Finance & Economics, 2004, v. 28, n. 2/3, p. 161, doi. 10.1023/B:REAL.0000011152.40485.12
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10
The Behavior of Interest Rates.
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- Review of Financial Studies, 2006, v. 19, n. 2, p. 359, doi. 10.1093/rfs/hhj019
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- Article
11
DDMRS-GARCH Model and Its Applications in Shanghai Stock Market.
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- Journal of Systems Science & Information, 2005, v. 3, n. 1, p. 185
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- Article
12
ABANDONMENT ISSUES: DEFENDING THE SURFACE TRANSPORTATION BOARD'S ADVERSE ABANDONMENT AUTHORITY.
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- Wisconsin Law Review, 2022, v. 2022, n. 6, p. 1499
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- Article
13
Dissent on Japan's Northern Periphery: Nemuro, the Northern Territories and the Limits of Change in a 'Bureaucrat's Movement.'.
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- Japanese Journal of Political Science, 2010, v. 11, n. 2, p. 221, doi. 10.1017/S1468109910000046
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14
Momentum and reversion in risk neutral martingale probabilities.
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- Quantitative Finance, 2014, v. 14, n. 5, p. 777, doi. 10.1080/14697688.2014.896999
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15
A maximal affine stochastic volatility model of oil prices.
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- Journal of Futures Markets, 2010, v. 30, n. 2, p. 101, doi. 10.1002/fut.20408
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- Article
16
CD4 response of QuantiFERON-TB Gold Plus for positive consistency of latent tuberculosis infection in patients on dialysis.
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- Scientific Reports, 2020, v. 10, n. 1, p. 1, doi. 10.1038/s41598-020-78374-3
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- Article
17
Do historical events matter in geographic agglomeration? The case of South Korea.
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- Applied Economics Letters, 2006, v. 13, n. 15, p. 1013, doi. 10.1080/13504850500425923
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18
Preparing Okinawa for Reversion to Japan: The Okinawa International Ocean Exposition of 1975, the US Military and the Construction State.
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- Asia-Pacific Journal: Japan Focus, 2010, n. 29, p. 2
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19
"THE SOLE RIGHT…SHALL RETURN TO THE AUTHORS": ANGLO-AMERICAN AUTHORS' REVERSION RIGHTS FROM THE STATUTE OF ANNE TO CONTEMPORARY U.S. COPYRIGHT.
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- Berkeley Technology Law Journal, 2010, v. 25, n. 3, p. 1475
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20
Dynamic Asset Allocation: Using Momentum to Enhance Portfolio Risk Management.
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- Journal of Financial Planning, 2012, v. 25, n. 2, p. 35
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21
THE AFTERMATH OF APPRECIATIONS.
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- Quarterly Journal of Economics, 1999, v. 114, n. 1, p. 229, doi. 10.1162/003355399555990
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- Article
22
CREDIBILITY IN EMERGING ECONOMIES: DOES INFLATION TARGETING MATTER?
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- Manchester School (1463-6786), 2011, v. 79, n. 6, p. 1080, doi. 10.1111/j.1467-9957.2010.02213.x
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23
MEAN REVERSION OF THE FISCAL CONDUCT IN 24 DEVELOPING COUNTRIES.
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- Manchester School (1463-6786), 2010, v. 78, n. 4, p. 302, doi. 10.1111/j.1467-9957.2009.02140.x
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24
PURCHASING POWER PARITY, PRODUCTIVITY DIFFERENTIALS AND NON-LINEARITY.
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- Manchester School (1463-6786), 2009, v. 77, n. 3, p. 271, doi. 10.1111/j.1467-9957.2009.02097.x
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25
E/P Mean Reversion-Based Strategies for Investment Practice: Evidence from the Taiwan Market.
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- Emerging Markets Finance & Trade, 2012, v. 48, n. 1, p. 117, doi. 10.2753/REE1540-496X480107
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26
Identifying small mean-reverting portfolios.
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- Quantitative Finance, 2011, v. 11, n. 3, p. 351, doi. 10.1080/14697688.2010.481634
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27
Dynamic capital allocation: exploiting persistent patterns in currency performance.
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- Quantitative Finance, 2006, v. 6, n. 3, p. 185, doi. 10.1080/14697680600699720
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28
REVERSÃO À MÉDIA NOS MERCADOS BOLSISTAS INTERNACIONAIS: DA CRISE DAS EMPRESAS TECNOLÓGICAS À CRISE FINANCEIRA GLOBAL.
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- Egitania Sciencia, 2014, p. 72
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29
The strategic bombing of German cities during World War II and its impact on city growth.
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- Journal of Economic Geography, 2004, v. 4, n. 2, p. 201, doi. 10.1093/jeg/4.2.201
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30
Effect of Reheating after Low Temperature Pre-Aging on Microstructure of 6061 Aluminum Alloy.
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- Materials Transactions, 2022, v. 63, n. 3, p. 286, doi. 10.2320/matertrans.MT-L2021014
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- Article
31
Power, money and reversion points: the European Union's annual budgets since 2010.
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- Journal of European Public Policy, 2017, v. 24, n. 5, p. 633, doi. 10.1080/13501763.2016.1154589
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32
The Cole-Cole plot for cure: The cure and reversion of natural rubber.
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- Journal of Applied Polymer Science, 2016, v. 133, n. 41, p. n/a, doi. 10.1002/app.44085
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33
The Geopolitics of Sacralization: Turkey's Reversion of the Hagia Sofia.
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- Israel Journal of Foreign Affairs, 2021, v. 15, n. 2, p. 273, doi. 10.1080/23739770.2021.1972536
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34
Do Credit Spreads Reflect Stationary Leverage Ratios?
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- Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 5, p. 1929, doi. 10.1111/0022-1082.00395
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35
The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging.
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- Journal of Finance (Wiley-Blackwell), 1997, v. 52, n. 3, p. 922, doi. 10.1111/j.1540-6261.1997.tb02721.x
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- Article
36
Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure.
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- Journal of Finance (Wiley-Blackwell), 1995, v. 50, n. 1, p. 361, doi. 10.1111/j.1540-6261.1995.tb05178.x
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- Article
37
Seasonality in Stock Price Mean Reversion: Evidence from the U.S. and the U.K.
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- Journal of Finance (Wiley-Blackwell), 1991, v. 46, n. 4, p. 1427, doi. 10.1111/j.1540-6261.1991.tb04624.x
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38
The effect of promoter strength, supercoiling and secondary structure on mutation rates in Escherichia coli.
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- Molecular Microbiology, 2006, v. 60, n. 5, p. 1251, doi. 10.1111/j.1365-2958.2006.05166.x
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- Article
39
The Presence of Phytoplasma in Black Currant Infected with the Blackcurrant Reversion Disease.
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- Journal of Phytopathology, 2004, v. 152, n. 11/12, p. 600, doi. 10.1111/j.1439-0434.2004.00902.x
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- Article
40
Re-examining the investment-uncertainty relationship in a real options model.
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- Review of Quantitative Finance & Accounting, 2012, v. 38, n. 2, p. 241, doi. 10.1007/s11156-011-0227-2
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- Article
41
Can Non-Negative Interest Rates Grow on Recombining Trees? A New Approach.
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- Journal of Fixed Income, 1999, v. 9, n. 2, p. 76, doi. 10.3905/jfi.1999.319262
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- Article
42
A FAITH-BASED INITIATIVE MEETS THE EVIDENCE: DOES A FLEXIBLE EXCHANGE RATE REGIME REALLY FACILITATE CURRENT ACCOUNT ADJUSTMENT?
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- Review of Economics & Statistics, 2013, v. 95, n. 1, p. 168, doi. 10.1162/REST_a_00244
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- Article
43
Are stock returns still mean-reverting?
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- Review of Financial Economics, 2011, v. 20, n. 1, p. 22, doi. 10.1016/j.rfe.2010.08.001
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44
Is There Conditional Mean Reversion in Stock Returns?
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- Quarterly Journal of Business & Economics, 2006, v. 45, n. 3/4, p. 91
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45
THE HULL AND WHITE MODEL OF THE SHORT RATE: AN ALTERNATIVE ANALYTICAL REPRESENTATION.
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- Journal of Financial Research, 2002, v. 25, n. 4, p. 463, doi. 10.1111/1475-6803.00031
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46
Fractional integration and cointegration in US financial time series data.
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- Empirical Economics, 2014, v. 47, n. 4, p. 1389, doi. 10.1007/s00181-013-0780-8
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47
Permanent and transitory components of recessions.
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- Empirical Economics, 2002, v. 27, n. 2, p. 163, doi. 10.1007/s001810100097
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48
A Perpetuity, Life Annuity, and Life Insurance Related to a Decomposition of 1.
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- Journal of Legal Economics, 2014, v. 21, n. 1, p. 57
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49
Stationary Component in Stock Prices: A Reappraisal of Empirical Findings.
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- Multinational Finance Journal, 2007, v. 11, n. 3/4, p. 287
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50
Mispricing Persistence and the Effectiveness of Arbitrage Trading.
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- Multinational Finance Journal, 2007, v. 11, n. 1/2, p. 123
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- Article