Nonlinear cointegration and time series analysis represent a dynamic area of research that extends the classical framework of cointegration by allowing the long-run equilibrium relationships among ...

Executive Summary.This study investigates the causal relationship between inflation and property returns and the short- and long-term inflation hedging effectiveness of property assets in Hong Kong.

This is a preview. Log in through your library . Abstract This paper analyzes cointegration relations between domestic interest rates with different maturities and between the US- and German interest ...