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Testing the Fed and the Graham and Dodd Models : Asymmetric vs Symmetric Adjustment

dc.contributor.authorAboura, Sofiane*
dc.contributor.authorBoucher, Christophe*
dc.date.accessioned2009-10-06T13:27:03Z
dc.date.available2009-10-06T13:27:03Z
dc.date.issued2008
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/2139
dc.language.isoenen
dc.subjectFed modelen
dc.subjectCointegrationen
dc.subjectAsymmetryen
dc.subject.ddc332en
dc.subject.classificationjelG.G1.G12en
dc.titleTesting the Fed and the Graham and Dodd Models : Asymmetric vs Symmetric Adjustmenten
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe examine the empirical validity of the Fed Model and the Graham and Dodd model for five countries and over a time period spanning three decades by applying the Enders and Granger (1998) and Enders and Siklos (2001) threshold unit-root and cointegration tests. Our results support the hypothesis that the adjustment back to equilibrium is asymmetric.en
dc.relation.isversionofjnlnameApplied Economics Letters
dc.relation.isversionofjnlvol15en
dc.relation.isversionofjnlissue2en
dc.relation.isversionofjnldate2008-02
dc.relation.isversionofjnlpages91-94en
dc.relation.isversionofdoi10.1080/13504850600706693en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherRoutledge Taylor and Francis Groupen
dc.subject.ddclabelEconomie financièreen
dc.description.halcandidateoui
dc.description.readershipRecherche
dc.description.audienceInternational
dc.relation.Isversionofjnlpeerreviewedoui
hal.person.labIds1032*
hal.person.labIds*


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