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Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2006) An analysis of Asian market integration pre- and post-crisis. International Journal of Theoretical and Applied Finance, 9 4: 483-501. doi:10.1142/S0219024906003718 66   Cited 3 times in Scopus3 0
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2004). A new approach to testing PPP: Evidence from the Yen. In A. H. Chen (Ed.), Research in Finance (pp. 135-154) USA: Elsevier. doi:10.1016/S0196-3821(04)21006-1 92   Cited 2 times in Scopus2 0
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2004). A proposal for 'measuring financial integration in the region of Asia'. In R. Deane Terrell and T.J. Brailsford (Ed.), Collaborative Research in Econometrics and Quantitative Finance 1st ed. (pp. 69-80) Canberra, Australia: Evergreen Publishing. 102  
Brailsford, T. J., Penm, J. and Terrell, R. D. (2008) Causal relationship testing with applications to exchange rates. International Journal of Electronic Finance, 2 1: 50-69. doi:10.1504/IJEF.2008.016884 99   0
Brailsford, T. J., O'Neill, T. J., Penm, J. and Terrell, R. D. (2007) Development of international markets for Australian renewable energy resources. Japanese Journal of Administrative Sciences, 20 2: 243-254. 70  
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2006). International linkages of the Japanese Government bond market: Time-series evidence. In J. A. Batten, T. A. Fetherston and P. G. Szilagyi (Ed.), Japanese Fixed Income Markets: Money, Bond and Interest Rate Derivatives (pp. 395-412) Amsterdam, The Netherlands: Elsevier. 60  
Brailsford, T. J., Penm, J. and Terrell, R. D. (2005). Proposal on a Kernel-based Evolutionary modelling and forecasting system using Semiparametric methods applied to World Oil, Coal and Metal. In R.D. Terrell, T.J. Brailsford, T.J. O'Neill and J. Penm (Ed.), Collaborative Research in Econometrics, Quantitative Finance, Operations Research and Risk Management: Improvement of National Competitiveness (pp. 95-102) ACT, Australia: Evergreen Publishing. 64  
Terrell, R. D., Brailsford, T. J., Chen, A. H., Brogan, B., Wu, S. and Penm, J. H. W. (2005). Proposal on investment evaluation and price formation in markets for oil and mineral resources. In R.D. Terrell, T.J. Brailsford, T.J. O'Neill and J. Penm (Ed.), Collaborative Research in Quantitative Finance, Risk Management and Econometrics: Stabilising World Oil Prices (pp. 27-47) Canberra, Australia: Evergreen Publishing. 86  
Brailsford, Timothy J., Penm, H. W. and Terrel, R. D. (2002) Selecting the forgetting factor in subset autoregressive modelling. Journal of Time Series Analysis, 23 6: 629-649. doi:10.1111/1467-9892.00283 97   10 Cited 10 times in Scopus10 0
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2004). Subset autoregressive filtering using the forgetting factor for financial simulations. In R. D. Terrell and T.J. Brailsford (Ed.), Collaborative Research in Econometrics and Quantitative Finance 1st ed. (pp. 178-205) Canberra, Australia: Evergreen Publishing. 47  
Brailsford, T. J., Penm, J. and Terrell, R. D. (2008) Testing PPP by means of ZNZ patterned VECM. International Journal of Theoretical and Applied Finance, 11 4: 345-362. doi:10.1142/S021902490800483X 95   Cited 0 times in Scopus0 0
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2006) The equivalence of causality detection in VAR and VECM modeling with applications to exchange rates. Multinational Finance Journal, 10 3/4: 153-177. 551  
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2004) The price elasticity of the Euro to movements in foreign reserves through European Central Bank intevention. Finance India, 18 4: 1627-1642. 78  
Brailsford, T. J., Hyung, N., Penm, J. H. W. and Terrell, R. D. (2004) The sequential fitting of subset auto regressions with a forgetting factor. Journal of Economic Research, 9 29-57. 57  
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2005) Zero-non-zero patterned vector error correction modeling for I(2) cointegrated time series with applications in testing PPP and stock market relationships. Research in Finance, 22 305-326. doi:10.1016/S0196-3821(05)22011-7 231   0