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References from Risk factors in stock returns of Canadian oil and gas companies. Local targets link to admitted publications; unresolved targets remain external evidence.
Unresolved reference
External reference
Financial investment opportunities and the macroeconomy
10.2307/2328835 · 1991 · External reference
Distribution of the estimators for autoregressive time series with a unit root
10.2307/2286348 · 1979 · External reference
Unresolved reference
External reference
Autoregressive conditional heteroskedasticity with estimates of the variance of UK inflation
10.2307/1912773 · 1982 · External reference
Oil price risk and the Australian stock market
10.1016/s1085-7443(99)00005-8 · 1999 · External reference
A multifactor model of gold industry stock returns: evidence from the Australian equity market
10.1080/096031098333212 · 1998 · External reference
Commodity futures prices: some evidence on forecast power, premiums, and the theory of storage
10.1086/296385 · 1987 · External reference
Business conditions and expected returns on stocks and bonds
10.1016/0304-405x(89)90095-0 · 1989 · External reference
The variation of economic risk premiums
10.1086/261755 · 1991 · External reference
Unresolved reference
1998 · External reference
Unresolved reference
1990 · External reference
Unresolved reference
1994 · External reference
Time-varying conditional covariances in tests of asset pricing models
10.1016/0304-405x(89)90049-4 · 1989 · External reference
Energy shocks and financial markets
10.1002/(sici)1096-9934(199602)16:1<1::aid-fut1>3.0.co;2-q · 1996 · External reference
Unresolved reference
External reference
Oil and the stock markets
10.2307/2329368 · 1996 · External reference
The exchange-rate exposure of US multinationals
10.1086/296510 · 1990 · External reference
Estimation of foreign exchange exposure: an application to mining companies in Australia
10.1016/0261-5606(94)90032-9 · 1994 · External reference
The foreign exchange operating exposure of Australian stocks
10.1111/j.1467-629x.1993.tb00191.x · 1993 · External reference
Interest rate sensitivity and portfolio risk
10.2307/2330429 · 1977 · External reference
A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
10.2307/1913610 · 1987 · External reference
10.1016/s0304-4076(97)00049-3 · 1997 · Admitted local publication
Testing for a unit root in time series regression
10.1093/biomet/75.2.335 · 1988 · External reference
Unresolved reference
1991 · External reference
Unresolved reference
External reference
Tests for specification errors in classical linear least squares regression analysis
10.1111/j.2517-6161.1969.tb00796.x · 1969 · External reference
10.1016/s0140-9883(99)00020-1 · 1999 · Admitted local publication
The empirical relationship between energy futures prices and exchange rates
10.1016/s0140-9883(99)00027-4 · 2000 · External reference
Systematic interest-rate risk in a two-index model of returns
10.2307/2329656 · 1974 · External reference
10.1142/9781860944079_fmatter
10.1142/9781860944079_fmatter · External reference
Unresolved reference
External reference
Unresolved reference
External reference
