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accessRights:"restricted"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~isPartOf:"Research in international business and finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Cointegration"
~subject:"Nichtlineare Regression"
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Cointegration
Nichtlineare Regression
Estimation
546
Schätzung
546
Theorie
112
Theory
112
Volatility
99
Volatilität
99
Capital income
83
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Gil-Alaña, Luis A.
4
Abakah, Emmanuel Joel Aikins
2
Bond, Dereck
2
Caporale, Guglielmo Maria
2
Harrison, Michael J.
2
Jawadi, Fredj
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Martin, Vance
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Labour economics : official journal of the European Association of Labour Economists
Research in international business and finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Economic modelling
69
Applied economics
57
Applied economics letters
46
Energy economics
45
International journal of economics and finance
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
International review of economics & finance : IREF
30
The North American journal of economics and finance : a journal of financial economics studies
28
Global business review
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Finance research letters
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Economics letters
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Journal of international trade & economic development : an international and comparative review
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of finance & economics : IJFE
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Journal of econometrics
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Tourism economics : the business and finance of tourism and recreation
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Econometric reviews
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Journal of international money and finance
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Journal of quantitative economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Panoeconomicus
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Economic research
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Macroeconomics and finance in emerging market economies
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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Discussion paper / Centre for Economic Policy Research
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Emerging markets, finance and trade : EMFT
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Empirica : journal of european economics
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Global economy journal : GEJ
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International economic journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international financial markets, institutions & money
10
Modern economy
10
The Indian economic journal
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Economic systems
9
International journal of emerging markets
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1
Time-varying threshold cointegration with an application to the Fisher hypothesis
Yang, Lixiong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 257-274
Persistent link: https://www.econbiz.de/10013334720
Saved in:
2
Clean energy consumption and economic growth in China : a time-varying analysis
Bahramian, Pejman
;
Saliminezhad, Andisheh
;
Fethi, Sami
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 299-313
Persistent link: https://www.econbiz.de/10014372879
Saved in:
3
Financial market integration of emerging markets : heavy tails, structural shifts, nonlinearity, and asymmetric persistence
Nazlıoğlu, Şaban
;
Kucukkaplan, Ilhan
;
Kilic, Emre
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248566
Saved in:
4
Identifying the asymmetric price dynamics of Islamic equities : implications for international investors
Camgöz, Mevlüt
;
Topal, Mehmet Hanefi
- In:
Research in international business and finance
60
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013412480
Saved in:
5
Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach
Quineche, Ricardo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 693-703
Persistent link: https://www.econbiz.de/10013554939
Saved in:
6
Consumption, personal income, financial wealth, housing wealth, and long-term interest rates : a panel cointegration approach for 50 US states
Kontana, Dimitra
;
Fountas, Stilianos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 417-435
Persistent link: https://www.econbiz.de/10013334821
Saved in:
7
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Saved in:
8
Non-linear cointegration between oil and stock prices : the role of interest rates
Martínez Cañete, Ana Rosa
;
Márquez De la Cruz, Elena
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013402061
Saved in:
9
Financial integration in emerging economies : an application of threshold cointegration
Sajid Ali
;
Ur Rehman, Mobeen
;
Shahzad, Syed Jawad Hussain
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 213-228
Persistent link: https://www.econbiz.de/10012657687
Saved in:
10
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
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