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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Ruhr Economic Papers"
~subject:"Share price"
~subject:"Unit root test"
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Share price
Unit root test
Cointegration
63
Kointegration
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cointegration
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Schätzung
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Purchasing power parity
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Gil-Alaña, Luis A.
2
Ademmer, Martin
1
Arouri, Mohamed
1
Caporale, Guglielmo Maria
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Cerrato, Mario
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Ceylan, Resat
1
Cheung, Yin-Wong
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International journal of finance & economics : IJFE
Ruhr Economic Papers
Economic modelling
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
The empirical economics letters : a monthly international journal of economics
34
Applied economics
32
Applied economics letters
29
International journal of economics and financial issues : IJEFI
29
International Journal of Energy Economics and Policy : IJEEP
24
International journal of economics and finance
23
The North American journal of economics and finance : a journal of financial economics studies
23
Energy economics
22
Economics letters
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International review of economics & finance : IREF
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Research in international business and finance
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CESifo working papers
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International review of financial analysis
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Journal of econometrics
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Cogent economics & finance
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Theoretical and applied economics : GAER review
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Finance research letters
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Journal of international financial markets, institutions & money
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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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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Business and Economic Research : BER
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Finance India : the quarterly journal of Indian Institute of Finance
9
International journal of financial research
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Journal of risk and financial management : JRFM
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Global business review
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IHS economics series : working paper
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Journal of international money and finance
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Asian African journal of economics and econometrics
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Econometric theory
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
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ECONIS (ZBW)
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1
Stock market dynamics and the relative importance of domestic, foreign, and common shocks
Ademmer, Martin
;
Horn, Wolfram
;
Quast, Josefine
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3911-3923
Persistent link: https://www.econbiz.de/10013461285
Saved in:
2
Do stock market fluctuations lead to currency deflation in the South Asian region? : evidence beyond symmetry
Suleman, Muhammad Tahir
;
Tabash, Mosab I.
;
Sheikh, Umaid A.
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1432-1450
Persistent link: https://www.econbiz.de/10014533233
Saved in:
3
Stock market reaction to macroeconomic variables : an assessment with dynamic autoregressive distributed lag simulations
Khan, Muhammad Kamran
;
Teng, Jian-Zhou
;
Khan, Muhammad Imran
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2436-2448
Persistent link: https://www.econbiz.de/10014327535
Saved in:
4
Oil and stock prices : new evidence from a time varying homogenous panel smooth transition VECM for seven developing countries
Ceylan, Resat
;
Ivrendi, Mehmet
;
Shahbaz, Muhammed
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1085-1100
Persistent link: https://www.econbiz.de/10012814984
Saved in:
5
Nonlinear interdependence between the US and emerging markets' industrial stock sectors
Choudhry, Taufiq
;
Osoble, Bashir Nur
- In:
International journal of finance & economics : IJFE
20
(
2015
)
1
,
pp. 61-79
Persistent link: https://www.econbiz.de/10011346595
Saved in:
6
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
7
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
Saved in:
8
Oil prices and stock markets in GCC countries : empirical evidence from panel analysis
Arouri, Mohamed
;
Rault, Christophe
- In:
International journal of finance & economics : IJFE
17
(
2012
)
3
,
pp. 242-253
Persistent link: https://www.econbiz.de/10009615687
Saved in:
9
Does long-run purchasing power parity hold in Eastern and Southern African countries? : evidence from panel data stationary tests with multiple structural breaks
Hoarau, Jean-François
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 307-315
Persistent link: https://www.econbiz.de/10008811321
Saved in:
10
Does purchasing power parity hold in emerging markets? : evidence from a panel of black market exchange rates
Cerrato, Mario
;
Sarantis, Nicholas
- In:
International journal of finance & economics : IJFE
12
(
2007
)
4
,
pp. 427-444
Persistent link: https://www.econbiz.de/10003564083
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