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~person:"Beckmann, Joscha"
~person:"Cheung, Yin-Wong"
~person:"Choudhry, Taufiq"
~person:"Gil-Alaña, Luis A."
~person:"Hammoudeh, Shawkat"
~subject:"Markov-Kette"
~subject:"USA"
~type_genre:"Article in journal"
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Search: subject_exact:"VECM approach"
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Markov-Kette
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121
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Beckmann, Joscha
Cheung, Yin-Wong
Choudhry, Taufiq
Gil-Alaña, Luis A.
Hammoudeh, Shawkat
Bahmani-Oskooee, Mohsen
16
Caporale, Guglielmo Maria
12
Chang, Tsangyao
12
Gupta, Rangan
9
Apergēs, Nikolaos
8
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8
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5
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Siklos, Pierre L.
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Swanson, Norman R.
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Ongan, Serdar
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Paradiso, Antonio
4
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4
Tang, Chor Foon
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4
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International journal of finance & economics : IJFE
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
46
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1
Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Monge …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 859-882
Persistent link: https://www.econbiz.de/10014519716
Saved in:
2
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
3
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
4
Bounds testing approach to analyzing the environment Kuznets curve hypothesis with structural beaks : the role of biomass energy consumption in the United States
Shahbaz, Muhammad
;
Solarin Sakiru Adebola
;
Hammoudeh, …
- In:
Energy economics
68
(
2017
),
pp. 548-565
Persistent link: https://www.econbiz.de/10011906025
Saved in:
5
Asymmetric determinants of CDS spreads : U.S. industry-level evidence through the NARDL approach
Shahzad, Syed Jawad Hussain
;
Nor, Safwan Mohd
;
Ferrer, …
- In:
Economic modelling
60
(
2017
),
pp. 211-230
Persistent link: https://www.econbiz.de/10011734203
Saved in:
6
Fractional integration and cointegration in merger and acquisitions in the US petroleum industry
Monge, Manuel
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 701-704
Persistent link: https://www.econbiz.de/10011628404
Saved in:
7
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:
8
Mozambique metical exchange rate dynamics : evidence of fractional co-integration in the USA and South African rates
Barros, Carlos P.
;
Gil-Alaña, Luis A.
;
Faria, João Ricardo
- In:
The South African journal of economics
83
(
2015
)
4
,
pp. 569-575
Persistent link: https://www.econbiz.de/10011441920
Saved in:
9
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:
10
Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk : a two-state Markov switching analysis
Aloui, Chaker
;
Hammoudeh, Shawkat
;
Ben Hamida, Hela
- In:
Pacific-Basin finance journal
34
(
2015
),
pp. 121-135
Persistent link: https://www.econbiz.de/10011535314
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