Search Results - subject:"frequency domain causality"

The causal relationship between public debt and economic growth in G7 countries : new evidence from time and frequency domain approaches

Bozatli, Oguzhan; Serin, Seref Can; Demir, Murat - In: Economic change & restructuring 57 (2024) 3, pp. 1-27

Persistent link: https://www.econbiz.de/10015045373

The energy mix-environmental aspects of income and economic freedom in Hong Kong : cointegration and frequency domain causality evidence

Agboola, Mary Oluwatoyin; Alola, Andrew Adewale - In: Journal of environmental economics and policy 12 (2023) 1, pp. 63-78

Persistent link: https://www.econbiz.de/10014279668

Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market : evidence from nonlinear autoregressive distributed lag approach and frequency domain causal...

Gherghina, Ştefan Cristian; Simionescu, Liliana Nicoleta - In: Financial innovation : FIN 9 (2023) 1, pp. 1-58

crisis and may serve as a hedge during market turmoil. The analysis of frequency domain causality supports a unidirectional …

Persistent link: https://www.econbiz.de/10014288933

Dynamics between power consumption and economic growth at aggregated and disaggregated (sectoral) level using the frequency domain causality

Dash, Ashutosh; Jena, Sangram Keshari; Tiwari, Aviral Kumar - In: Journal of Risk and Financial Management 15 (2022) 5, pp. 1-18

We investigated the Granger causal relationship between the consumption of power both at the aggregate and sectoral level and economic growth in India using the frequency domain approach, which would help policy makers seek the efficient allocation of electricity via proper policy initiatives at...

Persistent link: https://www.econbiz.de/10014332420

Dynamics between power consumption and economic growth at aggregated and disaggregated (sectoral) level using the frequency domain causality

Dash, Ashutosh; Jena, Sangram Keshari; Tiwari, Aviral Kumar - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-18

Persistent link: https://www.econbiz.de/10013273476

Determining the (a)symmetric role of business-consumer confidence in outward-inward tourism in Russia : a competitiveness perspective

Alola, Uju Violet; Baeva, Darya; Alola, Andrew Adewale - In: International journal of global business and … 18 (2023) 1, pp. 22-34

Persistent link: https://www.econbiz.de/10014381999

Understanding the factors that influence foreign direct investment in Turkey : exploring the impact of country risks and geopolitical risk

Kalmaz, Demet Beton; Adebayo, Tomiwa Sunday - In: Journal of international commerce, economics and policy 15 (2024) 2, pp. 1-29

Persistent link: https://www.econbiz.de/10014575246

Frequency-domain and time-varying asymmetric Granger causality between real effective exchange rates and remittances in Mexico

Akçay, Selçuk - In: Journal of international trade & economic development : … 33 (2024) 3, pp. 418-438

Persistent link: https://www.econbiz.de/10014631581

Does COVID-19 impact the dependence between oil and stock markets? : evidence from RCEP countries

Li, Dongxin; Zhang, Feipeng; Yuan, Di; Cai, Yuan - In: International review of economics & finance : IREF 89 (2024) 1, pp. 909-939

Persistent link: https://www.econbiz.de/10014446610

S&P 500 index price spillovers around the COVID-19 market meltdown

Lento, Camillo; Gradojevic, Nikola - In: Journal of Risk and Financial Management 14 (2021) 7, pp. 1-13

This paper explores price spillover effects around the COVID-19 pandemic market meltdown between the S&P 500 index, five other financial markets, and the VIX. Frequency domain causalities are estimated for the January-May 2020 time period on a high-frequency data set at five-minute intervals....

Persistent link: https://www.econbiz.de/10013201014