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A panel stationarity test with gradual structural shifts : re-investigate the international commodity price shocks
Nazlıoğlu, Şaban; Karul, Cagin - In: Economic modelling 61 (2017), pp. 181-192
Persistent link: https://www.econbiz.de/10011736829
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Returns, volatility and the cryptocurrency bubble of 2017-18
Cross, Jamie; Hou, Chenghan; Trinh, Kelly - In: Economic modelling 104 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013164208
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Evidences for a structural change in the oil market before a financial crisis : the flat horizon effect
Chiarucci, Riccardo; Loffredo, Maria I.; Ruzzenenti, Franco - In: Research in international business and finance 42 (2017), pp. 912-921
Persistent link: https://www.econbiz.de/10011753802
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Stock markets' bubbles burst and volatility spillovers in agricultural commodity markets
Baldi, Lucia; Peri, Massimo; Vandone, Daniela - In: Research in international business and finance 38 (2016), pp. 277-285
Persistent link: https://www.econbiz.de/10011640658
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The growth-volatility nexus : new evidence from an augmented GARCH-M model
Trypsteen, Steven - In: Economic modelling 63 (2017), pp. 15-25
Persistent link: https://www.econbiz.de/10011813422
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Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre; Vosgha, Hamed - In: Economic modelling 77 (2019), pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
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Value at risk and returns of cryptocurrencies before and after the crash : long-run relations and fractional cointegration
Tan, Zhengxun; Huang, Yilong; Xiao, Binuo - In: Research in international business and finance 56 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013266119
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Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas
Yang, Lu; Cai, Xiao Jing; Mengling Li; Hamori, Shigeyuki - In: Economic modelling 51 (2015), pp. 308-314
Persistent link: https://www.econbiz.de/10011476020
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Accelerating economic growth : the science beneath the art
Peruzzi, Michele; Terzi, Alessio - In: Economic modelling 103 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10013163726
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Facing up to the polysemy of purchasing power parity : new international evidence
Xie, Zixiong; Chen, Shyh-Wei; Hsieh, Chun-Kuei - In: Economic modelling 98 (2021), pp. 247-265
Persistent link: https://www.econbiz.de/10012793895