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Does the shariah index move together with the conventional equity indexes?
Park, Kwang Suk; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2015
revealed the absence of cointegration between the DJIM index and three conventional indexes such as DAX, HangSeng, KL. This … cointegrated, which implies there exists long run theoretical relationship among the indices. Presence of cointegration indicates …
Persistent link: https://www.econbiz.de/10011267863
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Purchasing power parity in Asian economies: further evidence from rank tests for cointegration
Liew, Venus Khim-Sen; Lee, Hock-Ann; Lim, Kian-Ping - Volkswirtschaftliche Fakultät, … - 2005
The finding of nonlinear cointegration between Asian exchange rates with the corresponding relatives prices and …
Persistent link: https://www.econbiz.de/10011267871
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Crise de la dette et détresse sociale du peuple congolais
Izu, Akhenaton - Volkswirtschaftliche Fakultät, … - 2014
precisely the cointegration. By the cointegration, one seeks to know if there is a long-term relation between the debt in% of …
Persistent link: https://www.econbiz.de/10011274391
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Exchange Rate Volatility and Export Growth in India: An Empirical Investigation
P., Srinivasan; M., Kalaivani - Volkswirtschaftliche Fakultät, … - 2012
This paper empirically investigates the impact of exchange rate volatility on the real exports in India using the ARDL bounds testing procedure proposed by Pesaran et al. (2001). Using annual time series data, the empirical analyses has been carried out for the period 1970 to 2011. The study...
Persistent link: https://www.econbiz.de/10011258858
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Balance-of-Payments Constrained Growth: the Case of Turkey
Halicioglu, Ferda - Volkswirtschaftliche Fakultät, … - 2012
cointegration is applied. The empirical results suggest that Thirlwall’s law holds for Turkey. This study also suggests some policy …
Persistent link: https://www.econbiz.de/10011259089
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Cointegration Analysis of Exports and Imports: The Case of Pakistan Economy
Ali, Sharafat - Volkswirtschaftliche Fakultät, … - 2013
both the Engle and Granger (1987) and Johansen (1991, 1995) cointegration reveal a long run relationship between the two …
Persistent link: https://www.econbiz.de/10011259358
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The Impact of International Oil Prices on Industrial Production: The Case of Thailand
Jiranyakul, Komain - Volkswirtschaftliche Fakultät, … - 2006
cointegration test. The results show that U.S. dollar real exchange rate does not affect the economy’s industrial production index …
Persistent link: https://www.econbiz.de/10011259370
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The Impact of the MSC certification on the Japanese fisheries: Case of the Kyoto Flathead Flounder Danish Seine Fishery
Wakamatsu, Hiroki - Volkswirtschaftliche Fakultät, … - 2012
examine the benefit of the KDSFF from the MSC certification. The benefit is examined by a cointegration and structural break …
Persistent link: https://www.econbiz.de/10011259448
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非遺伝子組換え大豆とエネルギーの価格関係について
Aruga, Kentaka - Volkswirtschaftliche Fakultät, … - 2011
such as those of crude oil and ethanol using the cointegration methods. The results suggest that the prices of the non …
Persistent link: https://www.econbiz.de/10011259819
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The Demand for Calories in Turkey
Halicioglu, Ferda - Volkswirtschaftliche Fakultät, … - 2011
prices using time series data for Turkey during 1965-2007. ARDL cointegration analysis yields an income elasticity of calorie …
Persistent link: https://www.econbiz.de/10011260730