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Some stylized facts of the cryptocurrency market
Zhang, Wei; Wang, Pengfei; Li, Xiao; Shen, Dehua - In: Applied economics 50 (2018) 55, pp. 5950-5965
Persistent link: https://www.econbiz.de/10012062951
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CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL
Hussain, Huzaimi; Liew, Venus Khim-Sen - EconWPA - 2004
Using Granger (1969), Sim (1972) and Geweke et al. (1982) causality tests, this study finds a feedback causal relationship between exchange rate and stock price in Malaysia, whereas a unidirectional causal relationship running from exchange rate to stock price in Thailand. The stock markets of...
Persistent link: https://www.econbiz.de/10005556595
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Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh; Kiss, Tamás; Österholm, Pär - In: Applied economics 54 (2022) 58, pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
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A study of Shanghai fuel oil futures price volatility based on high frequency data : long-range dependence, modeling and forecasting
Liu, Li; Wan, Jieqiu - In: Economic modelling 29 (2012) 6, pp. 2245-2253
Persistent link: https://www.econbiz.de/10009673777
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Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M. - In: Economic modelling 50 (2015), pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
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Long memory and efficiency of Bitcoin under heavy tails
Wu, Liang; Chen, Shujuan - In: Applied economics 52 (2020) 48, pp. 5298-5309
Persistent link: https://www.econbiz.de/10012307228
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Jumps and volatility dynamics in agricultural commodity spot prices
Boroumand, Raphaël Homayoun; Goutte, Stéphane; … - In: Applied economics 49 (2017) 40, pp. 4035-4054
Persistent link: https://www.econbiz.de/10011820009
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The impact of electricity prices on European manufacturing jobs
Bijnens, Gert; Konings, Jozef; Vanormelingen, Stijn - In: Applied economics 54 (2022) 1, pp. 38-56
Persistent link: https://www.econbiz.de/10012873866
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The impact of electricity prices on foreign direct investment : evidence from the European Union
Barteková, Eva; Ziesemer, Thomas - In: Applied economics 51 (2019) 11, pp. 1183-1198
Persistent link: https://www.econbiz.de/10012196523
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Do German renewable energy resources affect prices and mitigate market power in the French electricity market ?
Pham, Thao - In: Applied economics 51 (2019) 54, pp. 5829-5842
Persistent link: https://www.econbiz.de/10012197283