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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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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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Firm return volatility and economic gains : the role of oil prices
Narayan, Paresh Kumar; Sharma, Susan Sunila - In: Economic modelling 38 (2014), pp. 142-151
Persistent link: https://www.econbiz.de/10010418129
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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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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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International evidence on stochastic and deterministic monetary neutrality
Noriega-Muro, Antonio E.; Soria, Luis M.; Velázquez, Ramón - In: Economic modelling 25 (2008) 6, pp. 1261-1275
Persistent link: https://www.econbiz.de/10003808227
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Stock markets in GCC countries and global factors : a further investigation
Jouini, Jamel - In: Economic modelling 31 (2013), pp. 80-86
Persistent link: https://www.econbiz.de/10009725782
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Is there an environmental Kuznets curve for Spain? : fresh evidence from old data
Esteve, Vincente; Tamarit Escalona, Cecilio R. - In: Economic modelling 29 (2012) 6, pp. 2696-2703
Persistent link: https://www.econbiz.de/10009673621
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Testing for structural breaks in factor loadings : an application to international business cycle
Cendejas Bueno, José Luis; Lucas Santos, Sonia de; … - In: Economic modelling 28 (2011) 1/2, pp. 259-263
Persistent link: https://www.econbiz.de/10009269950