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Pairwise tests of purchasing power parity

Pesaran, M. Hashem; Smith, Ron; Yamagata, Takashi; … - In: Econometric reviews 28 (2009) 6, pp. 495-521

Persistent link: https://www.econbiz.de/10003881179

Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash

Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416

Persistent link: https://www.econbiz.de/10008825760

World gold prices and stock returns in China : insights for hedging and diversification strategies

Arouri, Mohamed; Lahiani, Amine; Nguyen, Duc Khuong - In: Economic modelling 44 (2015), pp. 273-282

Persistent link: https://www.econbiz.de/10011326226

Globalization and income inequality : a panel data econometric approach for the EU27 countries

Asteriou, Dimitrios; Dēmelē, Sophias P.; Moudatsou, Argiro - In: Economic modelling 36 (2014), pp. 592-599

Persistent link: https://www.econbiz.de/10010416347

Financial market integration : theory and empirical results

Arouri, Mohamed; Foulquier, Philippe - In: Economic modelling 29 (2012) 2, pp. 382-394

Persistent link: https://www.econbiz.de/10009536808

Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model

Dees, Stephane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2021

This paper estimates and solves a multi-country version of the standard DSGE New Keynesian (NK) model. The country-specific models include a Phillips curve determining inflation, an IS curve determining output, a Taylor Rule determining interest rates, and a real effective exchange rate...

Persistent link: https://www.econbiz.de/10013316169

Bankruptcy regime and the banking system

Stef, Nicolae; Dēmelē, Sophias P. - In: Economic modelling 87 (2020), pp. 480-495

Persistent link: https://www.econbiz.de/10012416797

Economic growth and insurance development : the role of institutional environments

Lee, Chien-chiang; Chang, Chi-Hung; Arouri, Mohamed; … - In: Economic modelling 59 (2016), pp. 361-369

Persistent link: https://www.econbiz.de/10011647867

Information demand and stock market liquidity : international evidence

Aouadi, Amal; Arouri, Mohamed; Roubaud, David - In: Economic modelling 70 (2018), pp. 194-202

Persistent link: https://www.econbiz.de/10012027899

International trade, foreign direct investments, and firms' systemic risk : evidence from the Netherlands

Van Cauwenberge, Annelies; Vancauteren, Mark; Braekers, Roel - In: Economic modelling 81 (2019), pp. 361-386

Persistent link: https://www.econbiz.de/10012202113