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Investigating causal relationship between stock return with respect to exchange rate and FII: evidence from India
Kumar, Sundaram - Volkswirtschaftliche Fakultät, … - 2009
returns and exchange rate are integrated of order one. The Engle–Granger Cointegration test is then performed, suggesting that …
Persistent link: https://www.econbiz.de/10005020500
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Growth and openness: empirical evidence from Bangladesh
Haq, Munshi Masudul - Volkswirtschaftliche Fakultät, … - 2008
of cointegration is sufficient to testify the existence of a long-run relationship among the variables of a particular …. In order to achieve the objective of the study, modern econometric methodologies such as unit root tests; cointegration …
Persistent link: https://www.econbiz.de/10009401344
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Export and Economic Growth in India: Causal Interpretation
Pandey, Alok Kumar - Volkswirtschaftliche Fakultät, … - 2006
The present study focuses on the cointegration between Export and Gross Domestic Product and its components at current …
Persistent link: https://www.econbiz.de/10005034977
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The impact of money supply on stock prices and stock bubbles
Sirucek, Martin - Volkswirtschaftliche Fakultät, … - 2012
This article is focused on the effect and implication of a change in the money supply for US capital market. This market was chosen according to his part on the global market capitalization. Namely it is the Dow Jones Industrial Average (DJIA), which was chosen according to his long history,...
Persistent link: https://www.econbiz.de/10011112960
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The Co-movement of Selective Conventional and Islamic Stock Markets in East Asia: Is there any Impact on Shariah Compliant Equity Investment in China?
Saiti, Buerhan; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2014
stock indices in East Asia through the application of the time series techniques. We analyse seven conventional and Shariah … -compliant stock indices (such as, FTSE Shariah China Index, Asia Shariah index, Malaysia EMAS Shariah Index, China SSE Composite … conventional and Islamic markets (as evidenced in the Cointegration and LRSM tests) (ii) the Shariah China Index is Granger …
Persistent link: https://www.econbiz.de/10011113686
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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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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/10005025696
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Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries
Liew, Venus Khim-Sen; Chia, Ricky Chee-Jiun; Ling, Tai-Hu - Volkswirtschaftliche Fakultät, … - 2009
Breitung’s (2001) rank tests for cointegration. Results from further analysis indicates that nominal exchange rates and …
Persistent link: https://www.econbiz.de/10005055498
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Cointegration Tests of Purchasing Power Parity
Wallace, Frederick; Lozano Cortés, René; … - Volkswirtschaftliche Fakultät, … - 2008
Three well-known single equation cointegration tests are employed to test for purchasing power parity (PPP) in updated …
Persistent link: https://www.econbiz.de/10005616859
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EXCHANGE RATE DETERMINATION IN PAKISTAN: EVIDENCE BASED ON PURCHASING POWER PARITY THEORY
Khan, Muhammad Arshad; Qayyum, Abdul - Volkswirtschaftliche Fakultät, … - 2007
rate using Johansen (1988) and Johansen and Juselius (1990) multivariate cointegration and bound testing approach to … cointegration (Pesaran et al., 2001) over the period 1982Q2-2005Q4. We find a considerable support for the existence of long-run PPP …
Persistent link: https://www.econbiz.de/10005621557