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Analyzing the efficient market hypothesis with asymmetric persistence in cryptocurrencies : insights from the Fourier non-linear quantile unit root approach

Kilic, Emre; Yavuz, Ersin; Pazarci, Sevket; Kar, Asim - In: Finance research letters 58 (2023) 3, pp. 1-6

Persistent link: https://www.econbiz.de/10014631541

A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis

Furuoka, Fumitaka; Gil-Alaña, Luis A.; Yaya, OlaOluwa S.; … - In: Empirical economics : a quarterly journal of the … 66 (2024) 6, pp. 2471-2499

Persistent link: https://www.econbiz.de/10015048304

Are unemployment rates stationary for SEE10 countries? : evidence from linear and nonlinear dynamics

Obradović, Saša; Ristić, Lela; Lojanica, Nemanja - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 36 (2018) 2, pp. 559-583

Persistent link: https://www.econbiz.de/10012212716

Analyzing the degree of persistence of economic policy uncertainty using linear and non-linear fourier quantile unit root tests

Peng, Yi-Ting; Chang, Tsangyao; Ranjbar, Omid - In: The Manchester School 90 (2022) 4, pp. 453-471

Persistent link: https://www.econbiz.de/10013275644

Persistence, non-linearities and structural breaks in European stock market indices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2019

This paper examines persistence, structural breaks and non-linearities in the case of five European stock market indices, namely the FTSE100 (UK), DAX30 (Germany), CAC40 (France), IBEX35 (Spain) and FTSE MIB40 (Italy), using fractional integration methods. The empirical results provide no...

Persistent link: https://www.econbiz.de/10012024535