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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
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
period from 1997(Q1)-2005(Q2). Both the Cointegration techniques based on Johansen and Juselius (1990) and Error Correction …
Persistent link: https://www.econbiz.de/10008470146
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
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
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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