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Oil price fluctuations and exchange rate dynamics in the MENA region : evidence from non-causality-in-variance and asymmetric non-causality tests
Nouira, Ridha; Hadj Amor, Thouraya; Rault, Christophe - 2018
The aim of this paper is to investigate the exchange rate consequences of oil-price fluctuations and to test for the dynamics of oil price volatility by examining interactions between oil market and exchange rate in selected MENA countries (Egypt, Jordan, Morocco, Qatar, Saudi Arabia, Tunisia,...
Persistent link: https://www.econbiz.de/10011897569
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International financial integration and Real Exchange Rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Amor, Thouraya Hadj; Rault, … - 2009
integration ; misalignment ; second-generation panel unit root and cointegration tests …
Persistent link: https://www.econbiz.de/10003816542
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International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - 2009
integration ; misalignment ; second-generation panel unit-root and cointegration tests …
Persistent link: https://www.econbiz.de/10003889635
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International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries
Rault, Christophe; Hadj Amor, Thouraya; Caporale, … - 2009
The aim of this paper is to provide new empirical evidence on the impact of international financial integration on the long-run Real Exchange Rate (RER) in 39 developing countries belonging to three different geographical regions (Latin America, Asia and MENA). It covers the period 1979-2004,...
Persistent link: https://www.econbiz.de/10014202609
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International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - 2009
integration ; misalignment ; second-generation panel unit-root and cointegration tests …
Persistent link: https://www.econbiz.de/10003891665
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The Balassa-Samuelson Effect in Central and Eastern Europe : Myth or Reality?
Égert, Balázs; Drine, Imed; Lommatzsch, Kirsten; … - 2003
This paper studies the Balassa-Samuelson effect in 9 CEECs. Using panel cointegration techniques, we find strong …
Persistent link: https://www.econbiz.de/10014112809
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Does the Balassa-Samuelson Hypothesis Hold for Asian Countries? An Empirical Analysis Using Panel Data and Cointegration Tests
Drine, Imed; Rault, Christophe - 2008
new panel data cointegration techniques recently developed by Pedroni (2000, 2004) and we compare the results with those … obtained with conventional Johansen (1995)'s time series cointegration tests. Whereas, standard time series approach turns out …
Persistent link: https://www.econbiz.de/10014215658
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Does the Balassa-Samuelson Hypothesis Hold for Asian Countries? An Empirical Analysis Using Panel Data Cointegration Tests
Rault, Christophe; Drine, Imed - 2002
new panel data cointegration techniques recently developed by Pedroni (2000) and we compare the results with those … obtained with conventional Johansen (1995)'s time series cointegration tests. Whereas, standard time series approach turns out …
Persistent link: https://www.econbiz.de/10014106819
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The Balassa-Samuelson Effect in Central and Eastern Europe : Myth or Reality?
Égert, Balázs; Drine, Imed; Lommatzsch, Kirsten; … - 2003
This paper studies the Balassa-Samuelson effect in nine Central and East European countries. Using panel cointegration …
Persistent link: https://www.econbiz.de/10014084979
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International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries : Some Panel Evidence
Caporale, Guglielmo Maria - 2009
The aim of this paper is to provide new empirical evidence on the impact of international financial integration on the long-run Real Exchange Rate (RER) in 39 developing countries belonging to three different geographical regions (Latin America, Asia and MENA). It covers the period 1979-2004,...
Persistent link: https://www.econbiz.de/10013155428