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An econometric study of lead-lag relationship between futures and spot markets in India
Debasish, Sathya Swaroop; Mishra, Bishnupriya - In: Paradigm : the journal of Institute of Management Technology 12 (2008) 2, pp. 87-92
Persistent link: https://www.econbiz.de/10003818974
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A new model-based approach to measuring time-varying financial market integration
Berger, Tino; Pozzi, Lorenzo - 2011
Persistent link: https://www.econbiz.de/10009008501
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Oil and food prices co-intergration nexus for Indonesia : a non-linear autoregressive distributed lag analysis
Abdlaziz, Rizgar Abdlkarim; Khalid Bin Abdul Rahim; … - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 1, pp. 82-87
Persistent link: https://www.econbiz.de/10011448235
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Time-varying autoregressive distributed lag model with changing volatility for stress test
Zhou, Leilei; Zhu, Wei - In: Journal of risk management in financial institutions 14 (2020/2021) 2, pp. 195-208
Persistent link: https://www.econbiz.de/10012613982
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Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach
Hoang, Thi Hong Van; Lahiani, Amine; Heller, David - In: Economic modelling 54 (2016), pp. 54-66
Persistent link: https://www.econbiz.de/10011641377
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Exchange rate volatility and India-U.S. export at commodity level : evidence from an autoregressive distributed lag approach
Gupta, Mohini; Varshney, Sakshi - In: Iranian economic review : journal of University of Tehran 26 (2022) 4, pp. 853-875
Persistent link: https://www.econbiz.de/10013531083
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The impacts of climate policy uncertainty on stock markets : comparison between China and the US
Xu, Xin; Huang, Shupei; Lucey, Brian M.; An, Haizhong - In: International review of financial analysis 88 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014462184
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Fractionally integrated models with ARCH errors
Hauser, Michael A.; Kunst, Robert M. - 1994
Persistent link: https://www.econbiz.de/10000882159
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GARCH effects on a test of cointegration
Franses, Philip Hans; Kofman, Paul; Moser, James T. - 1993
Persistent link: https://www.econbiz.de/10000893748
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Impulse response function for conditional volatility in GARCH models
Lin, Wen-ling Tsai - 1994
Persistent link: https://www.econbiz.de/10000896902