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The relationship between Islamic stock markets and business cycles : a regional perspective

Arshad, Shaista - In: Islamic capital markets : volatility, performance and …, (pp. 45-65). 2016

Persistent link: https://www.econbiz.de/10011533445

Does the Euro affect the dynamic relation between stock market liquidity and the business cycle?

Smimou, Kamal; Khallouli, W. - In: Emerging markets review 25 (2015), pp. 125-153

Persistent link: https://www.econbiz.de/10011538648

Credit constraints, equity market liberalization, and growth rate asymmetry

Popov, Alexander - In: Journal of development economics 107 (2014), pp. 202-214

Persistent link: https://www.econbiz.de/10010476920

The impact of (global) business cycle risk on the German and British stock markets : evidence from the first age of globalization

Nitschka, Thomas - In: Review of financial economics : RFE 22 (2013) 3, pp. 118-124

Persistent link: https://www.econbiz.de/10010221364

Revisiting the bull and bear markets notions in the Tunisian stock market : new evidence from multi-state duration-dependence Markov-switching models

Bejaoui, Azza; Karaa, Adel - In: Economic modelling 59 (2016), pp. 529-545

Persistent link: https://www.econbiz.de/10011647922

Financial frictions and regime switching : the role of collateral asset in emerging stock market

Awijen, Haithem; Hammami, Sami - 2017

This paper examines empirically the nonlinear business cycle dynamics due to the presence of financial frictions. Using a threshold vector auto regression, the authors estimate the behavior of interest rate shocks in which a regime change occurs if the two respective threshold variables namely...

Persistent link: https://www.econbiz.de/10011609272