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The association between aggregated and disaggregated stock prices withmonetary policy using asymmetric cointegration and error-correctionmodeling approaches
Zare, Roohollah; Azali, Mohamed - In: Review of development finance 5 (2015) 1, pp. 64-69
Persistent link: https://www.econbiz.de/10011447230
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Do stock markets lead or lag macroeconomic variables? : evidence from select European countries
Camilleri, Silvio John; Scicluna, Nicolanne; Bai, Ye - In: The North American journal of economics and finance : a … 48 (2019), pp. 170-186
Persistent link: https://www.econbiz.de/10012120227
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The investigation of the dynamic linkages between real estate market and stock market in Greece
Gounopoulos, Dimitrios; Kosmidou, Kyriaki; Kousenidis, … - In: The European journal of finance 25 (2019) 7, pp. 647-669
Persistent link: https://www.econbiz.de/10012207020
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Asymmetric wealth effect between US stock markets and US housing market and European stock markets : evidences from TAR and MTAR
Coelho, Pedro Pacheco; Gomes, Luís; Ramos, Patrícia - In: Risks : open access journal 11 (2023) 7, pp. 1-14
Evidence of the asymmetric wealth effect has important implications for investors and continues to merit research attention, not least because much of the evidence based on linear models has been refuted. Indeed, stock and house prices are influenced by economic activity and react non-linearly...
Persistent link: https://www.econbiz.de/10014340266
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Co-movements between equity prices and house prices in Pakistan
Mustafa, Khalid - In: The Indian journal of economics 100 (2020) 398, pp. 499-516
Persistent link: https://www.econbiz.de/10012642865
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The dynamic relationship between stock and real estate prices in Kuwait
Abul, Sadeq J. - In: International journal of economics and finance 11 (2019) 5, pp. 30-42
Persistent link: https://www.econbiz.de/10012010507
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ICT adoption and stock market development in Africa : an application of the panel ARDL bounds testing procedure
Igwilo, Jerry Ikechukwu; Sibindi, Athenia Bongani - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-15
the causal relationship between ICT adoption and stock market development in Africa. The study examined a panel of 11 … African stock exchanges for the period 2008-2017 and employed the panel ARDL bounds testing procedure to test for … cointegration and examine the causal relationship between ICT adoption and stock market development. The dependent variable employed …
Persistent link: https://www.econbiz.de/10012799415
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Stock market interactions and the impact of macroeconomic news : evidence from high frequency data of European futures markets
Cantó, Beatriu (contributor); Kräussl, Roman (contributor) - 2006
Persistent link: https://www.econbiz.de/10003446407
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Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2015
Persistent link: https://www.econbiz.de/10010520824
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Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2015
fractional integration and fractional cointegration techniques. These methods are more general and have higher power than the … both the S&P 500 Index and the Euro Stoxx 50 Index. Also, fractional cointegration appears to hold at least for the … diverging growth and monetary policy. Establishing whether the degree of cointegration has changed over time is important since …
Persistent link: https://www.econbiz.de/10011334455