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Finance and growth : time series evidence on causality

Peia, Oana; Roszbach, Kasper - In: Journal of financial stability 19 (2015), pp. 105-118

Persistent link: https://www.econbiz.de/10011574251

Substitution or complementary effects between banking and stock markets : evidence from financial openness in Taiwan

Cheng, Su-Yin - In: Journal of international financial markets, … 22 (2012) 3, pp. 508-520

Persistent link: https://www.econbiz.de/10009623549

Macroeconomic determinants of stock market capitalization in an emerging market : fresh evidence from cointegration with unknown structural breaks

Shahbaz, Muhammad; Ur Rehman, Ijaz; Afza, Talat - In: Macroeconomics and finance in emerging market economies 9 (2016) 1/3, pp. 75-99

Persistent link: https://www.econbiz.de/10011583553

Financial development and economic growth nexus in Nigeria : further evidence from long-run estimates

Osisanwo, Bukonla Grace - In: Acta Universitatis Danubius / Oeconomica 13 (2017) 3, pp. 5-17

Persistent link: https://www.econbiz.de/10012132961

Financial time series: methods and models

Caporin, Massimiliano; Storti, Giuseppe - In: Journal of risk and financial management : JRFM 13 (2020) 5/86, pp. 1-3

The statistical analysis of financial time series is a rich and diversified research field whose inherent complexity requires an interdisciplinary approach, gathering together several disciplines, such as statistics, economics, and computational sciences. This special issue of the Journal of...

Persistent link: https://www.econbiz.de/10012304649

Financial development and economic growth : some Caribbean empirical evidence

Ghartey, Edward E. - In: Journal of economic development 43 (2018) 1, pp. 49-76

Persistent link: https://www.econbiz.de/10011844738

Unveiling the linkages between emerging stock market indices and cryptocurrencies

Ahmed, Wajid Shakeel; Mehmood, Ahsan; Sheikh, Talha; … - In: Asian Academy of Management journal 27 (2022) 2, pp. 189-209

integration and co-integration technique. Particularly, fractional integration is applied to examine stochastic properties of … individual assets and fractional cointegration to analyse bivariate connectedness. Our findings unveil the absence of mean … instead of prices. Like, conditional volatility-based estimation uncovers evidence of mean reversion in univariate analysis as …

Persistent link: https://www.econbiz.de/10014285279

Stock market growth in Ghana : do financial sector reforms matter?

Kamasa, Kofi; Owusu, Linda; Asante, Grace Nkansa - In: Cogent business & management 10 (2023) 1, pp. 1-21

Owing to the significant role of financial sector reforms in economic growth, several studies have examined its transmission channels. This paper focuses on the stock market channel by investigating the impact of financial sector reforms on stock market growth in Ghana from 1990 to 2019. A...

Persistent link: https://www.econbiz.de/10014467956

The impact of macroeconomic factors on the US Stock Exchange

Süslü, Cemil - In: International journal of sustainable economies … 11 (2022) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10014290717

The effect of domestic and foreign risks on an emerging stock market : a time series analysis

Kirikkaleli, Dervis - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012658975

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