Similar Search Results

BRIC and GIPS : who drives who? : evidence from newly developed asymmetric causality tests

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied economics 48 (2016) 58/60, pp. 5772-5778

Persistent link: https://www.econbiz.de/10011772218

Causal relationship between monetary policy and the stock market : a bootstrap rolling window approach

Khan, Khalid; Qingyang, Wang; Khurshid, Adnan - In: Financial markets, institutions and risks : FMIR 1 (2017) 4, pp. 5-15

Persistent link: https://www.econbiz.de/10011773763

Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants

Shahzad, Syed Jawad Hussain; Safwan Mohd Nor; … - In: International review of economics & finance : IREF 47 (2017), pp. 46-61

Persistent link: https://www.econbiz.de/10011740095

Has the COVID-19 pandemic shock transmitted to the U.S. stock market : evidence using bootstrap (a)symmetric fourier granger causality test in quantiles

Peng, Yi-Ting; Chang, Tsangyao; Ranjbar, Omid; Xiang, Feiyun - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014534846

Investor sentiment and bitcoin prices

Koutmos, Dimitrios - In: Review of quantitative finance and accounting 60 (2023) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10013548963

Stock markets reaction to COVID-19 : evidence from time-varying cointegration, leveraged bootstrap causality and event analysis

Lee, Chien-chiang; Olasehinde-Williams, Godwin; … - In: Finance a úvěr 72 (2022) 4, pp. 328-355

Persistent link: https://www.econbiz.de/10013474448

Estimating systematic and partial exchange rate exposures : the case of Japanese firms

Kim, Jae H.; Kitamura, Yoshihiro - In: International journal of empirical economics 1 (2022) 1, pp. 1-31

We decompose exchange rate exposure into systematic and partial parts. The former is the product of the exposure of the market portfolio and a firm’s market beta, reflecting the risk of the exchange rate to a macroeconomy. The latter is the residual one that most previous studies have...

Persistent link: https://www.econbiz.de/10014331047

Rational bubbles : too many to be true?

Caravello, Tomas E.; Psaradakis, Zacharias G.; Sola, Martin - In: Journal of economic dynamics & control 151 (2023), pp. 1-27

Persistent link: https://www.econbiz.de/10014478681

Technical analysis, spread trading, and data snooping control

Psaradellis, Ioannis; Laws, Jason; Pantelous, Athanasios A. - In: International journal of forecasting 39 (2023) 1, pp. 178-191

Persistent link: https://www.econbiz.de/10014462774

Earnings guidance stoppage and the value of financial analysts' research

Palmon, Dan; Peng, Xuan; Yezegel, Ari - In: Contemporary accounting research : the journal of the … 40 (2023) 4, pp. 2846-2875

Persistent link: https://www.econbiz.de/10014443131