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Integration of stock markets using autoregressive distributed lag bounds test approach
Patel, Nikunj; Patel, Bhavesh - In: Global business & economics review 26 (2022) 1, pp. 37-64
Persistent link: https://www.econbiz.de/10012798071
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The present value model of U.S. stock prices revisited : long-run evidence with structural breaks, 1871-2012
Esteve García, Vicente; Navarro Ibáñez, Manuel; … - 2017
regression models, 2010) as well as the cointegration tests developed in Arai and Kurozumi (Testing for the null hypothesis of … cointegration with a structural break, 2007) and Kejriwal (Cointegration with structural breaks: an application to the Feldstein …- Horioka Puzzle, 2008). The results obtained are consistent with the existence of linear cointegration between the log stock …
Persistent link: https://www.econbiz.de/10011745419
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The Turkish stock market integration with oil prices : cointegration analysis with unknown regime shifts
Halaç, Umut; Taşkın, Fatma Dilvin; Çağlı, Efe Çağlar - In: Panoeconomicus 60 (2013) 4, pp. 499-513
Persistent link: https://www.econbiz.de/10010341061
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Fractional integration and structural breaks in bank share prices in Nigeria
Gil-Alaña, Luis A.; Yaya, OlaOluwa S.; Adepoju, Adedayo A. - In: Review of development finance 5 (2015) 1, pp. 13-23
Persistent link: https://www.econbiz.de/10011447216
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The nexus between oil prices and stock pricesof oil, technology and transportation companies under multiple regime shifts
Shaeri, Komeil; Katırcıoğlu, Salih Turan - In: Economic research 31 (2018) 1,1, pp. 681-702
Persistent link: https://www.econbiz.de/10012486544
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Market integration between conventional and Islamic stock prices
Majdoub, Jihed; Mansour, Walid; Jouini, Jamel - In: The North American journal of economics and finance : a … 37 (2016), pp. 436-457
Persistent link: https://www.econbiz.de/10011672988
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Interrelationship between DAX index and four largest Eastern European stock markets
Živkov, Dejan; Njegić, Jovan; Milenković, Ivan - In: Romanian journal of economic forecasting 21 (2018) 3, pp. 88-103
Persistent link: https://www.econbiz.de/10012021813
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Stock prices and the efficient market hypothesis : evidence from a panel stationary test with structural breaks
Lee, Chien-chiang; Lee, Jun-de; Lee, Chi-chuan - In: Japan and the world economy : international journal of … 22 (2010) 1, pp. 49-58
Persistent link: https://www.econbiz.de/10009272711
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Are there periodically collapsing bubbles in the stock markets? : new international evidence
Chen, Shyh-Wei; Hsu, Chi-Sheng; Xie, Zixong - In: Economic modelling 52 (2016), pp. 442-451
Persistent link: https://www.econbiz.de/10011642804
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Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets
Chen, Shyh-Wei; Xie, Zixiong - In: International review of economics & finance : IREF 48 (2017), pp. 339-354
Persistent link: https://www.econbiz.de/10011747311