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Examining the impact of coronavirus on stock markets : investigating the cointegration and transmission of shocks between China and the world's largest stock markets

Ul Haq, Naveed; Shirwani, Abid H. K. - In: International journal of business and emerging markets … 13 (2021) 2, pp. 206-232

Persistent link: https://www.econbiz.de/10012505548

The global financial crisis and variability in the stock price index in India : a vector error correction model approach

Srivastava, Jagriti; Yadav, Sandeep - In: International journal of Indian culture and business … 29 (2023) 1, pp. 81-95

Persistent link: https://www.econbiz.de/10014318356

Threshold cointegration and nonlinear adjustment between stock prices and dividends

Esteve García, Vicente; Prats Albentosa, María Asuncíon - In: Applied economics letters 17 (2010) 4/6, pp. 405-410

Persistent link: https://www.econbiz.de/10003979504

Stock prices and exchange rates : empirical evidence from Kuwait's financial markets

Alhayky, Ahmed Abdulhusain Ali; Houdou, Ndambendia - In: The Icfai University journal of financial economics 7 (2009) 3/4, pp. 71-82

Persistent link: https://www.econbiz.de/10008823931

South Africa and United States stock prices and the rand/dollar exchange rate

Ocran, Matthew Kofi - In: South African journal of economic and management sciences 13 (2010) 3, pp. 362-375

Persistent link: https://www.econbiz.de/10008842393

Dynamic interrelationship between stock and foreign exchange markets : evidence from India

Sakthivel, P.; Kamaiah, Bandi - In: Praj̄nȧn : journal of social and management sciences 40 (2011) 3, pp. 193-214

Persistent link: https://www.econbiz.de/10009490930

Dividend policy and stock price volatility : an error corrected approach

Dewasiri, N. J.; Banda, Y. K. Weerakoon - In: Asia-Pacific journal of management research and … 11 (2015) 3, pp. 165-171

Persistent link: https://www.econbiz.de/10011392079

The inter-temporal causal nexus between Indian commodity futures and spot prices : a wavelet analysis

Joseph, Anto; Sisodia, Garima; Tiwari, Aviral Kumar - In: Theoretical economics letters 5 (2015) 2, pp. 312-324

Persistent link: https://www.econbiz.de/10011396483

Animal spirits, the stock market, and the unemployment rate : some evidence for German data

Fritsche, Ulrich; Pierdzioch, Christian - 2016 - First version: January 2016

Models recently studied by Farmer (2012, 2013, 2015) predict that, due to labor-market frictions and "animal spirits", stock-market fluctuations should Granger cause fluctuations of the unemployment rate. We performed several Granger-causality tests on more than half a century of data of German...

Persistent link: https://www.econbiz.de/10011415821

Testing threshold cointegration and threshold granger causality between stock price and exchange rate in Turkey

Güriş, Selahattin; Güriş, Burak - In: International journal of economics and finance 7 (2015) 10, pp. 50-55

Persistent link: https://www.econbiz.de/10011376062