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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
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Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
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Time-frequency relationship between share prices and exchange rates in India : evidence from continuous wavelets
Tiwari, Aviral Kumar; Bhanja, Niyati; Dar, Arif Billah; … - In: Empirical economics : a journal of the Institute for … 48 (2015) 2, pp. 699-714
Persistent link: https://www.econbiz.de/10011293584
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Stock market and macroeconomic variables : new evidence from India
Gopinathan, R.; Durai, S. Raja Sethu - In: Financial innovation : FIN 5 (2019) 29, pp. 1-17
findings suggest that standard cointegration tests fail to identify any relationship among these variables. However, a … expectations algorithm of (J Am Stat Assoc 80:580–598, 1985) identifies strong evidence of cointegration and indicates nonlinearity …
Persistent link: https://www.econbiz.de/10012267017
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Stock market integration in Africa reconsidered : a wavelet multiple correlation and cross-correlation analysis
Rémy, Oyaya Jean - In: The empirical economics letters : a monthly … 15 (2016) 2, pp. 205-218
Persistent link: https://www.econbiz.de/10011580420
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Volatility spillover effects between oil and GCC stock markets : a wavelet-based asymmetric dynamic conditional correlation approach
Thuy Tien Ho; Ngo Thai Hung - In: International journal of Islamic and Middle Eastern … 15 (2022) 6, pp. 1127-1149
Persistent link: https://www.econbiz.de/10014337182
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Does China's iron ore futures market have price discovery function? : analysis based on VECM and State-space perspective
Ge, Yongbo; Cao, Tingting; Jiang, Ruchuan; Liu, Peide; … - In: Journal of business economics and management 20 (2019) 6, pp. 1083-1101
share are made in this paper. The empirical results show that: firstly, from the perspective of cointegration test, there is …
Persistent link: https://www.econbiz.de/10012176079
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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
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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Macroeconomic variables and long-term stock market performance : a panel ARDL cointegration approach for G7 countries
Humpe, Andreas; McMillan, David G. - In: Cogent economics & finance 8 (2020) 1, pp. 1-7
cointegration to estimate the long-run relationship between G7 stock prices and macroeconomic variables over the last 40 years. We …
Persistent link: https://www.econbiz.de/10013179569
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Stock markets, banks and long run economics growth : a panel cointegration-based analysis
Cavenaile, Laurent; Gengenbach, Christian; Palm, Franz C. - 2013
and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence …
Persistent link: https://www.econbiz.de/10010223077