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A long-run relationship between stock price index and exchange rate : a structural nonparametric cointegration regression approach
Tsagkanos, Athanasios; Siriopoulos, Costas - In: Journal of international financial markets, … 25 (2013), pp. 106-118
Persistent link: https://www.econbiz.de/10009762800
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Money, stock prices and central banks : cross-country comparisons of cointegrated VAR models
Belke, Ansgar; Wiedmann, Marcel - 2013
In this paper, we analyze the long-run behavior and short-run dynamics of stock markets across some selected developed and emerging economies - namely the United States, the Euro Area, Japan, the United Kingdom, Australia, South Korea, Thailand and Brazil - in the Cointegrated...
Persistent link: https://www.econbiz.de/10010255144
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Monetary policy and stock prices : cross-country evidence from cointegrated VAR models
Belke, Ansgar; Beckmann, Joscha - In: Journal of banking & finance 54 (2015), pp. 254-265
Persistent link: https://www.econbiz.de/10011377829
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The association between aggregated and disaggregated stock prices withmonetary policy using asymmetric cointegration and error-correctionmodeling approaches
Zare, Roohollah; Azali, Mohamed - In: Review of development finance 5 (2015) 1, pp. 64-69
Persistent link: https://www.econbiz.de/10011447230
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The market impact of a limit order
Hautsch, Nikolaus; Huang, Ruihong - 2009
. -- price impact ; limit order ; impulse response function ; cointegration …
Persistent link: https://www.econbiz.de/10003893148
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The market impact of a limit order
Hautsch, Nikolaus; Huang, Ruihong - 2009
. -- Price Impact ; Limit Order ; Impulse Response Function ; Cointegration …
Persistent link: https://www.econbiz.de/10003909348
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Three essays in international macroeconomics and finance
Martínez-García, Enrique - 2007
Persistent link: https://www.econbiz.de/10009682964
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Essays on financial econometrics
D'Amico, Stefania - 2004
Persistent link: https://www.econbiz.de/10003386855
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Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.; Gupta, Rangan; Modise, Mampho P. - In: Journal of emerging market finance 14 (2015) 2, pp. 176-196
Persistent link: https://www.econbiz.de/10011378505
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Money velocity and asset prices in the euro area
Dreger, Christian; Wolters, Jürgen - 2009
of money demand. This presumption is explored by means of a cointegration analysis. To separate income from wealth …
Persistent link: https://www.econbiz.de/10011518893