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Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei; Gupta, Rangan; Nazlıoğlu, Şaban; … - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
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Stock market behaviour : efficient or adaptive? : evidence from the Pakistan Stock Exchange
Shahid, Muhammad Naeem; Coronado, Semei; Sattar, Abdul - In: Afro-Asian Journal of Finance and Accounting : AAJFA 9 (2019) 2, pp. 167-192
Persistent link: https://www.econbiz.de/10012041982
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Nonlinearities and GARCH inadequacy for modeling stock market returns : empirical evidence from Latina America
Bonilla, Claudio A.; Romero, Rafael; Maquieira … - In: Macroeconomic dynamics 15 (2011) 5, pp. 713-724
Persistent link: https://www.econbiz.de/10009505801
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Episodic non-linearities and market efficiency in the Mexican stock market
Bonilla, Claudio A.; Romero, Rafael; Gutierrez, Elizabeth - In: The Manchester School 79 (2011) 3, pp. 367-380
Persistent link: https://www.econbiz.de/10009266808