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Relationship between the popularity and returns of the cryptocurrencies : a panel data analysis
Özyeşil, Mustafa - In: The empirical economics letters : a monthly … 19 (2020) 5, pp. 461-475
Persistent link: https://www.econbiz.de/10012596538
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Financial deepening and stock market returns : panel data analyses for selected developed and developing economies
Rahman, A. K. M. Matiur; Mustafa, Muhammad - In: International journal of monetary economics and finance 10 (2017) 1, pp. 96-109
Persistent link: https://www.econbiz.de/10011660730
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Interest rate and stock market returns in Namibia
Eita, Joel Hinaunye - In: International business and economics research journal 13 (2014) 4, pp. 689-696
Persistent link: https://www.econbiz.de/10010393536
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The associations between stock prices, inflation rates, interest rates are still persistent : empirical evidence from stock duration model
Eldomiaty, Tarek Ibrahim; Saeed, Yasmeen; Hammam, Rasha; … - In: Journal of economics, finance & administrative science 25 (2020) 49, pp. 149-161
, cointegration regression, Granger causality and vector error correction model. Findings - The results of panel Johansen …/methodology/approach - The authors use standard statistical tools that include Johansen cointegration test, linearity, normality tests … cointegration analysis show that cointegration exists between the stock prices, the changes in stock prices due to inflation rates …
Persistent link: https://www.econbiz.de/10012260161
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The relationship between stock and real estate prices in Turkey : evidence around the global financial crisis
Yüksel, Aslı - In: Central Bank review / The Central Bank of the Republic … 16 (2016) 1, pp. 33-40
Persistent link: https://www.econbiz.de/10011650154
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Macroeconomic variables and Dhaka stock exchange returns: an application of autoregressive distributed lag bounds testing approach
Islam, K. M. Zahidul; Alam, Md. Nahid - In: Journal of economic cooperation & development 40 (2019) 4, pp. 75-108
Persistent link: https://www.econbiz.de/10012314741
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Impact of crypto currencies on performance of stock returns : evidence from BRICS countries
Sakthivel P.; Rajaswaminathan S. - In: Theoretical and applied economics : GAER review 31 (2024) 2/639, pp. 243-254
Persistent link: https://www.econbiz.de/10015054131
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Short and long-term interactions between venture capital returns and the macroeconomy : evidence for the United States
Füss, Roland; Schweizer, Denis - In: Review of quantitative finance and accounting 38 (2012) 3, pp. 391-410
Persistent link: https://www.econbiz.de/10009532181
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Forecasting Austrian IPOs : an application of linear and neural network error-correction models
Häfke, Christian; Helmenstein, Christian - 1995
In this paper we apply cointegration and Granger-causality analyses to construct linear and neural network error … index ; cointegration analysis …
Persistent link: https://www.econbiz.de/10009696693
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An empirical study of the interrelationships, integration and the efficiency of stock and foreign exchange markets in Fiji
Paul, Muthucattu Thomas; Uriam, Timiti - In: Journal of quantitative economics : official journal of … 12 (2014) 1, pp. 154-167
Persistent link: https://www.econbiz.de/10011504410