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The effects of covid-19 outbreak on financial markets
Çelik, Ismail; Yilmaz, Tayfun; Emir, Süleyman; Sak, … - In: Financial studies 24 (2020) 4, pp. 6-28
structural breaks more precisely by means of the Fourier transformations in time series, the Fourier-SHIN Cointegration Test to … determine long-term relationships between time series, and the Fourier Granger Causality Test to determine causality …
Persistent link: https://www.econbiz.de/10012421804
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Integration of Financial Markets and National Price Levels : The Role of Exchange Rate Volatility
Hoffmann, Mathias - 2016
How does international financial integration affect national price levels? To analyze this question, this paper formulates a two-country open economy sticky-price model under either segmented or complete asset markets. It is shown that the effect of financial integration, i.e. moving from...
Persistent link: https://www.econbiz.de/10012991245
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The long-run convergence of exchange rates and prices in the European Union
Beirne, John - In: International review of applied economics 26 (2012) 3, pp. 367-385
Persistent link: https://www.econbiz.de/10009612172
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Purchasing power parity and cointegration : evidence from Latvia and Slovakia
Chocholatá, Michaela - In: Ekonomický časopis : časopis pre ekonomickú … 57 (2009) 4, pp. 344-358
Persistent link: https://www.econbiz.de/10003862224
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Symmetry and separability in two-country cointegrated VAR models : representation and testing
Krolzig, Hans-Martin; Heinlein, Reinhold - 2013
five different country pairs in the post-Bretton-Woods era. We find evidence for the symmetry of the cointegration space …, which is of practical importance as it allows for the identification of the cointegration vectors in much smaller systems …
Persistent link: https://www.econbiz.de/10010228330
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Persistent misalignments of the European exchange rates : some evidence from non-linear cointegration
Dufrénot, Gilles; Mathieu, Laurent; Mignon, Valérie; … - In: Applied economics 38 (2006) 2, pp. 203-229
Persistent link: https://www.econbiz.de/10003292360
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Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration
Dufrénot, Gilles; Mathieu, Laurent; Mignon, Valérie; … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724164
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How equilibrium exchange rate misalignments influence on economic growth? : evidence for European countries
Ramos-Herrera, María del Carmen - In: Economics : the open-access, open-assessment journal 16 (2022) 1, pp. 199-211
The determination of the equilibrium real exchange rate is one of the most important issues in open economy since the policymakers are concerned about predicting and monitoring misalignments and they are usually associated with current account problems and currency crises. To the best of my...
Persistent link: https://www.econbiz.de/10013252580
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Are exchange rates less important for trade in a more globalized world? : evidence for the new EU members
Fišera, Boris; Horváth, Roman - In: Economic systems 46 (2022) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10013202802
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Stock markets and effective exchange rates in European countries : threshold cointegration findings
Kollias, Chrēstos; Papadamou, Stephanos; Siriopoulos, … - In: Eurasian economic review : a journal in applied … 6 (2016) 2, pp. 215-274
Persistent link: https://www.econbiz.de/10011587642