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Do financial crises matter for nonlinear exchange rate and stock market cointegration? : a heterogeneous nonlinear panel data model with PMG approach
Tabash, Mosab I.; Sheikh, Umaid A.; Matar, Ali; Ahmed, Adel - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-22
the conventional symmetrical panel ARDL (PARDL) model was not able to formulate long-run cointegration between currency …. However, asymmetrical cointegration was established between the currency values and stock market indexes for the pre … recessionary period and the overall sampling time frame by utilizing the panel-based NARDL framework (PNARDL). The study suggests …
Persistent link: https://www.econbiz.de/10013545812
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Does tourism promote economic growth? : a fractionally integrated heterogeneous panel data analysis
Pérez Rodríguez, Jorge V.; Rachinger, Heiko; … - In: Tourism economics : the business and finance of tourism … 28 (2022) 5, pp. 1355-1376
Persistent link: https://www.econbiz.de/10013392318
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Global financial crisis in effecting asymmetrical co-integration between exchange rate and stock indexes of South Asian region : application of panel data NARDL and ARDL modelling...
Sheikh, Umaid A.; Tabash, Mosab I.; Asad, Muzaffar - In: Cogent business & management 7 (2020) 1, pp. 1-24
employing a Non-linear Panel autoregressive distributive lag model along with a Panel Asymmetric granger casualty test. For the … Panel-NARDL model, the Pre-crisis regime comprises of 289 observations from 1st January 2000 to 1st January 2008, the post … estimating Pesaran's 2004 CD test. Findings indicated that the linear panel-based ARDL model failed to establish long …
Persistent link: https://www.econbiz.de/10012654650
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Do stock market fluctuations lead to currency deflation in the South Asian region? : evidence beyond symmetry
Suleman, Muhammad Tahir; Tabash, Mosab I.; Sheikh, Umaid A. - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 1432-1450
Persistent link: https://www.econbiz.de/10014533233
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Essays on money demand and monetary policy transmission in Europe
Rondorf, Ulrike - 2011
Persistent link: https://www.econbiz.de/10009412188
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Stochastic optimal control, international finance, and debt crises
Stein, Jerome L. - 2006
Persistent link: https://www.econbiz.de/10003212024
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Domestic debt, inflation and economic crises : a panel cointegration application to emerging and developed economies
Bildirici, Melike; Ersin, Özgür Ömer - In: Applied econometrics and international development 7 (2007) 1, pp. 31-42
Persistent link: https://www.econbiz.de/10003938414
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How do banking crises affect aggregate consumption? : evidence from international crisis episodes
Gerlach-Kristen, Petra; O'Connell, Brian; O’Toole, Conor - 2013
This paper considers the effect of systemic financial crises on aggregate consumption. Using a sample of 23 countries over 32 years, we find that consumption growth seems lower during banking crises, crises following credit booms and crises following house price booms. Moreover, the response to...
Persistent link: https://www.econbiz.de/10010199407
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Domestic Debt, Inflation and Economic Crises : A Panel Cointegration Application to Emerging and Developed Economies
Bildirici, Melike - 2009
The paper aims to investigate the economic relationship between inflation and domestic debt. In countries that experience high inflation, the inflationary process fed on increasing costs of domestic debt. As a result, the increasing debt to GDP ratios led these countries to borrow at higher...
Persistent link: https://www.econbiz.de/10012766274
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Banking crises with special reference to India
Bhowmik, Debesh - In: Emerging issues in Indian banking : performance, …, (pp. 35-60). 2019
Persistent link: https://www.econbiz.de/10012058711