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Economic globalization and financial development in East Asia : a panel cointegration and causality analysis
Hook, Law Siong; Wan Azman Saini Wan Ngah; Tan, Hui Boon - In: Emerging markets finance & trade : a journal of the … 50 (2014) 1, pp. 210-225
Persistent link: https://www.econbiz.de/10010402574
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International linkages of Indian equity market : evidence from panel co-integration approach
Choudhary, Sangita; Singhal, Shelly - In: The journal of asset management 21 (2020) 4, pp. 333-341
Persistent link: https://www.econbiz.de/10012292803
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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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Long run equilibrium relationships in international economics
Crowder, William Joseph - 1992
Persistent link: https://www.econbiz.de/10001437504
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Econometric analysis of integration of selected new eu member cee stock markets with global stock market and eurozone : impact of global financial crisis
Sucháček, Jan; Koutský, Jaroslav; Caridad y López … - In: Amfiteatru economic : an economic and business research … 23 (2021) 58, pp. 824-842
spectrum of econometric tools (cointegration, VAR model, Granger causality, variance decomposition) and comparison of changes …
Persistent link: https://www.econbiz.de/10012939609
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Currency internationalization and openness : a paradigm from renminbi
Li, Huiqing; Jia, Daofan; Li, Jia - In: Review of international economics 31 (2023) 3, pp. 956-984
Persistent link: https://www.econbiz.de/10014329813
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On the dynamics of international stock market efficiency
Khaled, Mohammed S.; Keef, Stephen P. - In: Cogent economics & finance 2 (2014) 1, pp. 1-11
The Granger causality procedure is used to assess the dynamics of market efficiency of 17 international stock indices. These indices are based on relatively smaller firms. The reference of market efficiency is a stock index, from the same economy, which is based on relatively larger firms. There...
Persistent link: https://www.econbiz.de/10010470565
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Financialization, financial globalization, and investment : panel cointegration results using OECD data
Shin, Hochul - In: Seoul journal of economics : SJE 34 (2021) 3, pp. 405-450
Persistent link: https://www.econbiz.de/10012619960
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Explosive dynamics in house prices? : an exploration of financial market spillovers in housing markets around the world
Martínez-García, Enrique; Grossman, Valerie - In: Journal of international money and finance 101 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012392290
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Evaluating the interactive effect of domestic and global stock market variables on the depth of the financial system in Sub-Saharan African countries : a panel ARDL approach
Kalu, Ebere Ume; Arize, Augustine Chuck; Ilo, Sylvester … - In: Journal of economic studies 50 (2023) 3, pp. 601-624
Persistent link: https://www.econbiz.de/10014252420