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The unemployment-stock market relationship in South Africa : evidence from symmetric and asymmetric cointegration models

Phiri, Andrew - In: Managing global transitions : international research journal 15 (2017) 3, pp. 231-254

Persistent link: https://www.econbiz.de/10012135608

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

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

An empirical study of the interrelationships, integration and the efficiency of stock and foreign exchange markets in Fiji

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Persistent link: https://www.econbiz.de/10011504410

Dynamic linkages between Asian stock prices and exchange rates : new evidence from causality in quantiles

Yang, Zheng; Tu, Anthony H.; Zeng, Yong - In: Applied economics 46 (2014) 10/12, pp. 1184-1201

Persistent link: https://www.econbiz.de/10010399366

The price linkages between the equity fund price levels and the stock markets : evidences from cointegration approach and causality analysis of Hong Kong Mandatory Provident Fund (...

Chu, Patrick Kuok-Kun - In: International review of financial analysis 19 (2010) 4, pp. 281-288

Persistent link: https://www.econbiz.de/10009272665

Interest rate and stock market returns in Namibia

Eita, Joel Hinaunye - In: International business and economics research journal 13 (2014) 4, pp. 689-696

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Application of a Vector Error Correction, (VEC) Model to Test the Granger Causality Between the Monthly Returns and Expenses in Terms of Fees of Long/Short Equity and Arbitrage Hed...

Guirguis, Michel - 2019

In this article, we are investigating the effects of returns and expenses of hedge funds in terms of natural logarithmic monthly returns and expenses in terms of fees of long/short equity and arbitrage hedge funds. We have applied a Vector Error Correction model, (VEC) and a Granger causality to...

Persistent link: https://www.econbiz.de/10012890407

Macroeconomic variables and market expectations : Indian stock market

Gupta, Neha; Kumar, Arya - In: Theoretical and applied economics : GAER review 27 (2020) 3/624, pp. 161-178

Persistent link: https://www.econbiz.de/10012671909

Stock earnings and bond yields in the US 1871-2017 : the story of a changing relationship

Zakamulin, Valeriy; Hunnes, John A. - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 182-197

Persistent link: https://www.econbiz.de/10012655036

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