Turkish Lira-US Dollar futures contracts traded in Turkish Derivatives Exchanges. Cointegration test are used and an error …

Granger Causality test is employed to ascertain the direction of causality. Findings - The F-bounds test reveals cointegration …

-series techniques were used which include Cointegration, Vector Error Correction Model (VECM), Impulse Response Functions (IRF) and … Variance Decompositions (VDC). Cointegration analysis, along with the VECM, suggests that interest rates, crude oil prices and … Prices ; Macroeconomic Factors ; Dhaka Stock Exchange ; Cointegration ; VEC …

between the variables. The evidence reveals that there is a strong long-run cointegration. The robustness of the ARDL bounds … test cointegration was confirmed using the newly-developed combined cointegration, which also provided the same evidence …

default swap using a cointegration approach. We demonstrated the existence of a cointegrating relationship between those two …

applies both the cointegration technique and Granger causality within the vector error correction (VEC) framework. The …

States sub-prime crisis. Johansen Cointegration test has been used to ascertain the presence of long run relationship between …

In this paper we apply cointegration and Granger-causality analyses to construct linear and neural network error … index ; cointegration analysis …