Narrow search
Showing 1 - 10 of 727
Cover Image
Granger-causal nonlinear financial networks
Fiedor, Paweł - In: The journal of network theory in finance 1 (2015) 2, pp. 53-82
Persistent link: https://www.econbiz.de/10011339875
Cover Image
Agricultural commodities and FMCG stock prices in India : evidence from the ARDL bound test and the Toda and Yamamoto causality analysis
Kaur, Gursimran; Dhiman, Babli - In: Global business review 22 (2021) 5, pp. 1190-1201
Persistent link: https://www.econbiz.de/10012660326
Cover Image
The associations between stock prices, inflation rates, interest rates are still persistent : empirical evidence from stock duration model
Eldomiaty, Tarek Ibrahim; Saeed, Yasmeen; Hammam, Rasha; … - In: Journal of economics, finance & administrative science 25 (2020) 49, pp. 149-161
Purpose - This paper aims to examine the effect of both inflation rate and interest rate on stock prices using … quarterly data on non-financial firms listed in DJIA30 and NASDAQ100 for the period 1999-2016. The stock duration model is used … to measure the sensitivity in variations in inflation rates and interest rates on stock prices. Design …
Persistent link: https://www.econbiz.de/10012260161
Cover Image
The relationship between macroeconomy and asset prices : long run causality evidence from Lithuania
Jurkšas, Linas; Paškevičius, Arvydas - In: Organizations and markets in emerging economies 8 (2017) 1, pp. 63-85
The purpose of this paper is to determine the long-run causal impact of various economic factors on Lithuanian stock … estate market, while forecasted returns of stock and government securities are not so accurate, especially the further …
Persistent link: https://www.econbiz.de/10012195012
Cover Image
Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants
Shahzad, Syed Jawad Hussain; Safwan Mohd Nor; … - In: International review of economics & finance : IREF 47 (2017), pp. 46-61
Persistent link: https://www.econbiz.de/10011740095
Cover Image
The impact of financial stress on gold, currency and stock markets in Iran : time-varying Granger-causality approach
Rezazadeh, Ali; Mohseninia, Roghayeh - In: Iranian journal of economic studies : IJES 10 (2021) 2, pp. 365-390
Persistent link: https://www.econbiz.de/10013364185
Cover Image
Causality, information flow, and co-movement analysis of major stock indices
Karatas, Cengiz; Unal, Gazanfer - In: Annals of financial economics 17 (2022) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10013367639
Cover Image
Identifying reduced-form relations with panel data
Vollebergh, Herman R. J.; Melenberg, Bertrand; … - 2007 - This version: September 13, 2007
The literature that tests for U-shaped relationships using panel data, such as those between pollution and income or inequality and growth, reports widely divergent (parametric and non-parametric) empirical findings. We explain why lack of identification lies at the root of these differences. To...
Persistent link: https://www.econbiz.de/10011372978
Cover Image
On the local causal effects of retirement on human capital
Fé, Eduardo; Pezzino, Mario - 2015
Persistent link: https://www.econbiz.de/10011313676
Cover Image
Do business visits cause productivity growth?
Tani, Massimiliano; Joyeux, Roselyne - 2013
The production and diffusion of knowledge have increasingly been seen as potential causes of the observed international differences in total factor productivity and, in turn, as possible sources of economic growth. This paper presents the results of a causality study between business visits and...
Persistent link: https://www.econbiz.de/10010228788