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-term cointegration between exchange rate fluctuation and stock indexes before the global financial crisis and when the overall sample …
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cointegration and examine the causal relationship between ICT adoption and stock market development. The dependent variable employed …
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This paper implements recent bootstrap panel cointegration techniques and Seemingly Unrelated regression (SUR) methods … October 2008, and from January 1996 to December 2007, our investigation shows that there is evidence for cointegration of oil … stock prices, except in Saudi Arabia. -- GCC stock markets ; oil prices ; panel cointegration analysis …
Persistent link: https://www.econbiz.de/10003854428
In the empirical literature, only few studies have focused on the relationship between oil prices and stock markets in net oil-importing countries. In net oil-exporting countries this relationship has not been widely researched. This paper implements the panel-data approach of Kónya (2006),...
Persistent link: https://www.econbiz.de/10003937088
and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence …
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