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and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence …
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This study provides new evidence on the impact of climate physical risk (as measured by the Global Climate Risk Index (CRI) from Germanwatch) on stock market returns. Specifically, a panel model with fixed effects is estimated using annual data from 2007 to 2021 for a set of 65 countries as well...
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America, Asia and MENA). It covers the period 1979-2004, and carries out "second-generation" tests for non-stationary panels … integration ; misalignment ; second-generation panel unit-root and cointegration tests …
Persistent link: https://www.econbiz.de/10003889635
America, Asia and MENA). It covers the period 1979-2004, and carries out second-generationʺ tests for non-stationary panels … integration ; misalignment ; second-generation panel unit-root and cointegration tests …
Persistent link: https://www.econbiz.de/10003891665
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