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Empirical investigation of purchasing power parity for Turkey: Evidence from recent nonlinear unit root tests

Yildirim, Dilem - In: Central Bank Review (CBR) 17 (2017) 2, pp. 39-45

This study explores the empirical validity of the purchasing power parity (PPP) hypothesis between Turkey and its four major trading partners, the European Union, Russia, China and the US. Accounting for the nonlinear nature of real exchange rates, we employ a battery of recently developed...

Persistent link: https://www.econbiz.de/10012217553

Review on efficiency and anomalies in stock markets

Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies 8 (2020) 1, pp. 1-51

The efficient-market hypothesis (EMH) is one of the most important economic and financial hypotheses that have been tested over the past century. Due to many abnormal phenomena and conflicting evidence, otherwise known as anomalies against EMH, some academics have questioned whether EMH is...

Persistent link: https://www.econbiz.de/10013199649

Abnormal loan growth and bank risk-taking in Vietnam: A quantile regression approach

Ho, Tin H.; Le, Tu D. Q.; Nguyen, Dat T. - In: Cogent Business & Management 8 (2021) 1, pp. 1-11

We empirically investigate and present evidence of nonlinearity and heterogeneity in the impact of abnormal loan growth …

Persistent link: https://www.econbiz.de/10014001712

Does the relationship between entrepreneurial orientation and subjective financial firm performance have an inverted U-shape? Evidence from Southeast European SMEs

Šlogar, Helena; Morić Milovanović, Bojan; Hrvatin, Stella - In: Administrative Sciences 13 (2023) 2, pp. 1-16

indicated a need to further test the possibilities concerning the nonlinearity between EO and firm performance. Moreover, since … existence of nonlinearity between EO and subjective financial performance among SMEs in southeastern European countries. Data … growth and profit-to-sales ratio. On the other hand, results have not confirmed existence of nonlinearity effects that EO has …

Persistent link: https://www.econbiz.de/10014333171