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Causal relationship between spot and futures prices with multiple time horizons : a nonparametric wavelet Granger causality test

Torun, Erdost; Chang, Tzu-pu; Chou, Ray Yeutien - In: Research in international business and finance 52 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012543339

Measuring nonlinear Granger causality in mean

Song, Xiaojun; Taamouti, Abderrahim - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 321-333

Persistent link: https://www.econbiz.de/10011895015

Examining comovement and causality between producer price index for P&C insurance premium and uncertainty indices : wavelet and non-parametric quantile causality approach

Aggarwal, Divya; Kalia, Deepali - In: Research in economics : an international review of economics 76 (2022) 2, pp. 141-148

Persistent link: https://www.econbiz.de/10013367764

Vine copula Granger causality in mean

Jang, Hyuna; Kim, Jong-Min; Noh, Hohsuk - In: Economic modelling 109 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013348254

Treatment effect risk : bounds and inference

Kallus, Nathan - In: Management science : journal of the Institute for … 69 (2023) 8, pp. 4579-4590

Persistent link: https://www.econbiz.de/10014339269

Vine copula Granger causality in quantiles

Jang, Hyuna; Kim, Jong-Min; Noh, Hohsuk - In: Applied economics 56 (2024) 10, pp. 1109-1118

Persistent link: https://www.econbiz.de/10014446535

Foreign direct investment and macroeconomic factors : evidence from the Indian economy

Tripathi, Vanita; Seth, Ritika; Bhandari, Varun - In: Asia-Pacific journal of management research and … 11 (2015) 1, pp. 46-56

Persistent link: https://www.econbiz.de/10011383278

COVID-19 pandemic and Romanian stock market volatility : a GARCH approach

Gherghina, Ștefan Cristian; Armeanu, Daniel Ștefan; … - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-29

This paper investigates the volatility of daily returns on the Romanian stock market between January 2020 and April 2021. Volatility is analyzed by means of the representative index for Bucharest Stock Exchange (BSE), namely, the Bucharest Exchange Trading (BET) index, along with twelve...

Persistent link: https://www.econbiz.de/10012626337

Roth, Jonathan; Sant'Anna, Pedro H. C.; Bilinski, Alyssa; … - In: Journal of econometrics 235 (2023) 2, pp. 2218-2244

Persistent link: https://www.econbiz.de/10014471452

Microeconometric evaluation of labor market policies using administrative data

Wiehler, Stephan (contributor) - 2007

Persistent link: https://www.econbiz.de/10003717628