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Macroeconomic determinants of stock market capitalization in an emerging market : fresh evidence from cointegration with unknown structural breaks
Shahbaz, Muhammad; Ur Rehman, Ijaz; Afza, Talat - In: Macroeconomics and finance in emerging market economies 9 (2016) 1/3, pp. 75-99
Persistent link: https://www.econbiz.de/10011583553
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Financial time series: methods and models
Caporin, Massimiliano; Storti, Giuseppe - In: Journal of risk and financial management : JRFM 13 (2020) 5/86, pp. 1-3
The statistical analysis of financial time series is a rich and diversified research field whose inherent complexity requires an interdisciplinary approach, gathering together several disciplines, such as statistics, economics, and computational sciences. This special issue of the Journal of...
Persistent link: https://www.econbiz.de/10012304649
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Unveiling the linkages between emerging stock market indices and cryptocurrencies
Ahmed, Wajid Shakeel; Mehmood, Ahsan; Sheikh, Talha; … - In: Asian Academy of Management journal 27 (2022) 2, pp. 189-209
integration and co-integration technique. Particularly, fractional integration is applied to examine stochastic properties of … individual assets and fractional cointegration to analyse bivariate connectedness. Our findings unveil the absence of mean … instead of prices. Like, conditional volatility-based estimation uncovers evidence of mean reversion in univariate analysis as …
Persistent link: https://www.econbiz.de/10014285279
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The effect of domestic and foreign risks on an emerging stock market : a time series analysis
Kirikkaleli, Dervis - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012658975
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Evidence from an emerging market economy on the dynamic connection between financial development and economic growth
Oroud, Yazan; Almahadin, Hamed Ahmad; Alkhazaleh, Mansour; … - In: Research in globalization 6 (2023), pp. 1-5
-2020 have been compiled. This relationship is investigated using bounds testing within the autoregressive distributed lag (ARDL …) approach. The estimations of both the long-term ARDL model and the short-term ECM model indicate that financial development is …
Persistent link: https://www.econbiz.de/10014331644
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Sources of financial development and their impact on FDI inflow : a panel data analysis of middle-income economies
Haque, Mohammad Anamul; Biqiong, Zhang; Muhammad Usman … - In: Economies : open access journal 10 (2022) 8, pp. 1-18
significant cointegration, and the stationarity of FDI inflow at first difference, while the explanatory and controlled variables … were as mixed level. It validated the panel ARDL estimations methods such as mean group, pooled mean group, and a dynamic …. Future research may consider time series ARDL for each independent middle-income country. The findings of the study are …
Persistent link: https://www.econbiz.de/10013337872
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The interactions between oil prices and Borsa Istanbul sector indices
Cagli, Efe Çaglar; Taşkın, Fatma Dilvin; Mandacı, … - In: International journal of economic policy in emerging … 7 (2014) 1, pp. 55-65
Persistent link: https://www.econbiz.de/10010413324
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Linkages between financial development and economic growth in the middle-income countries of South Asia : a panel data investigation
Sharma, Rajesh; Kautish, Pradeep - In: Vision : the journal of business perspective 24 (2020) 2, pp. 140-150
Persistent link: https://www.econbiz.de/10012229803
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Revisiting stock market development and economic growth nexus : the moderating role of foreign capital inflows and exchange rates
Mohammad Enamul Hoque; Jakob, Noor Azuddin - In: Cogent economics & finance 6 (2018) 1, pp. 1-17
during 1981–2016. This study applies Granger test, ARDL (with bound testing) approach, and multivariate regression approach … there are unidirectional effects of stock market development to Malaysian economic growth. Using the bound test for co-integration …, this study finds there is a long run association between stock market development and economic growth. However, ARDL model …
Persistent link: https://www.econbiz.de/10011905769
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Revisiting stock market development and economic growth nexus : the moderating role of foreign capital inflows and exchange rates
Mohammad Enamul Hoque; Jakob, Noor Azuddin - In: Cogent economics & finance 5 (2017) 1, pp. 1-17
during 1981–2016. This study applies Granger test, ARDL (with bound testing) approach, and multivariate regression approach … there are unidirectional effects of stock market development to Malaysian economic growth. Using the bound test for co-integration …, this study finds there is a long run association between stock market development and economic growth. However, ARDL model …
Persistent link: https://www.econbiz.de/10011881225