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Long-run relationship between Islamic stock returns and macroeconomic variables : an application of the autoregressive distributed lag model

Majid, Muhammad Shabri Abdul; Rosylin Mohd. Yusof - In: Humanomics 25 (2009) 2, pp. 127-141

Persistent link: https://www.econbiz.de/10003903018

Exploring relationship between the stock price of Taiwan and the exchange rate : an autoregressive distributed lag model with a quantile regression

Hsu, Tzu-Kuang - In: International journal of economics and finance 8 (2016) 1, pp. 72-78

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Long memory in the Canadian stock market

Beveridge, Steve - In: Applied financial economics 7 (1997) 6, pp. 667-672

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Essays in long memory and stock market volatility

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An Analysis of Lead-Lag Relationship between Stock Returns Using Spectral Methods

Bhandari, Avishek - 2020

This paper examines the relationship between BSE Sensex and three other developed markets in the frequency domain. Cross-spectral methods, which are important in discovering and interpreting the relationships between economic variables, are used to analyze the relationships between different...

Persistent link: https://www.econbiz.de/10012855987