Narrow search
Showing 1 - 10 of 2,104
Cover Image
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
Cover Image
Detecting bubbles in the US stock market : a new evidence from the bootstrap cointegration test in ESTAR error correction model
Cagli, Efe Çaglar; Mandacı, Pınar Evrım - In: The empirical economics letters : a monthly … 16 (2017) 9, pp. 941-950
Persistent link: https://www.econbiz.de/10011907050
Cover Image
Revisiting the causality between oil prices and stock markets in selected MENA countries : a bootstrap rolling-window approach
Hamouda, Abderrazek Ben - In: International journal of economics and financial issues … 13 (2023) 5, pp. 109-118
Persistent link: https://www.econbiz.de/10014417920
Cover Image
The interactions of stock prices and exchange rates in the ASEAN-5 countries : new evidence using a bootstrap panel Granger causality approach
Liang, Chin Chia; Chen, Ming-Yung; Yang, Cheng-Hua - In: Global economic review 44 (2015) 3, pp. 324-334
Persistent link: https://www.econbiz.de/10011345087
Cover Image
Stock markets reaction to COVID-19 : evidence from time-varying cointegration, leveraged bootstrap causality and event analysis
Lee, Chien-chiang; Olasehinde-Williams, Godwin; … - In: Finance a úvěr 72 (2022) 4, pp. 328-355
Persistent link: https://www.econbiz.de/10013474448
Cover Image
Inference on the tail process with application to financial time series modeling
Davis, Richard A.; Drees, Holger; Segers, Johan; … - In: Journal of econometrics 205 (2018) 2, pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
Cover Image
Event studies correcting for nonnormality using the wild bootstrap
Gregoriou, Andros - In: Applied economics letters 21 (2014) 13/15, pp. 1054-1056
Persistent link: https://www.econbiz.de/10010418235
Cover Image
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.; Motegi, Kaiji - In: Economic modelling 76 (2019), pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Cover Image
Mixed-scale jump regressions with bootstrap inference
Li, Jia; Todorov, Viktor; Tauchen, George Eugene; Chen, Rui - In: Journal of econometrics 201 (2017) 2, pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Cover Image
Covariance estimation using random permutations
Padmakumari, Lakshmi; Maheswaran, S. - In: International journal of financial engineering 5 (2018) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10011922956