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An empirical investigation of Purchasing Power Parity (PPP) for NORDIC countries : evidence from linear and nonlinear unit root tests
Güriş, Burak; Yasgül, Yasar Serhat; Tirasoglu, Muhammed - In: International journal of economic perspectives : IJEP 10 (2016) 1, pp. 131-137
Persistent link: https://www.econbiz.de/10011579140
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The stationarity of South Asian real exchange rates allowing for structural breaks
Hoque, Ariful; Banerjee, Rajabrata - In: Australasian accounting business and finance journal : AABF 8 (2014) 3, pp. 45-54
Persistent link: https://www.econbiz.de/10010520022
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A new unit root test against asymmetric ESTAR nonlinearity with smooth breaks
Ranjbar, Omid; Chang, Tsangyao; Elmi, Zahra Mila; Lee, … - In: Iranian economic review : journal of University of Tehran 22 (2018) 1, pp. 51-62
Persistent link: https://www.econbiz.de/10011977114
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The role of structural breaks, nonlinearity and asymmetric adjustments in African bilateral real exchange rates
Ahmad, Ahmad Hassan; Aworinde, Olalekan Bashir - In: International review of economics & finance : IREF 45 (2016), pp. 144-159
Persistent link: https://www.econbiz.de/10011626334
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Structural break, nonlinearity and asymmetry : a re-examination of PPP proposition
Omay, Tolga; Emirmahmutoglu, Furkan; Hasanov, Mübariz - In: Applied economics 50 (2018) 12, pp. 1289-1308
Persistent link: https://www.econbiz.de/10011848366
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Purchasing power parity in transition economies : evidence from the commonwealth of independent states
Telatar, Erdinc; Hasanov, Mübariz - In: Post-communist economies 21 (2009) 2, pp. 157-173
Persistent link: https://www.econbiz.de/10003882360
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Purchasing power parity in Central and East European countries
Telatar, Erdinç; Hasanov, Mübariz - In: Eastern European economics 47 (2009) 5, pp. 25-41
Persistent link: https://www.econbiz.de/10003903080
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Purchasing power parity in Central and Eastern European countries : an analysis of unit roots and nonlinearities
Cuestas, Juan Carlos - In: Applied economics letters 16 (2009) 1/3, pp. 87-94
Persistent link: https://www.econbiz.de/10003822574
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Purchasing power parity and structural instability in the US/UK exchange rate
Karoglou, Michail; Morley, Bruce - In: Journal of international financial markets, … 22 (2012) 4, pp. 958-972
Persistent link: https://www.econbiz.de/10009582495
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Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2019
This paper examines persistence, structural breaks and non-linearities in the case of five European stock market indices, namely the FTSE100 (UK), DAX30 (Germany), CAC40 (France), IBEX35 (Spain) and FTSE MIB40 (Italy), using fractional integration methods. The empirical results provide no...
Persistent link: https://www.econbiz.de/10012024535