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Markusen, James R.
70
Diebold, Francis X.
62
Saggi, Kamal
58
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49
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44
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37
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25
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Zhou, Guofu
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Huber, Martin
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48
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ECONIS (ZBW)
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1
Dynamic causality testing for EKC hypothesis, pollution haven hypothesis and international trade in
India
Rana, Ritu
;
Sharma, Manoj
- In:
Journal of international trade & economic development : …
28
(
2019
)
3
,
pp. 348-364
Persistent link: https://www.econbiz.de/10012203603
Saved in:
2
Three applications of propensity score matching in microeconomics and corporate finance : United States internal migration ; seasoned equity offerings ; attrition in a randomized e...
Li, Xianghong
-
2004
Persistent link: https://www.econbiz.de/10003549641
Saved in:
3
Testing causality between two vectors in multivariate GARCH models
Wo´zniak, Tomasz
-
2012
Persistent link: https://www.econbiz.de/10009553209
Saved in:
4
Causality effects in return volatility measures with random times
Renault, Eric
;
Werker, Bas J. M.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
Saved in:
5
"Déjà vol" : predictive regressions for aggregate stock market volatility using macroeconomic variables
Paye, Bradley S.
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 527-546
Persistent link: https://www.econbiz.de/10009710165
Saved in:
6
Testing for causality between the gold return and stock market performance : evidence for "gold investment in case of emergency"
Miyazaki, Takashi
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 27-40
Persistent link: https://www.econbiz.de/10009719044
Saved in:
7
The speed of convergence to market efficiency on NASDAQ hedging stocks
Huang, Han-Ching
;
Su, Yong-chern
;
Yang, Ming-yu
- In:
Investment management and financial innovations
10
(
2013
)
2
,
pp. 84-92
Persistent link: https://www.econbiz.de/10010201089
Saved in:
8
Dynamic relations between stock returns and exchange rate changes
Inci, Ahmet Can
;
Lee, Bong-soo
- In:
European financial management : the journal of the …
20
(
2014
)
1
,
pp. 71-106
Persistent link: https://www.econbiz.de/10010248858
Saved in:
9
Measuring high-frequency causality between returns, realized volatility, and implied volatility
Dufour, Jean-Marie
;
Garcia, René
;
Taamouti, Abderrahim
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
Saved in:
10
A new statistic and practical guidelines for nonparametric Granger causality testing
Diks, Cees G. H.
;
Panchenko, Valentyn
- In:
Journal of economic dynamics & control
30
(
2006
)
9/10
,
pp. 1647-1669
Persistent link: https://www.econbiz.de/10003370351
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