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An empirical investigation of the joint efficiency of the US stock and foreign exchange markets

Rapp, Tammy; Parker, Michael E.; Phillips, Michael D. - In: The journal of economics 25 (1999) 2, pp. 63-71

Persistent link: https://www.econbiz.de/10001473046

The relative efficiency of commodity futures markets

Kellard, Neil (contributor) - In: The journal of futures markets 19 (1999) 4, pp. 413-432

Persistent link: https://www.econbiz.de/10001378173

Fractional Integration and Cointegration in US Financial Time Series Data

Caporale, Guglielmo Maria - 2011

This paper examines several US monthly financial time series data using fractional integration and cointegration … exploiting recent developments in fractional cointegration allows to investigate in greater depth the relationships between …

Persistent link: https://www.econbiz.de/10013126003

Fractional Integration and Cointegration in US Financial Time Series Data

Caporale, Guglielmo Maria; Gil-Alana, Luis A. - 2011

Persistent link: https://www.econbiz.de/10014183200

Stock prices' long memory in China and the United States

Tan, Zhengxun; Fu, Yao; Cheng, Hong; Liu, Juan - In: International journal of emerging markets 17 (2022) 5, pp. 1292-1314

Persistent link: https://www.econbiz.de/10013363227

The effect of federal government size on long-term economic growth in the United States : 1791 - 2009

Guerrero, Federico; Parker, Elliott - In: Modern economy 3 (2012) 8, pp. 949-957

Persistent link: https://www.econbiz.de/10010201976

A study of selective macroeconomic determinants affecting remittances to India from the USA and GCC countries

Banerji, Amit; Chandrawanshi, Anand Gaurav - In: International journal of business and globalisation : IJBG 29 (2021) 4, pp. 530-555

Persistent link: https://www.econbiz.de/10012798188

Government debt reduction in the USA and Greece : a comparative VECM analysis

Mah, Gisele; Mongale, Itumeleng P.; Mukuddem-Petersen, … - In: Eurasian journal of business and economics : EJBE 9 (2016) 18, pp. 99-112

Persistent link: https://www.econbiz.de/10011603275

Contemporaneous and Granger causality among US corn cash and futures prices

Xu, Xiaojie - In: European review of agricultural economics 46 (2019) 4, pp. 663-695

Persistent link: https://www.econbiz.de/10012058095

Detection of lead-lag relationships using both time domain and time-frequency domain : an application to wealth-to-income ratio

Skoura, Angeliki - In: Economies : open access journal 7 (2019) 2/28, pp. 1-27

The objective of this paper is the joint application of two different methodological concepts for the detection of lead-lag relationships in economic time-series in order to investigate their consistency and their potential complementarity. The first methodology, a time domain analysis based on...

Persistent link: https://www.econbiz.de/10012021697