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Can exchange rate volatility influence the export positively? : evidence from Turkey under the regime shifts
Bilgili, Faik; Ulucak, Recep; Soykan, Mehmet Erkan; … - In: Global business review 22 (2021) 3, pp. 588-611
Persistent link: https://www.econbiz.de/10012591288
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Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette - In: Economic modelling 64 (2017), pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
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Detecting sudden changes in volatility estimated from high, low and closing prices
Kumar, Dilip; Maheswaran, S. - In: Economic modelling 31 (2013), pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
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Modeling persistence and long memory under the impact of regime shifts in the PIGS stock market
Kumar, Dilip; Maheswaran, S. - In: Decision 40 (2013) 1/2, pp. 117-134
Persistent link: https://www.econbiz.de/10010381136
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Tests of investor learning models using earnings innovations and implied volatilities
Neururer, Thaddeus; Papadakis, George; Riedl, Edward J. - In: Review of accounting studies 21 (2016) 2, pp. 400-437
Persistent link: https://www.econbiz.de/10011488222
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Regime shifts and volatility in BRIICKS stock markets : an asset allocation perspective
Ahmad, Wasim; Sehgal, Sanjay - In: International journal of emerging markets 10 (2015) 3, pp. 383-408
Persistent link: https://www.econbiz.de/10011489265
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The impact of foreign capital shifts on economic activities and asset prices : a threshold VAR approach
Baba, Boubekeur; Sevil, Güven - In: Asian journal of economics and banking : AJEB 4 (2020) 3, pp. 87-104
Purpose - The purpose of this paper is to investigate the impact of foreign capital shifts on economic activities and asset prices in South Korea. Design/methodology/approach - The authors in this paper apply the Bayesian threshold vector autoregressive (TVAR) model to estimate the regimes of...
Persistent link: https://www.econbiz.de/10012515007
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Dynamic associations between gdp and crude oil prices in Brazil : structural shifts and nonlinear causality
Oliveira, E. M. de; Oliveira, Fernando Luiz Cyrino; … - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 10, pp. 2767-2791
Persistent link: https://www.econbiz.de/10012607411
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Calendar effects in daily aggregate employment creation and destruction in Spain
Conde-Ruiz, José Ignacio; García, Manu; Puch, Luis; … - In: SERIEs : Journal of the Spanish Economic Association 10 (2019) 1, pp. 25-63
In this paper, we discuss the time series properties of a novel daily series of aggregate employment creation and destruction as registered by the Social Security in Spain. We focus on the period of economic recovery after the 2012 Labour Market Reform. Our concern for high-frequency data is...
Persistent link: https://www.econbiz.de/10012033375
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Volatility persistence in the presence of structural breaks in the Indian banking sector
Kumar, Dilip; Maheswaran, S. - In: Paradigm : the journal of Institute of Management Technology 15 (2011) 1/2, pp. 8-17
Persistent link: https://www.econbiz.de/10011758435