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A fractional cointegration VAR analysis of Islamic stocks : a global perspective

Salisu, Afees A.; Ndako, Umar Bida; Adediran, Idris A.; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012659434

Testing a speculative bubble in the dry bulk shipping market : a multi-factor approach

Cocconcelli, Luca; Medda, Francesca - In: International journal of decision sciences, risk and … 6 (2015/2016) 3, pp. 281-296

Persistent link: https://www.econbiz.de/10011663938

The relationship between spot and futures oil prices : do structural breaks matter?

Chen, Pei-fen; Lee, Chien-chiang; Zeng, Jhih-hong - In: Energy economics 43 (2014), pp. 206-217

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Cointegration in the foreign exchange market and market efficiency since the introduction of the euro : evidence based on bivariate cointegration analyses

Kühl, Michael (contributor) - 2007

the Euro by applying the cointegration analysis to exchange rates. The introduction of the Euro has changed the structure … the introduction of a new currency has resulted in inefficient markets, a bivariate cointegration analysis should be … adjustment to the long-run equilibrium. -- foreign exchange market ; market efficiency ; cointegration …