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Examining the effects of oil price long memory and exchange rate long memory on stock market behavior in Nigeria
Lawal, Adedoyin Isola; Dahunsi, Samuel Olatunde; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 4, pp. 430-436
Persistent link: https://www.econbiz.de/10012504824
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From oil to stock markets
Guesmi, Khaled; Boubaker, Heni; Lai, Van Son - In: Journal of economic integration 31 (2016) 1, pp. 103-133
Persistent link: https://www.econbiz.de/10011451684
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Value at risk and return in Chinese and the US stock markets : double long memory and fractional cointegration
Tan, Zhengxun; Xiao, Binuo; Huang, Yilong; Zhou, Li - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012821412
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Transmission of shock across international stock markets : an econometric analysis
Talwar, Shalini; Pansare, Jayant - In: Analele Universitătii Dunărea de Jos Galaţi 24 (2018) 1, pp. 110-119
Persistent link: https://www.econbiz.de/10012028269
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Stock markets linkages before, during and after subprimes crisis : bivariate BEKK GARCH (1, 1) and DCC models
Abdelkefi, Samar Zlitni; Khoufi, Walid - In: International journal of economics, finance and … 3 (2015) 3, pp. 213-230
Persistent link: https://www.econbiz.de/10011389712
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Macroeconomic indicators and their impact on stock markets in ASIAN 3 : a pooled mean group approach
Megaravalli, Amith Vikram; Sampagnaro, Gabriele - In: Cogent economics & finance 6 (2018) 1, pp. 1-14
has been used. The unit root test, the cointegration test, Granger causality test and pooled mean group esti- mator have …
Persistent link: https://www.econbiz.de/10011898930
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Integration between the Asian REIT markets and macroeconomic variables
Wei Kang Loo; Melati Ahmad Anuar; Ramakrishnan, Suresh - In: Journal of property investment & finance 34 (2016) 1, pp. 68-82
Persistent link: https://www.econbiz.de/10011540598
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Empirical investigation of the causal relationships among herding, stock market returns, and illiquidity : evidence from major Asian markets
Qiao, Zhuo; Chiang, Thomas C.; Lin Tan - In: Review of Pacific Basin financial markets and policies 17 (2014) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10010402979
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Cointegrating smooth transition regressions with applications to the Asian currency crisis
Saikkonen, Pentti; Choi, In - 2000
This paper studies the smooth transition regression model where regressors are I(1) and errors are I(0). The regressors and errors are assumed to be dependent both serially and contemporaneously. Using the triangular array asymptotics, the nonlinear least squares estimator is shown to be...
Persistent link: https://www.econbiz.de/10009612025
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Do exports lead economic output in five Asian countries? : a cointegration and Granger Causality analysis
Huang, Jiayin; Ramírez, Miguel D. - In: Business and Economic Research : BER 6 (2016) 2, pp. 30-50
Persistent link: https://www.econbiz.de/10011575379