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Exchange rates dynamics revisited : a panel data test of the fractional integration order

Andersson, Fredrik N. G. - In: Empirical economics : a journal of the Institute for … 47 (2014) 2, pp. 389-409

Persistent link: https://www.econbiz.de/10010391171

Does oil price variability affect ASEAN exchange rates? : evidence from panel cointegration test

Kisswani, Khalid M. - In: Applied economics 48 (2016) 19/21, pp. 1831-1839

Persistent link: https://www.econbiz.de/10011589857

The effect of real exchange rate volatility on exports in the Baltic region

Moslares, Carlos; Ekanayake, E. M. - In: The international journal of business and finance … 12 (2018) 1, pp. 23-38

Persistent link: https://www.econbiz.de/10011856269

Do macroeconomic factors matter for stock prices in emerging countries? : evidence from panel cointegration and panel causality

Mohapatra, Sonali Madhusmita; Rath, Badri Narayan - In: International journal of sustainable economy 7 (2015) 2, pp. 140-154

Persistent link: https://www.econbiz.de/10011347394

The law of one food price

Clements, Kenneth W.; Si, Jiawei; Long Hai Vo - 2019

Persistent link: https://www.econbiz.de/10012207562

Adjusting toward long-run purchasing power parity

Ong, Kian - In: Journal of international money and finance 149 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10015184813

Do exchange rate changes improve the trade balance in GCC countries : evidence from nonlinear panel cointegration

Barkat, Karim; Jarallah, Shaif; Alsamara, Mouyad - 2024

Persistent link: https://www.econbiz.de/10015376706

The law of one food price

Clements, Kenneth W.; Si, Jiawei; Long Hai Vo - In: Open economies review 34 (2023) 1, pp. 195-216

Persistent link: https://www.econbiz.de/10014276896

Subsampling Hypothesis Tests for Nonstationary Panels with Applications to Exchange Rates and Stock Prices

Choi, In; Chue, Timothy K. - 2005

This paper studies subsampling hypothesis tests for panel data that may be nonstationary, cross-sectionally correlated … the tests without estimating nuisance parameters. The tests include panel unit root and cointegration tests as special … shown that subsampling provides asymptotic distributions that are equivalent to the asymptotic distributions of the panel …

Persistent link: https://www.econbiz.de/10014027534

Real exchange rate dynamics in transition economies : a nonlinear analysis

Nusair, Salah A. - In: International journal of finance & economics : IJFE 18 (2013) 2, pp. 188-204

Persistent link: https://www.econbiz.de/10015179961