Narrow search
Showing 161 - 170 of 195,258
Cover Image
Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina; Caporale, Guglielmo Maria - In: Open economies review 33 (2022) 4, pp. 705-749
Persistent link: https://www.econbiz.de/10013455611
Cover Image
Multivariate fractional components analysis
Hartl, Tobias; Jucknewitz, Roland - In: Journal of financial econometrics 21 (2023) 3, pp. 880-914
Persistent link: https://www.econbiz.de/10014314837
Cover Image
Relationship between ETFs and underlying indices : a fractional cointegration approach
Saha, Kunal; Madhavan, Vinodh; Chandrashekhar, G. R. - In: Applied economics 55 (2023) 27, pp. 3184-3193
Persistent link: https://www.econbiz.de/10014299141
Cover Image
The effects of uncertainty on the dynamics of stock market interdependence : evidence from the time-varying cointegration of the G7 stock markets
Babaei, Hamid; Hübner, Georges; Muller, Aline - In: Journal of international money and finance 139 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014478229
Cover Image
Gold and Silver as Safe Havens : A Fractional Integration and Cointegration Analysis
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - 2022
22 stock indices are analysed applying fractional integration/cointegration methods to daily data, first for a sample …
Persistent link: https://www.econbiz.de/10014241989
Cover Image
On mean reversion in real interest rates : an application of threshold cointegration
Jumah, Adusei; Kunst, Robert M. - 2002
Persistent link: https://www.econbiz.de/10001642276
Cover Image
Price discovery and long-memory property : simulation and empirical evidence from the bitcoin market
Xu, Ke; Chen, Yu-Lun; Liu, Bo; Chen, Jian - In: The journal of futures markets 44 (2024) 4, pp. 605-618
Persistent link: https://www.econbiz.de/10014536658
Cover Image
A Stable Model for Euro Area Money Demand: Revisiting the Role of Wealth
Beyer, Andreas - 2009
In this paper we present an empirically stable money demand model for Euro area M3. We show that housing wealth is an important explanatory variable of long-run money demand that captures the trending behaviour of M3 velocity, in particular its shift in the first half of this decade. We show...
Persistent link: https://www.econbiz.de/10011605157