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The relationship between tourism and economic growth among BRICS countries : a panel cointegration analysis

Rasool, Haroon; Maqbool, Shafat; Tarique, Md. - In: Future Business Journal 7 (2021), pp. 1-11

South Africa) countries. The results of panel ARDL cointegration test indicate that tourism, financial development and …

Persistent link: https://www.econbiz.de/10012429781

Information Flows Between Eurodollar Spot and Futures Markets

Cheung, Yin-Wong; Fung, Hung-Gay - In: Multinational Finance Journal 1 (1997) 4, pp. 255-271

The pattern of information flows between Eurodollar spot and futures markets is examined using a robust two-step procedure. This procedure allows for conditional mean and variance dynamics as well as conditional heteroskedasticity. We find spot rates affect futures data and vice versa. In...

Persistent link: https://www.econbiz.de/10010937078

THE CONNECTION BETWEEN ECONOMIC GROWTH AND STOCK MARKETS

PECE, Andreea Maria - In: SEA - Practical Application of Science (2015) 7, pp. 445-450

the long term relationship between economic growth and stock market for Romania, by applying Johansen cointegration test …, Granger causality and Gregory Hansen cointegration test, which allows the presence of the structural breaks in the time series …

Persistent link: https://www.econbiz.de/10011268717

Long-run and short-run causality between stock price indices and macroeconomic variables : evidence of panel VECM analysis from Bosnia and Herzegovina, Croatia, North Macedonia and...

Mojanoski, Goran - In: Economic review : journal of economics & business 20 (2022) 2, pp. 3-14

interpretation and includes the application of the following econometric tools: Panel unit root test, Fisher -Johansen cointegration …

Persistent link: https://www.econbiz.de/10014466553

An Investigation of Cointegration and Casualty Relationships between the PIIGS’ Stock Markets

Christopoulos, Apostolos G.; Papathanasiou, Spyros; … - In: European Research Studies Journal XVII (2014) 2, pp. 109-123

also as the PIIGS countries. More specifically, it is examined whether cointegration and causality relationships exists …) among these stock markets is also tested. In case of cointegration relationships between these markets it is proved that …

Persistent link: https://www.econbiz.de/10011085527

Dynamic relationship between stock prices and exchange rates : evidence from Chinese stock markets

Lee, Jung Wan; Zhao, Tianyuan Frederic - In: Journal of Asian finance, economics and business : JAFEB 1 (2014) 1, pp. 5-14

Persistent link: https://www.econbiz.de/10011687635

The relationship between stock prices and exchange rates in South Africa and Nigeria : structural breaks analysis

Fowowe, Babajide - In: International review of applied economics 29 (2015) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10010533066

Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?

Beckmann, Joscha; Czudaj, Robert - 2013

Although the link between oil prices and dollar exchange rates has been frequently analyzed, a clear distinction between prices and nominal exchange rate dynamics and a clarification of the issue of causality has not been provided. In addition, previous studies have mostly neglected...

Persistent link: https://www.econbiz.de/10009771139

The relationship between stock prices and exchange rates : the focus on Dar Es Salaam Stock Exchange (DSE)

John, Fredynandy M.; Kisava, Zakayo S. - In: Business and Economic Research : BER 8 (2018) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10011859730

An investigation of the macroeconomic factors affecting the Indian stock market

Misra, Pooja - In: Australasian accounting business and finance journal : AABF 12 (2018) 2, pp. 71-86

Persistent link: https://www.econbiz.de/10011921866