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Structural change and international stock market interdependence : evidence from Asian emerging markets

Awokuse, Titus O.; Chopra, Aviral; Bessler, David A. - In: Economic modelling 26 (2009) 3, pp. 549-559

Persistent link: https://www.econbiz.de/10003870623

Structural change and international stock market interdependence: Evidence from Asian emerging markets

Awokuse, Titus O.; Chopra, Aviral; Bessler, David A. - In: Economic modelling 26 (2009) 3, pp. 549-560

Persistent link: https://www.econbiz.de/10008891630

Price discovery in the black pepper market in Kerala, India

Chopra, Aviral; Bessler, David A. - In: Indian economic review : biannual journal of the Delhi … 40 (2005) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10003227762

Price Discovery in the Black Pepper Market in Kerala, India

Chopra, Aviral; Bessler, David A. - In: Indian economic review : biannual journal of the Delhi … 40 (2005) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10007637142

Price Discovery in the Black Pepper Market in Kerala, India

Chopra, Aviral; Bessler, David A. - In: Indian Economic Review 40 (2005) January, pp. 1-21

We explore empirically the incidence of price discovery for black pepper in the spot market and the nearby and first distant futures markets with October 2001 to February 2003 daily data from Kerala, India. Modern time series methods of cointegration and directed acyclic graphs show that price...

Persistent link: https://www.econbiz.de/10005582795

Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs: An Application to the U.S. Economy

Awokuse, Titus O.; Bessler, David A. - 2003

The paper considers the use of directed acyclic graphs (DAGs), and their construction from observational data with PC-algorithm TETRAD II, in providing over-identifying restrictions on the innovations from a vector autoregression. Results from Sims’ 1986 model of the US economy are replicated...

Persistent link: https://www.econbiz.de/10009445696