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"Nonlinear causality between crude oil price and exchange rate : a comparative study of China and India" : a failed replication (negative Type 1 and Type 2)

De Vita, Glauco; Trachanas, Emmanouil - In: Energy economics 56 (2016), pp. 150-160

Persistent link: https://www.econbiz.de/10011663882

Re-exploring the nexus between oil prices and ASEAN exchange rates : an ARDL bounds testing approach

Kisswani, Khalid M. - In: Journal of economic research 21 (2016) 3, pp. 319-342

Persistent link: https://www.econbiz.de/10011603496

Testing the Purchasing Power Parity hypothesis in India : a non-linear cointegration approach

Tiwari, Aviral Kumar; Aruna, Mothkuri; Dash, Aruna Kumar - In: The empirical economics letters : a monthly … 17 (2018) 11, pp. 1321-1330

Persistent link: https://www.econbiz.de/10012006892

Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics

Nielsen, Morten Ørregaard - 2004

We propose a Lagrange Multiplier test of the null hypothesis of cointegration in fractionally cointegrated models. The …

Persistent link: https://www.econbiz.de/10014071206

Purchasing Power Parity Adjustment Speeds in High Frequency Data When the Equilibrium Real Exchange Rate is Proxied by a Deterministic Trend

Paya, Ivan; Peel, David A. - 2003

Rogoff suggested in 1996 that the dollar-yen real exchange rate represented a 'canonical' case of a trend in the equilibrium real exchange rate. The implied speed of adjustment of the dollar-yen real exchange rate is found to be substantially faster, with half-life shocks of less than 2 years,...

Persistent link: https://www.econbiz.de/10014075718

Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics

Nielsen, Morten Ørregaard - 2004

We propose a Lagrange Multiplier (LM) test of the null hypothesis of cointegration in fractionally cointegrated models …

Persistent link: https://www.econbiz.de/10014116819

Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions

Wagner, Martin - In: Empirical economics : a quarterly journal of the … 65 (2023) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10014329033

The long-run validity of PPP in some major advanced and emerging countries using alternative models

Kyei-Mensah, Justice - In: Cogent economics & finance 11 (2023) 1, pp. 1-26

study employed the smooth time-varying cointegration (TVC) and time-varying detrended fluctuation analysis (DFA) methodology …

Persistent link: https://www.econbiz.de/10014500904

Foreign exchange volatility and the bubble formation in financial markets : evidence from the COVID-19 pandemic

Özdemir, Onur - In: Mokslo darbai / Vilniaus Universitetas 101 (2022) 1, pp. 142-161

Persistent link: https://www.econbiz.de/10013357240

Macroeconomic determinants of Turkish mutual fund prices

Taşseven, Özlem; Teker, Dilek - In: Banking and finance letters : BFL 1 (2009) 3, pp. 161-167

Persistent link: https://www.econbiz.de/10003985869