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Real estate and stock returns: a multivariate VAREC model

Ullah, Aman; Zhou, Zhong‐guo - In: Property Management 21 (2003) 1, pp. 8-24

problem and cointegration, a multivariate VAREC model is further developed to examine dynamic relationships among the four …

Persistent link: https://www.econbiz.de/10014971565

The impact of promotional mix on profit in the B2B sector

Siddhanta, Somroop; Banerjee, Neelotpaul - In: Marketing Intelligence & Planning 32 (2014) 5, pp. 600-615

and then to stationarity testing and subsequently tested for the presence of cointegration after which the vector … cointegration but presence of unidirectional Granger causality running from GRPROFIT to PROMOMIX and highlight that current …

Persistent link: https://www.econbiz.de/10014947184

Is the Indian stock market cointegrated with other Asian markets?

Rajwani, Shegorika; Mukherjee, Jaydeep - In: Management Research Review 36 (2013) 9, pp. 899-918

Hansen cointegration technique that allows for endogenous determined structural break in the relationship have been applied …

Persistent link: https://www.econbiz.de/10014952582

Exports and outward FDI: are they complements or substitutes? Evidence from Asia

Bhasin, Niti; Paul, Justin - In: Multinational Business Review 24 (2016) 1, pp. 62-78

-2012. Design/methodology/approach The authors use panel vector auto regression, panel cointegration and causality tests in this …

Persistent link: https://www.econbiz.de/10014932003

Relationship between developed, European and South Asian stock markets: a multivariate analysis

Shahzad, Syed Jawad Hussain; Kanwal, Memoona; Ahmed, Tanveer - In: South Asian Journal of Global Business Research 5 (2016) 3, pp. 385-402

Purpose The assessment of interdependence between stock markets is an important aspect of international portfolio management. The purpose of this paper is to examine and highlight the diversification potential of South Asian stock markets vis-à-vis developed and European stock markets....

Persistent link: https://www.econbiz.de/10015005818

Unravelling the nexus between exchange rate undervaluation and global value chain participation

Abdou, Mariz; Elbadawi, Ibrahim; Plane, Patrick; Zaki, … - 2024

Persistent link: https://www.econbiz.de/10015044897