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Modeling transmissions of volatility shocks : application to CDS spreads during the euro area sovereign crisis

Bellalah, Makram; Bellalah, Mondher; Boussada, Haifa - In: International journal of business 21 (2016) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10011457828

The empirical study of asymmetric relationship between oil and food prices

Nieh, Chien-chung; Cho, Hsun-Fang - In: The empirical economics letters : a monthly … 14 (2015) 8, pp. 775-783

Persistent link: https://www.econbiz.de/10011458045

Energy consumption and the GDP nexus in China : evidence from the bounds test and the granger causality test

Chang, Hsiao-Fen - In: The empirical economics letters : a monthly … 14 (2015) 8, pp. 817-823

Persistent link: https://www.econbiz.de/10011458083

Health care and economic growth in Cameroon : an empirical study

Karim, Diakité Ouéi - In: The empirical economics letters : a monthly … 14 (2015) 8, pp. 833-842

Persistent link: https://www.econbiz.de/10011458100

Estimating the growth effects of services sector : a cointegration analysis for Pakistan

Jalil, Abdul; Manan, Samia; Saleemi, Sundus - In: Journal of economic structures : JES; the official … 5 (2016) 6, pp. 1-14

-2014. To accomplish the task, the study uses Johansen-Juselius cointegration test and autoregressive distributed lag bounds …

Persistent link: https://www.econbiz.de/10011458594

Determinants of China's lumber import : a bounds test for cointegration with monthly data

Zhang, Han; Zhao, Qing; Kuuluvainen, Jari; Wang, Changhai; … - In: Journal of forest economics : JFE 21 (2015) 4, pp. 269-282

Persistent link: https://www.econbiz.de/10011477152

Investment decisions within the context of financialization : cointegration evidence from the UK economy

Alexiou, Constantinos; Nellis, Joseph G. - In: Panoeconomicus 63 (2016) 1, pp. 113-133

Persistent link: https://www.econbiz.de/10011477345

Foreign private investment and economic growth in Nigeria : a cointegrated VAR and Granger causality analysis

Abdullahi, F. Z.; Ladan, S.; Bakari, Haruna R. - In: CBN journal of applied statistics 2 (2011) 2, pp. 15-28

This research uses a cointegration VAR model to study the contemporaneous long-run dynamics of theimpact of Foreign … model was appropriately identified using AIC information criteria and the VECM model has exactly one cointegration relation …

Persistent link: https://www.econbiz.de/10011477457

Stock market reaction to selected macroeconomic variables in the Nigerian economy

Abraham, Terfa Williams - In: CBN journal of applied statistics 2 (2011) 1, pp. 61-70

This study examines the relationship between the stock market and selected macroeconomic variables in Nigeria. The all share index was used as a proxy for the stock market while inflation, interest and exchange rates were the macroeconomic variables selected. Employing error correction model, it...

Persistent link: https://www.econbiz.de/10011477577

Nominal shocks and real exchange rates : evidence from two centuries

Craighead, William D.; Tien, Pao-lin - In: Journal of international money and finance 56 (2015), pp. 135-157

Persistent link: https://www.econbiz.de/10011477885