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Arbitrage, covered interest parity and cointegration analysis on the NTD/USD forex market revisited

Kuo-Shing, Chen; Chun-Ming, Chen; Chien-Chiang, Lee - In: International journal of economics and financial issues … 7 (2017) 1, pp. 420-428

Persistent link: https://www.econbiz.de/10011784549

Co-movement and causality dynamics linkages between conventional and Islamic stock indexes in Bangladesh : a wavelet analysis

Sahabuddin, Mohammad; Hassan, Md. Farjin; Tabash, Mosab I. - In: Cogent business & management 9 (2022) 1, pp. 1-16

The study examines the co-movement and dynamic causality between conventional and Islamic stock indexes in Bangladesh …-movement and causality between variables. The results reveal that the co-movement between Islamic and conventional stock indexes is … Islamic and conventional index using wavelet-based decomposed Granger Causality methods. The results point out that the …

Persistent link: https://www.econbiz.de/10014420479

Testing the central market hypothesis : a multivariate analysis of Tanzanian sorghum markets

Asche, Frank; Gjølberg, Ole; Guttormsen, Atle G. - In: Agricultural economics : the journal of the … 43 (2012) 1, pp. 115-123

Persistent link: https://www.econbiz.de/10009505299

Cointegration and causality-in-mean and variance tests : evidence of price discovery for Brazilian cross-listed stocks

Silveira, Rodrigo Lanna Franco da; Maciel, Leandro; … - In: Revista brasileira de economia de empresas : … 14 (2014) 1, pp. 21-35

Persistent link: https://www.econbiz.de/10011450787

Commodity market integration and price transmission : empirical evidence from India

Jena, Pratap Kumar - In: Theoretical and applied economics : GAER review 23 (2016) 3, pp. 283-306

Persistent link: https://www.econbiz.de/10011565074

The global financial crisis and its transmission to Asia Pacific

Polimenis, Vassilis; Neokosmidis, Ioannis - In: Journal of management analytics 1 (2014) 4, pp. 266-284

Persistent link: https://www.econbiz.de/10011729838

Capital market integration in the Pacific Basin region : an impulse response analysis

Phylaktis, Kate - In: Journal of international money and finance 18 (1999) 2, pp. 267-287

Persistent link: https://www.econbiz.de/10001381573

Stock market integration : evidence from BRIC countries

Tripathy, Nalini Prava - In: International journal of business and emerging markets … 7 (2015) 3, pp. 286-306

Persistent link: https://www.econbiz.de/10011416875

Cointegration and causality in capital markets

Inci, Ahmet Can - In: Journal of capital markets studies 2 (2018) 1, pp. 82-94

techniques such as Granger-causality regressions, augmented Dickey-Fuller tests, cointegration tests, vector autoregressions are …

Persistent link: https://www.econbiz.de/10012063550

Degree of integration between brent oil spot and futures markets : intraday evidence

Inci, Ahmet Can; Seyhun, H. Nejat - In: Emerging markets finance & trade : a journal of the … 54 (2018) 7/8/9, pp. 1808-1826

Persistent link: https://www.econbiz.de/10012124554

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