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Oil prices and stock market returns among emerging seven economies : empirical evidence from the recent decade

Dar, Mearaj Ud Din; Butt, Khursheed A. - In: International journal of business competition and … 8 (2022) 1/2, pp. 112-127

Persistent link: https://www.econbiz.de/10014234385

Degree of financial development and economic growth in Qatar : cointegration and causality analysis

Alkhuzaim, Waleed - In: International journal of economics and finance 6 (2014) 6, pp. 57-69

Persistent link: https://www.econbiz.de/10010370843

Foreign direct investment, growth and local financial markets : new evidence from Pakistan

Nasreen, Samia; Anwar, Sofia - In: International journal of economics and business research 7 (2014) 3, pp. 336-348

Persistent link: https://www.econbiz.de/10010409322

Financial market integration of emerging markets : heavy tails, structural shifts, nonlinearity, and asymmetric persistence

Nazlıoğlu, Şaban; Kucukkaplan, Ilhan; Kilic, Emre; … - In: Research in international business and finance 62 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10014248566

Modelling long run comovements in equity markets : a flexible approach

Martins, Luís Filipe; Gabriel, Vasco J. - In: Journal of banking & finance 47 (2014), pp. 288-295

Persistent link: https://www.econbiz.de/10010506954

Long memory linkages amongst Latin American stock markets : a fractional cointegration approach

Vides, José Carlos - In: Spanish journal of finance & accounting : the official … 51 (2022) 1, pp. 77-101

Persistent link: https://www.econbiz.de/10012820972

Volatility transmission across financial markets : a semiparametric analysis

Kolaiti, Theoplasti; Mboya, Mwasi; Sibbertsen, Philipp - In: Journal of risk and financial management : JRFM 13 (2020) 8/160, pp. 1-13

foreign exchange markets to see whether there is fractional cointegration between the markets in one trading zone or for one …. Applying a purely semiparametric approach through the whole analysis shows fractional cointegration can only be found for a …

Persistent link: https://www.econbiz.de/10012322368

Effects of stock market development on economic growth : evidence from Turkey

Bayar, Yılmaz; Kaya, Abdulkadir; Yıldırım, Murat - In: International journal of financial research 5 (2014) 1, pp. 93-100

Persistent link: https://www.econbiz.de/10010442427

Bond markets, stock markets, banks and growth : a system GMM analysis

Fanta, Ashenafi Beyene - In: Global business & economics review 19 (2017) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10011665593

Modelling high-frequency volatility and liquidity using multiplicative error models

Hautsch, Nikolaus (contributor); … - 2008

In this paper, we study the dynamic interdependencies between high-frequency volatility, liquidity demand as well as trading costs in an electronic limit order book market. Using data from the Australian Stock Exchange we model 1-min squared mid-quote returns, average trade sizes, number of...

Persistent link: https://www.econbiz.de/10003727673