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Comovements in aggregate and relative prices : some evidence on neutrality
Pauls, B. D. - 1986
Persistent link: https://www.econbiz.de/10000734271
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Disaggregated evidence for exchange rate and import price pass-through in the light of identification issues, aggregation bias and heterogeneity
Özmen, M. Utku; Topaloğlu, Meltem - 2017
Persistent link: https://www.econbiz.de/10011657908
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Measurement matters for modelling US import prices
Thomas, Charles P.; Marquez, Jaime R. - In: International journal of finance & economics : IJFE 14 (2009) 2, pp. 120-138
Persistent link: https://www.econbiz.de/10003824100
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Agricultural market integration in India
Andrle, Michal; Blagrave, Patrick - 2020
proximate determinants, using monthly price data for 21 agricultural goods and 60 markets in India. Econometric analysis shows …
Persistent link: https://www.econbiz.de/10012252491
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Market integration and grain price stabilization in Europe 1500 - 1900 : an equilibrium error correction approach
Ejrnæs, Mette - 1997
Persistent link: https://www.econbiz.de/10000647200
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Reassessing the integration of European electricity markets : a fractional cointegration analysis
De Menezes, Lilian M.; Houllier, Melanie A. - In: Energy economics 53 (2016), pp. 132-150
Persistent link: https://www.econbiz.de/10011660490
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Opposites attract : the case of Greek and Turkish financial markets
Drakos, Kōnstantinos; Kutan, Ali Mustafa - 2001
We investigate the presence of financial linkages between Turkey and Greece. In particular, we estimate bivariate vector error correction systems between the Greek and Turkish stock markets and then between the Greek Drachma and the Turkish Lira to test for long and short run causality and...
Persistent link: https://www.econbiz.de/10010515685
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Endogenous formation of free trade agreements : evidence from the Zollverein's impact on market integration
Keller, Wolfgang; Shiue, Carol H. - In: The journal of economic history 74 (2014) 4, pp. 1168-1204
Persistent link: https://www.econbiz.de/10010497671
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Stock market integration of emerging Asian economies : patterns and causes
Narayan, Seema; Sriananthakumar, S.; Islam, S. Z. - In: Economic modelling 39 (2014), pp. 19-31
Persistent link: https://www.econbiz.de/10010419505
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Crude oil and equity market comovements among Asia's for little dragons countries : evidence of unobserved components approach
Ben Slimane, Ikrame; Majdoub, Jihed; Ben Sassi, Salim - In: Economic modelling 80 (2019), pp. 62-74
Persistent link: https://www.econbiz.de/10012199181