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Market coupling : an empirical...
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61
Macroeconomic variables and long-term stock market performance : a panel ARDL
cointegration
approach for G7 countries
Humpe, Andreas
;
McMillan, David G.
- In:
Cogent economics & finance
8
(
2020
)
1
,
pp. 1-7
cointegration
to estimate the long-run relationship between G7 stock prices and macroeconomic variables over the last 40 years. We …
Persistent link: https://www.econbiz.de/10013179569
Saved in:
62
Causality and
cointegration
of currency-adjusted stock indices : evidence from close-of-day data
Jalbert, Terrance
- In:
The journal of applied business research
32
(
2016
)
1
,
pp. 71-79
Persistent link: https://www.econbiz.de/10011435978
Saved in:
63
The dynamic of gold prices, crude oil prices and stock index comovements :
cointegration
evidence of India
Dharmendra Singh
- In:
Finance India : the quarterly journal of Indian …
28
(
2014
)
4
,
pp. 1265-1274
Persistent link: https://www.econbiz.de/10010495220
Saved in:
64
An empirical model of fractionally cointegrated daily high and low stock market prices
Baruník, Jozef
;
Dvořáková, Sylvie
- In:
Economic modelling
45
(
2015
),
pp. 193-206
Persistent link: https://www.econbiz.de/10011334126
Saved in:
65
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
66
Macroeconomic factors and LQ45 stock price index : evidence from Indonesia
Utomo, Sugeng Hadi
;
Wulandari, Dwi
;
Narmaditya, Bagus Shandy
- In:
Investment management and financial innovations
16
(
2019
)
3
,
pp. 251-259
Persistent link: https://www.econbiz.de/10012159382
Saved in:
67
Reaction of stock market index to oil price shocks
Shirazi, Masoud
;
Meibodi, Ali Emami
- In:
Iranian economic review : journal of University of Tehran
24
(
2020
)
1
,
pp. 99-128
Persistent link: https://www.econbiz.de/10012153454
Saved in:
68
Price discovery in the Indian stock index futures market
Ranajee
;
Pathak, Rajesh
- In:
The empirical economics letters : a monthly …
17
(
2018
)
11
,
pp. 1339-1349
Persistent link: https://www.econbiz.de/10012006904
Saved in:
69
Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes
Albulescu, Claudiu Tiberiu
;
Aubin, Christian
;
Goyeau, Daniel
- In:
Applied economics
49
(
2017
)
18
,
pp. 1794-1807
Persistent link: https://www.econbiz.de/10011815423
Saved in:
70
Regime-dependent relationships between the implied volatility index and stock market index
Lee, Jaeram
;
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
)
5
,
pp. 5-17
Persistent link: https://www.econbiz.de/10010485198
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