This study examines the long-term, dynamic equilibrium relationship for strategy variables of firms in strategic groups by conducting a cointegration analysis. Replicating the Nair and Filer (Strateg. Manage. J., 24: 145–159, <CitationRef CitationID="CR28">2003</CitationRef>) methodology and extending it to four industries listed on the...</citationref>

Purpose The purpose of this paper is to examine how global liquidity affects international housing prices. The data sample covers 35 economies from 2000Q1 to 2017Q4. Design/methodology/approach The existing papers seldom investigated whether the impacts of global liquidity on housing prices...

This study employs the nonlinear Panel TAR (Threshold Autoregressive) model to examine the relationships among the U.S. and Asian stock markets. The aims are to distinguish the impacts of the U.S. stock market on the Asian stock markets, both in normal periods and financial crises periods, and...

This study using Kónya (2006) [Kónya, L. (2006). Exports and growth: Granger causality analysis on OECD countries with a panel data approach. Economic Modelling 23, 978–992.] method of bootstrap panel Granger causality analysis, which considers the issues of cross-sectional dependency and...