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Stock Market Integration in Asia : Global or Regional? Evidence from Industry Level Panel Convergence Tests
Caporale, Guglielmo Maria - 2017
(industry) level by applying the Phillips-Sul (2007) tests for panel and club convergence. The main findings can be summarised … Telecommunication, both in a turn-around phase, and Gas & Oil and Technology, for which there is no panel convergence. Club convergence … tests reveal the existence of convergence clubs and divergent economies within the full panel, which explains why panel …
Persistent link: https://www.econbiz.de/10012953892
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Stock Market Integration in Asia : Global or Regional? Evidence from Industry Level Panel Convergence Tests
Caporale, Guglielmo Maria - 2017
(industry) level by applying the Phillips-Sul (2007) tests for panel and club convergence. The main findings can be summarised … Telecommunication, both in a turn-around phase, and Gas & Oil and Technology, for which there is no panel convergence. Club convergence … tests reveal the existence of convergence clubs and divergent economies within the full panel, which explains why panel …
Persistent link: https://www.econbiz.de/10012955893
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On the dynamics of gasoline market integration in the United States : evidence from a pair-wise approach
Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - 2012
. -- Panel data ; pair-wise approach ; market integration ; gasoline ; speed of adjustment …
Persistent link: https://www.econbiz.de/10009656232
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Stock market integration in Asia : global or regional? : evidence from industry level panel convergence tests
Caporale, Guglielmo Maria; You, Kefei - 2017
(industry) level by applying the Phillips-Sul (2007) tests for panel and club convergence. The main findings can be summarised … Telecommunication, both in a turn-around phase, and Gas & Oil and Technology, for which there is no panel convergence. Club convergence … tests reveal the existence of convergence clubs and divergent economies within the full panel, which explains why panel …
Persistent link: https://www.econbiz.de/10011654612
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Stock market integration in Asia : global or regional? : evidence from industry level panel convergence tests
Caporale, Guglielmo Maria; You, Kefei - 2017
(industry) level by applying the Phillips-Sul (2007) tests for panel and club convergence. The main findings can be summarised … Telecommunication, both in a turn-around phase, and Gas & Oil and Technology, for which there is no panel convergence. Club convergence … tests reveal the existence of convergence clubs and divergent economies within the full panel, which explains why panel …
Persistent link: https://www.econbiz.de/10011658042
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Financial integration and economic growth in Europe
Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2023
the period from 2000 to 2021 using dynamic panel data models. The estimation results provide evidence of significant …
Persistent link: https://www.econbiz.de/10014314278
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Analysing and forecasting price dynamics across euro area countries and sectors : a panel VAR approach
Dées, Stéphane; Güntner, Jochen - 2014
This paper uses a panel VAR (PVAR) approach to estimating, analysing and forecasting price dynamics in four different …
Persistent link: https://www.econbiz.de/10010411883
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A Study of Panel Logit Model and Adaptive Neuro-Fuzzy Inference System in the Prediction of Financial Distress Periods
Giovanis, Eleftherios - 2010
The purpose of this paper is to present two different approaches of financial distress pre-warning models appropriate for risk supervisors, investors and policy makers. We examine a sample of the financial institutions and electronic companies of Taiwan Security Exchange (TSE) market from 2002...
Persistent link: https://www.econbiz.de/10013137778
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Analysing and Forecasting Price Dynamics Across Euro Area Countries and Sectors : A Panel VAR Approach
Dees, Stephane - 2014
This paper uses a panel VAR (PVAR) approach to estimating, analysing, and forecasting price dynamics in four different …
Persistent link: https://www.econbiz.de/10013049274
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Policy and Spillover Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach
Vitek, Francis - 2014
economies. This panel dynamic stochastic general equilibrium model features a range of nominal and real rigidities, extensive …
Persistent link: https://www.econbiz.de/10013040410