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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
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Revisiting purchasing power parity for India using threshold cointegration and nonlinear unit root test
Tiwari, Aviral Kumar; Shahbaz, Muhammad - In: Economic change and restructuring : empirical and … 47 (2014) 2, pp. 117-133
Persistent link: https://www.econbiz.de/10010408390
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Analyzing the efficient market hypothesis with asymmetric persistence in cryptocurrencies : insights from the Fourier non-linear quantile unit root approach
Kilic, Emre; Yavuz, Ersin; Pazarci, Sevket; Kar, Asim - In: Finance research letters 58 (2023) 3, pp. 1-6
Persistent link: https://www.econbiz.de/10014631541
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A new unit root test against asymmetric ESTAR nonlinearity with smooth breaks
Ranjbar, Omid; Chang, Tsangyao; Elmi, Zahra Mila; Lee, … - In: Iranian economic review : journal of University of Tehran 22 (2018) 1, pp. 51-62
Persistent link: https://www.econbiz.de/10011977114
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Re-examining the Turkish stock market efficiency : evidence from nonlinear unit root tests
Gozbasi, Onur; Kucukkaplan, Ilhan; Nazlıoğlu, Şaban - In: Economic modelling 38 (2014), pp. 381-384
Persistent link: https://www.econbiz.de/10010419047
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Testing for nonlinear panel unit roots under cross-sectional dependency : with an application to the PPP hypothesis
Månsson, Kristofer; Sjölander, Pär - In: Economic modelling 38 (2014), pp. 121-132
Persistent link: https://www.econbiz.de/10010418139
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Non-normal errors or nonlinearity? : performance of unit root tests
Lee, Hyejin; Hur, Mansik - In: Applied economics 53 (2021) 52, pp. 6094-6103
Persistent link: https://www.econbiz.de/10012650385
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A new unit root test based on F-statistic in ESTAR framework
Wang, Shaoping; Yu, Jiyu - In: Applied economics letters 24 (2017) 19, pp. 1412-1416
Persistent link: https://www.econbiz.de/10011852649
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A nonlinear adjustment in real exchange rates under transaction costs hypothesis in developed and emerging countries
Drissi, Ramzi; Boukhatem, Jamel - In: Quantitative finance and economics 4 (2020) 2, pp. 220-235
Persistent link: https://www.econbiz.de/10012271365
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The role of structural breaks, nonlinearity and asymmetric adjustments in African bilateral real exchange rates
Ahmad, Ahmad Hassan; Aworinde, Olalekan Bashir - In: International review of economics & finance : IREF 45 (2016), pp. 144-159
Persistent link: https://www.econbiz.de/10011626334