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Threshold cointegration, nonlinearity, and frequency domain causality relationship between stock price and Turkish Lira

Kassouri, Yacouba; Altıntaş, Halil - In: Research in international business and finance 52 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012548194

Trend and cyclical decoupling : new estimates based on spectral causality tests and wavelet correlations

Nachane, Dilip M.; Dubey, Amlendu Kumar - In: Applied economics 45 (2013) 31/33, pp. 4419-4428

Persistent link: https://www.econbiz.de/10010223399

Exchange rates and foreign exchange reserves in Turkey : nonlinear and frequency domain causality approach

Bayat, Tayfur; Senturk, Mehmet; Kayhan, Selim - In: Theoretical and applied economics : GAER review 21 (2014) 11, pp. 27-42

Persistent link: https://www.econbiz.de/10011558173

The link between financial stress index and economic activity : prominent Granger causalities across frequencies in Luxembourg

Bahramian, Pejman; Saliminezhad, Andisheh; Aker, Şule - In: Journal of economic studies 49 (2022) 1, pp. 126-139

Persistent link: https://www.econbiz.de/10012798611

Dynamics between power consumption and economic growth at aggregated and disaggregated (sectoral) level using the frequency domain causality

Dash, Ashutosh; Jena, Sangram Keshari; Tiwari, Aviral Kumar - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-18

We investigated the Granger causal relationship between the consumption of power both at the aggregate and sectoral level and economic growth in India using the frequency domain approach, which would help policy makers seek the efficient allocation of electricity via proper policy initiatives at...

Persistent link: https://www.econbiz.de/10013273476

Asymmetric volatility spillover between European equity and foreign exchange markets : evidence from the frequency domain

Warshaw, Evan - In: International review of economics & finance : IREF 68 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012486281

The direction, timing and causality relationships between the cyclical components of real and financial variables during the financial liberalization period in Turkey

İnsel, Aysu; Soytaş, Mehmet Ali; Gündüz, Seda - 2004 - Draft version.1

The purpose of this paper is the determination of sources and pattern of business cycle in Turkey throughout the period 1988-2002 using quarterly data. The question of the paper is "Has financial liberalization increased the fragility of the financial and real sides of the Turkish economy?". The...

Persistent link: https://www.econbiz.de/10011529029