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Revisiting the anomalous relationship between inflation and real estate investment trust returns in presence of structural breaks : empirical evidence from the USA and the UK
Das, Mahamitra; Sarkar, Nityananda - In: International journal of economics and financial issues … 10 (2020) 1, pp. 250-258
Persistent link: https://www.econbiz.de/10012151329
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Investigating temporal variation in the equity returns-inflation relationship in South Africa
Moores-Pitt, Peter - In: African journal of business and economic research : AJBER 13 (2018) 1, pp. 51-79
Persistent link: https://www.econbiz.de/10011904966
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The relationship between stock prices and exchange rates in South Africa and Nigeria : structural breaks analysis
Fowowe, Babajide - In: International review of applied economics 29 (2015) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10010533066
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Integration of stock markets using autoregressive distributed lag bounds test approach
Patel, Nikunj; Patel, Bhavesh - In: Global business & economics review 26 (2022) 1, pp. 37-64
Persistent link: https://www.econbiz.de/10012798071
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Financial time series: methods and models
Caporin, Massimiliano; Storti, Giuseppe - In: Journal of risk and financial management : JRFM 13 (2020) 5/86, pp. 1-3
The statistical analysis of financial time series is a rich and diversified research field whose inherent complexity requires an interdisciplinary approach, gathering together several disciplines, such as statistics, economics, and computational sciences. This special issue of the Journal of...
Persistent link: https://www.econbiz.de/10012304649
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Testing the Martingale Difference Hypothesis (MDH) with structural breaks : evidence from foreign exchanges of Nigeria and South Africa
Salisu, Afees A.; Ayinde, Taofeek Olusola - In: Journal of African business 17 (2016) 3, pp. 342-359
Persistent link: https://www.econbiz.de/10011559336
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Examining the impact of structural breaks on price discovery efficiency : evidence from the Indian equity futures market
Kumar, Adish; Gupta, Kapil - In: Copernican Journal of Finance & Accounting : CJF&A 10 (2021) 4, pp. 79-96
Persistent link: https://www.econbiz.de/10013165214
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Structural breaks and GARCH models of stock return volatility : the case of South Africa
Babikir, Ali; Gupta, Rangan; Mwabutwa, Chance; … - In: Economic modelling 29 (2012) 6, pp. 2435-2443
Persistent link: https://www.econbiz.de/10009673703
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COVID-19 and instability of stock market performance : evidence from the U.S.
Hong, Hui; Bian, Zhicun; Lee, Chien-chiang - In: Financial innovation : FIN 7 (2021), pp. 1-18
The effect of COVID‑19 on stock market performance has important implications for both financial theory and practice. This paper examines the relationship between COVID‑19 and the instability of both stock return predictability and price volatility in the U.S over the period January 1st,...
Persistent link: https://www.econbiz.de/10012494993
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The only certainty is uncertainty : An analysis of the impact of COVID-19 uncertainty on regional stock markets
Szczygielski, Jan Jakub; Bwanya, Princess Rutendo; … - In: Finance research letters 43 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10014632284