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type_genre:"Article in journal"
type_genre:"Ranking"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Kointegration"
~type_genre:"Bibliografie"
~type_genre:"Statistik"
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Kointegration
Estimation
307
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96
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Beckmann, Joscha
3
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2
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The North American journal of economics and finance : a journal of financial economics studies
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International Journal of Energy Economics and Policy : IJEEP
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International journal of economics and financial issues : IJEFI
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Iranian economic review : journal of University of Tehran
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1
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
2
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
3
Fractional cointegration and price discovery in Canadian commodities
Xu, Ke
;
Stewart, Kenneth G.
;
Cao, Zeyang
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014225743
Saved in:
4
Contagion effects in ASEAN-5 exchange rates during the Covid-19 pandemic
Nur Ain Shahrier
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013534059
Saved in:
5
Heterogeneity dependence between oil prices and exchange rate : evidence from a parametric test of Granger causality in quantiles
Jiang, Yong
;
Ren, Yi-Shuai
;
Narayan, Seema
;
Ma, Chao-Qun
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013534090
Saved in:
6
The asymmetric effect of crude oil prices on stock prices in major international financial markets
Jiang, Wei
;
Liu, Yan
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012821296
Saved in:
7
Value at risk and return in Chinese and the US stock markets : double long memory and fractional cointegration
Tan, Zhengxun
;
Xiao, Binuo
;
Huang, Yilong
;
Zhou, Li
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012821412
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8
Adaptive market hypothesis : the story of the stock markets and COVID-19 pandemic
Okorie, David Iheke
;
Lin, Boqiang
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822166
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9
Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
Pérez Rodríguez, Jorge V.
;
Andrada Félix, Julián
; …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822266
Saved in:
10
Stock prices, dividends, and structural changes in the long-term : the case of U.S.
Esteve García, Vicente
;
Navarro Ibáñez, Manuel
; …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012656930
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