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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International review of financial analysis"
~subject:"ARCH-Modell"
~subject:"VAR model"
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Search: subject_exact:"Causal analysis"
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ECONIS (ZBW)
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1
Causality between volatility and the weekly economic index during COVID-19 : the predictive power of efficient markets and rational expectations
Cooray, Arusha
;
Gangopadhyay, Partha
;
Das, Narasingha
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467255
Saved in:
2
Price leadership and asynchronous movements of multi-market listed stocks
Dzhambova, Krastina
;
Tao, Ran
;
Yuan, Yuan
- In:
International review of financial analysis
79
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013349943
Saved in:
3
Are small scale vars useful for business cycle analysis? : revisiting non-fundamentalness
Canova, Fabio
;
Sahneh, Mehdi Hamidi
-
2016
Persistent link: https://www.econbiz.de/10011437217
Saved in:
4
Relationship between gold and stock markets during the global financial crisis : evidence from nonlinear causality tests
Choudhry, Taufiq
;
Ul Hassan, Syed Shabi
;
Shabi, Sarosh
- In:
International review of financial analysis
41
(
2015
),
pp. 247-256
Persistent link: https://www.econbiz.de/10011508942
Saved in:
5
The dynamics of economic growth, oil prices, stock market depth, and other macroeconomic variables : evidence from the G-20 countries
Pradhan, Rudra Prakash
;
Arvin, B. Mak
;
Ghoshray, Atanu
- In:
International review of financial analysis
39
(
2015
),
pp. 84-95
Persistent link: https://www.econbiz.de/10011573079
Saved in:
6
Contagion, decoupling and the spillover effects of the US financial crisis : evidence from the BRIC markets
Bekiros, Stelios D.
- In:
International review of financial analysis
33
(
2014
),
pp. 58-69
Persistent link: https://www.econbiz.de/10010520075
Saved in:
7
Price discovery analysis of green equity indices using robust asymmetric vector autoregression
Cummins, Mark
;
Garry, Oonagh
;
Kearney, Claire
- In:
International review of financial analysis
35
(
2014
),
pp. 261-267
Persistent link: https://www.econbiz.de/10010530227
Saved in:
8
Granger-causal-priority and choice of variables in vector autoregressions
Jarociński, Marek
;
Maćkowiak, Bartosz
-
2013
Persistent link: https://www.econbiz.de/10010206789
Saved in:
9
Asymmetries, causality and correlation between FTSE100 spot and futures : a DCC-TGARCH-M analysis
Tao, Juan
;
Green, Christopher J.
- In:
International review of financial analysis
24
(
2012
),
pp. 26-37
Persistent link: https://www.econbiz.de/10009688185
Saved in:
10
Re-examining the dynamic causal oil-macroeconomy relationship
Hammoudeh, Shawkat
;
Bhar, Ramaprasad
;
Thompson, Mark A.
- In:
International review of financial analysis
19
(
2010
)
4
,
pp. 298-305
Persistent link: https://www.econbiz.de/10009272660
Saved in:
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