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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of futures markets"
~subject:"Cointegration"
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Cointegration
Estimation
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Arize, Augustine Chuck
3
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International review of economics & finance : IREF
The journal of futures markets
Applied economics
123
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Applied economics letters
94
International Journal of Energy Economics and Policy : IJEEP
86
International journal of economics and financial issues : IJEFI
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CESifo working papers
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Iranian economic review : journal of University of Tehran
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Tourism economics : the business and finance of tourism and recreation
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Discussion papers of interdisciplinary research project 373
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Ruhr economic papers
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The Pakistan development review : PDR
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Analyses for the effects of investor sentiment on the price adjustment behaviors for stock market and REIT market
Chiang, Shu Ling
;
Tsai, Ming-shann
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 425-439
Persistent link: https://www.econbiz.de/10014431585
Saved in:
2
What determines private and household savings in India?
Ghosh, Soumya Kanti
;
Nath, Hiranya K.
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 639-651
Persistent link: https://www.econbiz.de/10014434430
Saved in:
3
Risk-return trade-off in the Australian Securities Exchange : accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 384-401
Persistent link: https://www.econbiz.de/10013342033
Saved in:
4
China's interest rate pass-through after the interest rate liberalization : evidence from a nonlinear autoregressive distributed lag model
Li, Xiao-Lin
;
Si, Dengkui
;
Ge, Xinyu
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 257-274
Persistent link: https://www.econbiz.de/10012692235
Saved in:
5
Day-of-the-week effect and spread determinants : some international evidence from equity markets
Gillas, Konstantinos Gkillas
;
Vortelinos, Dimitrios I.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 268-288
Persistent link: https://www.econbiz.de/10012627781
Saved in:
6
The foreign exchange and stock market nexus : new international evidence
Xie, Zixiong
;
Chen, Shyh-Wei
;
Wu, An-chia
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 240-266
Persistent link: https://www.econbiz.de/10012485915
Saved in:
7
How do stocks in BRICS co-move with real estate stocks?
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
;
Akinsomi, Omokolade
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 93-101
Persistent link: https://www.econbiz.de/10012486337
Saved in:
8
The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach
Vides, José Carlos
;
Golpe, Antonio A.
;
Iglesias, Jesús
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 124-137
Persistent link: https://www.econbiz.de/10012486490
Saved in:
9
Pass-through of import cost into consumer prices and inflation in GCC countries : evidence from a nonlinear autoregressive distributed lags model
Alsamara, Mouyad
;
Mrabet, Zouhair
;
Hatemi-J, Abdulnasser
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 89-101
Persistent link: https://www.econbiz.de/10012486770
Saved in:
10
Are there any other safe haven assets? : evidence for “exotic” and alternative assets
Dimitriou, Dimitrios
;
Kenourgios, Dimitris
;
Simos, Theodore
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 614-628
Persistent link: https://www.econbiz.de/10012487062
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