macroeconomic factors and VC market liquidity. This study investigates whether there is a cointegration between macroeconomic … modified OLS regression analysis after carrying out panel cointegration on a country-level dataset of 22 EU/EEA countries from … private equity firms and financial institutions. We confirm a cointegration between macroeconomic factors and VC market …

this by employing Cointegration, Vector Auto-regression (VAR), Granger causality and dynamic connectedness analyses. We … found a lack of cointegration between both the ESG and Sharia indices and ETFs. Second, we observed bi-directional causality … cointegration may be attributable to the difference in the underlying asset composition of ESG and Sharia indices and ETFs. This …

. Cyclical cointegration analysis is used to connect these cycles to the earth eccentricity and obliquity and to see that the …

We extend the monitoring of structural breaks in classic cointegration proposed by Wagner and Wied (2017) to explicitly … allow for fractional cointegration and breaks in these fractional relations with possible deterministic trends. To estimate … behavior of our test and compare it to the one by Wagner and Wied (2017) in different scenarios of fractional cointegration. To …

checked using two testing strategies recently proposed for fractional cointegration, finding no evidence of cointegration … extension of the critical values of Nielsen’s (2010) test of fractional cointegration is provided for a different number of …