Search Results - subject:"Frequency domain causality"

Frequency-domain approach to the causal nexus between domestic and international economic policy uncertainties and equity returns of G20 countries

Dumayiri, Moses; Alagidede, Imhotep Paul; Sare, Yakubu Awudu - In: Cogent economics & finance 12 (2024) 1, pp. 1-35

uncertainties (EPU) and equity market returns of G20 countries. By employing the frequency-domain causality test, with monthly data …

Persistent link: https://www.econbiz.de/10015359130

Unveiling the factors influencing financial inclusion in India : a comprehensive analysis

Prasuna, C. Asha; Kasturi, Alivelu; Annemalla, Ramesh - In: Cogent economics & finance 12 (2024) 1, pp. 1-35

Financial Inclusion (FI) is one of the most important indicators of inclusive growth of an economy. This paper examines the status of FI in India by constructing a comprehensive financial inclusion index (FII). The data analysis indicates that states such as Goa, Kerala, Tamil Nadu, Maharashtra,...

Persistent link: https://www.econbiz.de/10015359150

The causal relationship between public debt and economic growth in G7 countries : new evidence from time and frequency domain approaches

Bozatli, Oguzhan; Serin, Seref Can; Demir, Murat - In: Economic change & restructuring 57 (2024) 3, pp. 1-27

Persistent link: https://www.econbiz.de/10015045373

The energy mix-environmental aspects of income and economic freedom in Hong Kong : cointegration and frequency domain causality evidence

Agboola, Mary Oluwatoyin; Alola, Andrew Adewale - In: Journal of environmental economics and policy 12 (2023) 1, pp. 63-78

Persistent link: https://www.econbiz.de/10014279668

Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market : evidence from nonlinear autoregressive distributed lag approach and frequency domain causal...

Gherghina, Ştefan Cristian; Simionescu, Liliana Nicoleta - In: Financial innovation : FIN 9 (2023) 1, pp. 1-58

crisis and may serve as a hedge during market turmoil. The analysis of frequency domain causality supports a unidirectional …

Persistent link: https://www.econbiz.de/10014288933

Dynamics between power consumption and economic growth at aggregated and disaggregated (sectoral) level using the frequency domain causality

Dash, Ashutosh; Jena, Sangram Keshari; Tiwari, Aviral Kumar - In: Journal of Risk and Financial Management 15 (2022) 5, pp. 1-18

We investigated the Granger causal relationship between the consumption of power both at the aggregate and sectoral level and economic growth in India using the frequency domain approach, which would help policy makers seek the efficient allocation of electricity via proper policy initiatives at...

Persistent link: https://www.econbiz.de/10014332420

Determining the (a)symmetric role of business-consumer confidence in outward-inward tourism in Russia : a competitiveness perspective

Alola, Uju Violet; Baeva, Darya; Alola, Andrew Adewale - In: International journal of global business and … 18 (2023) 1, pp. 22-34

Persistent link: https://www.econbiz.de/10014381999

Dynamics between power consumption and economic growth at aggregated and disaggregated (sectoral) level using the frequency domain causality

Dash, Ashutosh; Jena, Sangram Keshari; Tiwari, Aviral Kumar - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-18

Persistent link: https://www.econbiz.de/10013273476

S&P 500 index price spillovers around the COVID-19 market meltdown

Lento, Camillo; Gradojevic, Nikola - In: Journal of Risk and Financial Management 14 (2021) 7, pp. 1-13

This paper explores price spillover effects around the COVID-19 pandemic market meltdown between the S&P 500 index, five other financial markets, and the VIX. Frequency domain causalities are estimated for the January-May 2020 time period on a high-frequency data set at five-minute intervals....

Persistent link: https://www.econbiz.de/10013201014

S&P 500 index price spillovers around the COVID-19 market meltdown

Lento, Camillo; Gradojevic, Nikola - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-13

Persistent link: https://www.econbiz.de/10012626222