Search Results - subject:"Granger‐causality"

Inflation synchronization and shock transmission between the eurozone and the non-Euro CEE economies : a wavelet quantile var approach

Alqaralleh, Huthaifa; Canepa, Alessandra; Muchova, Eva - 2024

Persistent link: https://www.econbiz.de/10014546177

The endogenous money hypothesis : empirical evidence from Türkiye : 2008-2020

Özden, Oktay; Bolkol, Hakki Kutay; Demirel, Baki - In: PSL quarterly review 77 (2024) 308, pp. 23-57

This paper examines the validity of the endogenous money supply hypothesis in Türkiye from 2008 to 2020. The endogenous money hypothesis underlines the fact that a demand for bank credit leads to the creation of credit and deposit. Deposits are created once credit application is approved by...

Persistent link: https://www.econbiz.de/10014550881

Cross-listing flows under uncertainty : an international perspective

Agyemang, Abraham; Balli, Faruk; Gregory-Allen, Russell B. - In: Applied economics 56 (2024) 19, pp. 2357-2374

Persistent link: https://www.econbiz.de/10014520783

Nowcasting inflation at quantiles : causality from commodities

Boni, Sara; Caporin, Massimiliano; Ravazzolo, Francesco - 2024

Persistent link: https://www.econbiz.de/10014514037

Climate risks and the realized higher-order moments of financial markets : evidence from China

Wang, Yihan; Goutte, Stéphane; Bouri, Elie; Sokhanvar, Amin - In: International review of economics & finance : IREF 93 (2024) 2, pp. 1064-1087

Persistent link: https://www.econbiz.de/10014535685

Dynamic connectedness and hedging opportunities of the commodity and stock markets in China : evidence from the TVP-VAR and cDCC-FIAPARCH

Li, Binlin; Haneklaus, Nils; Rahman, Mohammad Mafzur - In: Financial innovation : FIN 10 (2024), pp. 1-30

This study examines the dynamic connectedness and hedging opportunities between CSI300 (China Security Index 300) and copper, gold, PTA (purifed terephthalic acid), and soybean in China from January 09, 2008, to June 30, 2023. A TVP-VAR and cDCC-FIAPARCH modeling framework was used for the...

Persistent link: https://www.econbiz.de/10014540575

Artificial intelligence and skilled employment in South Africa : exploring key variables

Giwa, Fiyinfoluwa; Ngepah, Nicholas - In: Research in globalization 8 (2024), pp. 1-11

objective, the study employs the Autoregressive Distributed Lag (ARDL) model and Granger causality analysis, spanning from 2012Q …

Persistent link: https://www.econbiz.de/10015050056

US inflation and global commodity prices : asymmetric interdependence

Pan, Zhigang; Bai, Zhihong; Xing, Xiaochao; Wang, Zhufeng - In: Research in international business and finance 69 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015052532

The nexus between insurance and economic growth of Tanzania : autoregressive distributed lag bounds cointegration approach

Laurent, Doreen; Kivyiro, Pendo T. - In: Business management review : journal of the University … 27 (2024) 1, pp. 132-148

Persistent link: https://www.econbiz.de/10015053339

The impact of COVID-19 on the cypriot stock market dynamics

Christodoulou-Volos, Christos; Tserkezos, Dikaios - In: International journal of economics and financial issues … 14 (2024) 4, pp. 214-221

Persistent link: https://www.econbiz.de/10014632255