Search Results - subject:"Hidden co-integration"

Impact of unemployment and governance on poverty in Pakistan : a fresh insight from non-linear ARDL co-integration approach

Meo, Muhammad Saeed; Kumar, Bezon; Chughtai, Sumayya; … - In: Global business review 24 (2023) 5, pp. 1007-1024

Persistent link: https://www.econbiz.de/10014432587

Does oil price asymmetrically pass-through banking stock index in Iran?

Viliani, Shima Haj Ghanbar; Ghaffari, Farhad; Kiani, … - In: Iranian economic review : journal of University of Tehran 23 (2019) 3, pp. 659-674

Persistent link: https://www.econbiz.de/10012153280

Oil prices and the Algerian exchange rate : is there any difference with hidden co-integration?

Ayad, Hicham - In: Folia oeconomica Stetinensia : FOS 21 (2021) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10012800560

Reassessing the Asymmetries and Rigidities in the Interest Rate Pass-Through Process: A Hidden Co-Integration Approach

Panagopoulos, Yannis; Spiliotis, Aristotelis - In: Credit and Capital Markets – Kredit und Kapital 48 (2015) 3, pp. 477-500

This paper reassesses the existing asymmetries and rigidities in the interest rate pass-through transmission channels, applied in the advanced economies of the US, the UK, Canada, Japan and the Eurozone. A Crouching Error Correction Model econometric methodology is implemented. The accurate...

Persistent link: https://www.econbiz.de/10014524339

Long run asymmetric relationships between Islamic and conventional equity indices

Alexakis, Christos; Pappas, Vasileios; Tsikouras, Alexandros - Department of Economics, Management School - 2015

hidden co-integration and granger causality analysis, while we examine the impact of market conditions. We find that the …

Persistent link: https://www.econbiz.de/10011165905

Long run asymmetric relationships between Islamic and conventional equity indices

Alexakis, Christos A.; Pappas, Vasileios; Tsikou, Alexandros - 2015

Persistent link: https://www.econbiz.de/10012174651

Uncovering asymmetries in the relationship between fear and the stock market using a hidden co-integration approach

Economou, Fotini; Panagopoulos, Yannis; Tsouma, Ekaterini - In: Research in international business and finance 44 (2018), pp. 459-470

Persistent link: https://www.econbiz.de/10011983086

Hidden cointegration reveals hidden values in Islamic investments

Alexakis, Christos A.; Pappas, Vasileios; Tsikouras, … - In: Journal of international financial markets, … 46 (2017), pp. 70-83

Persistent link: https://www.econbiz.de/10011745323

Reassessing the asymmetries and rigidities in the interest rate pass-through process : a hidden co-integration approach

Panagopoulos, Yannis; Spiliotis, Aristotelis - In: Credit and capital markets : Kredit und Kapital 48 (2015) 3, pp. 477-500

Persistent link: https://www.econbiz.de/10011428294