Search Results - subject:"Linear and nonlinear"

Is the foreign exchange market efficiency adaptive? : the empirical evidence from India

Khuntia, Sashikanta; Pattanayak, Jamini Kanta; … - In: Journal of Asia Pacific business 19 (2018) 4, pp. 261-285

Persistent link: https://www.econbiz.de/10011955261

Causal relationships between economic policy uncertainty and housing market returns in China and India : evidence from linear and nonlinear panel and time series models

Chow, Sheung Chi; Cuñado Eizaguirre, Juncal; Gupta, Rangan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10011897378

Linear and nonlinear strategic management : with applications to shipping

Goulielmos, Alexandros M. - In: Modern economy 9 (2018) 1, pp. 97-124

Persistent link: https://www.econbiz.de/10011843704

Do different time horizons in the volatility of the US stock market significantly affect the China ETF market?

Nie, He; Jiang, Yonghong; Yang, Baoqing - In: Applied economics letters 25 (2018) 11, pp. 747-751

Persistent link: https://www.econbiz.de/10012129834

The relationship between budgetary expenditure and economic growth in Poland

Gurgul, Henryk; Lach, Łukasz; Mestel, Roland - Volkswirtschaftliche Fakultät, … - 2012

. The empirical analysis makes use of linear and nonlinear Granger causality tests to evaluate the applicability of Wagner …

Persistent link: https://www.econbiz.de/10011258902

Volatility in US and Italian agricultural markets, interactions and policy evaluation

Rosa, Franco; Vasciaveo, Michela - European Association of Agricultural Economists - EAAE - 2012

The aim of this paper is to analyse the volatility and interactions among prices of agricultural commodities in Italy and US using the time series analysis. The cross market interactions are examined to test the hypothesis that the increased volatility of agricultural prices has been caused by...

Persistent link: https://www.econbiz.de/10010910904

Oil price shocks and stock returns of oil and gas corporations

Diaz, Elena; Perez de Gracia, Fernando - In: Finance research letters 20 (2017), pp. 75-80

Persistent link: https://www.econbiz.de/10011806792

Dynamic relationships between crude oil prices and socially responsible investing in Brazil : evidence for linear and non-linear causality

Oliveira, E. M. de; Cunha, Felipe Arias Fogliano de Souza; … - In: Applied economics 49 (2017) 22, pp. 2125-2140

Persistent link: https://www.econbiz.de/10011817241

Do military expenditures converge in NATO countries? : linear and nonlinear unit root test evidence

Güriş, Selahattin; Güriş, Burak; Tiraşoğlu, Muhammed - In: Theoretical and applied economics : GAER review 24 (2017) 2, pp. 237-248

Persistent link: https://www.econbiz.de/10011795038

Recent advances in explaining hedge fund returns : implicit factors and exposures

Stafylas, Dimitrios; Anderson, Keith; Uddin, Moshfique - In: Global finance journal 33 (2017), pp. 68-87

Persistent link: https://www.econbiz.de/10011802916