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Search: subject:"Non-parametric cointegration"
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Cointegration
7
African Stock Markets
4
Correlation
4
Long-run correlation
4
Non-parametric cointegration
4
Kointegration
3
Arab States
2
Bahrain
2
Estimation
2
GCC
2
Gulf Co-operation Council
2
India
2
Kuwait
2
Nichtparametrisches Verfahren
2
Non-parametric Cointegration Test
2
Oman
2
Qatar
2
Saudi Arabia
2
Schätzung
2
UAE
2
United Arab Emirates
2
decomposition
2
energy markets
2
finance
2
herd behaviour
2
monetary economics
2
non-fundamental volatility
2
non-parametric co-integration
2
oil prices
2
speculation
2
speculative bubbles
2
stock markets
2
variance bound tests
2
ASEAN stock markets
1
ASEAN stock markets. foreign exchange markets
1
Afrika
1
Aktienindex
1
Bombay Stock Indices
1
Bombay stock indices
1
Bond market
1
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English
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Panagiotidis, Theodore
4
Zhang, Xu
4
Alagidede, Paul
3
Onour, Ibrahim A.
2
ALAGIDEDE, PAUL
1
Fu, Richard
1
Gonzalez, Miguel Rodriguez
1
ISLAM, FARIDUL
1
Islam, Faridul
1
Lee, Hock-Ann
1
Liew, Venus Khim-Sen
1
Lim, Kian-Ping
1
Meier, Samira
1
Pagani, Marco
1
TIWARI, AVIRAL KUMAR
1
Tiwari, Aviral Kumar
1
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Department of Economics, University of Stirling
1
EconWPA
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Rimini Centre for Economic Analysis (RCEA)
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İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
1
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International Journal of Monetary Economics and Finance
2
Finance
1
Indian Economic Review
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
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Journal of Economics and Finance
1
Koç University-TUSIAD Economic Research Forum Working Papers
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Stirling Economics Discussion Papers
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Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
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Zeitschrift für die gesamte Versicherungswissenschaft
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RePEc
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ECONIS (ZBW)
2
EconStor
1
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1
Cointegration of EMU government bonds in times of financial crises, COVID-19, and high inflation : the importance of sovereign debt for the European insurance industry
Meier, Samira
;
Gonzalez, Miguel Rodriguez
- In:
Zeitschrift für die gesamte Versicherungswissenschaft
112
(
2023
)
2
,
pp. 181-212
Dieses Papier ist eine empirische Untersuchung der Langfristbeziehung der Renditen 10-jähriger Staatsanleihen Deutschlands und zehn weiteren Mitgliedsländern der Europäischen Währungsunion (EWU) vor, nach und während der wichtigsten finanziellen und wirtschaftlichen Ereignisse seit der...
Persistent link: https://www.econbiz.de/10014487117
Saved in:
2
Why a diversified portfolio should include African assets
Alagidede, Paul
;
Panagiotidis, Theodore
;
Zhang, Xu
-
2010
We employ parametric and
non-parametric
cointegration
to investigate the extent of integration between African stock …
Persistent link: https://www.econbiz.de/10010273679
Saved in:
3
Why a diversified portfolio should include African assets
ALAGIDEDE, PAUL
;
Panagiotidis, Theodore
;
Zhang, Xu
-
Department of Economics, University of Stirling
-
2010
We employ parametric and
non-parametric
cointegration
to investigate the extent of integration between African stock …
Persistent link: https://www.econbiz.de/10009002137
Saved in:
4
Why a Diversified Portfolio Should Include African Assets
Alagidede, Paul
;
Panagiotidis, Theodore
;
Zhang, Xu
-
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
-
2010
We employ parametric and
non-parametric
cointegration
to investigate the extent of integration between African stock …
Persistent link: https://www.econbiz.de/10008740444
Saved in:
5
Why a Diversified Portfolio Should Include African Assets
Alagidede, Paul
;
Panagiotidis, Theodore
;
Zhang, Xu
-
Rimini Centre for Economic Analysis (RCEA)
-
2010
We employ parametric and
non-parametric
cointegration
to investigate the extent of integration between African stock …
Persistent link: https://www.econbiz.de/10008725690
Saved in:
6
Are there Benefits from Sectoral Diversification in the Indian BSE Market? Evidence from Non-Parametric Test
TIWARI, AVIRAL KUMAR
;
ISLAM, FARIDUL
- In:
Indian Economic Review
47
(
2012
)
2
,
pp. 285-306
Breitung’s (2002)
non-parametric
cointegration
test. Based on the results, we find that the BSE sectoral indices satisfy the …
Persistent link: https://www.econbiz.de/10010905923
Saved in:
7
On the cointegration of international stock indices
Fu, Richard
;
Pagani, Marco
- In:
Journal of Economics and Finance
36
(
2012
)
2
,
pp. 463-480
Persistent link: https://www.econbiz.de/10010539431
Saved in:
8
Are there benefits from sectoral diversification in the Indian BSE market? : evidence from non-parametric test
Tiwari, Aviral Kumar
;
Islam, Faridul
- In:
Indian economic review : biannual journal of the Delhi …
47
(
2012
)
2
,
pp. 285-306
Persistent link: https://www.econbiz.de/10010255756
Saved in:
9
Decomposing fundamental and non-fundamental volatility in GCC stock markets
Onour, Ibrahim A.
- In:
International Journal of Monetary Economics and Finance
3
(
2010
)
1
,
pp. 1-12
) economies, in this paper
non-parametric
co-integration
and variance bound tests are employed to decompose volatility into …
Persistent link: https://www.econbiz.de/10008538652
Saved in:
10
Decomposing fundamental and non-fundamental volatility in GCC stock markets
Onour, Ibrahim A.
- In:
International Journal of Monetary Economics and Finance
3
(
2010
)
1
,
pp. 1-12
) economies, in this paper
non-parametric
co-integration
and variance bound tests are employed to decompose volatility into …
Persistent link: https://www.econbiz.de/10008592730
Saved in:
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