Search Results - subject:"Nonlinear Granger causality"

Does investor sentiment differently affect stocks in different sectors? : evidence from China

Niu, Hongli; Lu, Yao; Wang, Weiqing - In: International journal of emerging markets 18 (2023) 9, pp. 3224-3244

Persistent link: https://www.econbiz.de/10014452289

Frequency volatility connectedness and market integration in international real estate investment trusts

Liow, Kim Hiang; Song, Jeong Seop - In: Finance research letters 45 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10014578129

Impact of fiscal consolidation on economic growth : the Tunisian case

Mtibaa, Ameni; Lahiani, Amine; Gabsi, Foued Badr - In: The journal of risk finance : JRF 23 (2022) 5, pp. 558-582

Persistent link: https://www.econbiz.de/10013454947

The nexus between green investments and crude oil prices using linear and nonlinear approaches

Lin, Jeng-bau; Fu, Shan-Heng; Tsai, Wei - In: International journal of business 27 (2022) 1, pp. 77-86

Persistent link: https://www.econbiz.de/10013183773

Does geopolitical risk matter in crude oil and stock markets? : evidence from disaggregated data

Li, Sufang; Tu, Dalun; Zeng, Yan; Gong, Chenggang; Yuan, Di - In: Energy economics 113 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013540420

The asymmetric contagion effect between stock market and cryptocurrency market

Wang, Hao; Wang, Xiaoqian; Yin, Siyuan; Ji, Hao - In: Finance research letters 46 (2022) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10013339248

The electricity-growth nexus in South Africa : evidence from asymmetric cointegration and co-feature analysis

Nyoni, Bothwell; Phiri, Andrew - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 6, pp. 80-88

Persistent link: https://www.econbiz.de/10011954079

Does uncertainty matter for US financial market volatility spillovers? : empirical evidence from a nonlinear Granger causality network

Fang, Tong; Su, Zhi - In: Applied economics letters 28 (2021) 21, pp. 1877-1883

Persistent link: https://www.econbiz.de/10012697702

On the linkage between government expenditure and output : empirics of the Keynesian view versus Wagner's law

Arestis, Philip; Şen, Hüseyin; Kaya, Ayşe - In: Economic change & restructuring 54 (2021) 2, pp. 265-303

Persistent link: https://www.econbiz.de/10012543567

Is finance-growth nexus nonlinear? : evidence from linear and nonlinear causality analysis

Sethi, Dinabandhu; Tiwari, Aviral Kumar; Shahbaz, Muhammad - In: Economic growth and financial development : effects of …, (pp. 73-102). 2021

nonlinear Granger-causality between financial development and economic growth. Moreover, comparing countries by their inflation … nonlinear Granger-causality result confirms insignificant Granger-causality in both high income and low income countries …. Interestingly, medium income countries show significant nonlinear Granger-causality from financial development to economic growth …

Persistent link: https://www.econbiz.de/10012792675