Search Results - subject:"Nonlinear causality"

Relationship between gold and stock markets during the global financial crisis : evidence from nonlinear causality tests

Choudhry, Taufiq; Ul Hassan, Syed Shabi; Shabi, Sarosh - In: International review of financial analysis 41 (2015), pp. 247-256

Persistent link: https://www.econbiz.de/10011508942

GCC countries and the nexus between exchange rate and oil price : what wavelet decomposition reveals?

Bouoiyour, Jamal; Selmi, Refk - In: International journal of computational economics and … 5 (2015) 1, pp. 55-70

Persistent link: https://www.econbiz.de/10011317310

Empirical evidence on the asymmetric relationship between bond and REIT returns

Anoruo, Emmanuel; Elike, Uchenna - In: International journal of financial research 6 (2015) 3, pp. 1-12

Persistent link: https://www.econbiz.de/10011405155

Volatility in copper prices in India

Choudhary, Nidhi; Nair, Girish K.; Purohit, Harsh - In: Annals of financial economics 10 (2015) 2, pp. 1-26

Persistent link: https://www.econbiz.de/10011408521

Nonlinear causality between crude oil price and exchange rate : a comparative study of China and India

Bal, Debi Prasad; Rath, Badri Narayan - In: Energy economics 51 (2015), pp. 149-156

Persistent link: https://www.econbiz.de/10011564817

Volatility spillovers and the risk-return relation between stock and foreign exchange markets in Brazil

Ely, Regis Augusto - In: Latin American business review : journal of the … 16 (2015) 4, pp. 305-325

Persistent link: https://www.econbiz.de/10011458821

Maturities, Nonlinearities, and the International Transmission of Short-Term Interest Rates

Mougoue, Mbodja; Noula, Armand Gilbert; Ajayi, Richard A. - 2008

the Cd for three maturities. (3) Finally, sub-sample nonlinear causality tests reveal mostly a unidirectional causality …

Persistent link: https://www.econbiz.de/10009444762

Maturities, Nonlinearities, and the International Transmission of Short-Term Interest Rates

Mougoue, Mbodja; Noula, Armand Gilbert; Ajayi, Richard A. - In: Review of Applied Economics 4 (2008) 1-2

the Cd for three maturities. (3) Finally, sub-sample nonlinear causality tests reveal mostly a unidirectional causality …

Persistent link: https://www.econbiz.de/10005014777

Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics

Bekiros, Stelios D. - In: Journal of Banking & Finance 39 (2014) C, pp. 117-134

The present study builds upon the seminal work of Engel and West (2005) and in particular on the relationship between exchange rates and fundamentals. The paper discusses the well-known puzzle that fundamental variables such as money supply and interest rate, provide help in predicting changes...

Persistent link: https://www.econbiz.de/10010730417

Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets

Bekiros, Stelios D. - In: International Review of Financial Analysis 33 (2014) C, pp. 58-69

. This indicates that nonlinear causality can, to a large extent, be explained by simple volatility effects, although tail …

Persistent link: https://www.econbiz.de/10011056765