Search Results - subject:"Nonlinear dependence"

Threshold effect in the relationship between external debt and energy access in sub-Saharan African countries : a dynamic panel threshold specification

Zaghdoudi, Taha - In: Regional science policy and practice : RSPP 16 (2024) 6, pp. 1-5

This paper investigates the relationship between external debt and energy access in the Sub-Saharan African countries over the period 1999-2021. Results from the dynamic panel threshold method indicates that the link between external debt and energy access is nonlinear. Moreover, the findings...

Persistent link: https://www.econbiz.de/10014584319

Nonlinear tail dependence between energy and agricultural commodities

Atik, Zehra; Güloğlu, Bülent; Ulussever, Talat - In: Energy economics 139 (2024), pp. 1-42

Persistent link: https://www.econbiz.de/10015532989

Sovereign bond and CDS market contagion : a story from the Eurozone crisis

Bampinas, Georgios; Panagiōtidēs, Theodōros; … - 2023

Persistent link: https://www.econbiz.de/10014305835

Uncovering nonlinear dependencies in the treasury-funds rate spread : quantile-based explanation

Meng, Fanyu - In: Finance research letters 79 (2025), pp. 1-6

Persistent link: https://www.econbiz.de/10015419159

New approaches to robust inference on market (non-)efficiency, volatility clustering and nonlinear dependence

Ibragimov, Rustam Ju.; Pedersen, Rasmus Søndergaard; … - In: Journal of financial econometrics 22 (2024) 4, pp. 1075-1097

Persistent link: https://www.econbiz.de/10015338767

Non-linear structures, chaos, and bubbles in U.S. regional housing markets

Jirasakuldech, Benjamas; Emekter, Riza; Thuy Bui - In: Journal of economics and finance : JEF 47 (2023) 1, pp. 63-93

Persistent link: https://www.econbiz.de/10014227692

Sovereign bond and CDS market contagion : a story from the Eurozone crisis

Bampinas, Georgios; Panagiōtidēs, Theodōros; … - In: Journal of international money and finance 137 (2023), pp. 1-33

Persistent link: https://www.econbiz.de/10014478141

U.S. leveraged loan and debt markets : implications for optimal portfolio and hedging

Abakah, Emmanuel Joel Aikins; Nasreen, Samia; Tiwari, … - In: International review of financial analysis 87 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014457479

Multivariate crash risk

Chabi-Yo, Fousseni; Huggenberger, Markus; Weigert, Florian - In: Journal of financial economics 145 (2022) 1, pp. 129-153

Persistent link: https://www.econbiz.de/10013473731

Generalized band spectrum estimation with an application to the New Keynesian Phillips curve

Choi, Jinho; Escanciano, Juan Carlos; Guo, Junjie - In: Journal of applied econometrics 37 (2022) 5, pp. 1055-1078

Persistent link: https://www.econbiz.de/10013464648