Search Results - subject:"Panel Vector autoregression"

Impact of the COVID-19 market turmoil on investor behavior : a panel VAR study of bank stocks in Borsa Istanbul

Ekinci, Cumhur; Ersan, Oǧuz - In: International Journal of Financial Studies : open … 12 (2024) 1, pp. 1-18

Assuming that investors can be foreign or local, do high-frequency trading (HFT) or not, and submit orders through a bank-owned or non-bank-owned broker, we associated trades to various investors. Then, building a panel vector autoregressive model, we analyzed the dynamic relation of these...

Persistent link: https://www.econbiz.de/10014502320

Fintech vs bank credit: how do they react to monetary policy?

Cornelli, Giulio; De Fiore, Fiorella; Gambacorta, Leonardo - 2023

Persistent link: https://www.econbiz.de/10014463773

The misalignment of fiscal multipliers in Italian regions

Lucidi, Francesco Simone - In: Regional studies : official journal of the Regional … 57 (2023) 10, pp. 2073-2086

Persistent link: https://www.econbiz.de/10014420146

Corporate governance as the driver of economic growth in Sub-Saharan African Countries

Matashu, Martha; Musvoto, Wedzerai S. - In: International Journal of Business and Economic Sciences … 15 (2022) 1, pp. 16-26

economic growth in Sub Saharan African countries. Panel Vector Autoregression (PVAR) models and impulse response functions were …

Persistent link: https://www.econbiz.de/10014434607

Oil price changes and stock returns: Fresh evidence from oil exporting and oil importing countries

Atif, Mohd; Rabbani, Mustafa Raza; Bawazir, Hana; … - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-14

on panel vector autoregression. The results of panel granger causality suggested that after oil price crash owing to …

Persistent link: https://www.econbiz.de/10015074319

The impact of multi-factor productivity on income inequality

Kamihigashi, Takashi; Sasaki, Yosuke - 2022

Persistent link: https://www.econbiz.de/10014233384

Corporate governance as the driver of economic growth in Sub-Saharan African Countries

Matashu, Martha; Musvoto, Wedzerai S. - In: International journal of business and economic sciences … 15 (2022) 1, pp. 16-26

economic growth in Sub Saharan African countries. Panel Vector Autoregression (PVAR) models and impulse response functions were …

Persistent link: https://www.econbiz.de/10013332109

How do the industrial structure and international trade affect electricity consumption? : new evidence from China

Zhang, Hao; Jiang, Xuedi; Qi, Yuan; Hao, Yu - In: Energy strategy reviews 43 (2022), pp. 1-15

using 1999-2020 panel data covering 30 Chinese provinces and employing a panel vector autoregression (PVAR) model and …

Persistent link: https://www.econbiz.de/10014512808

Dynamics of the remittances : financial development nexus in Sub Saharan Africa (SSA)

Mbulawa, Strike; Chingoiro, Samuel; Machera, Robert - 2022

Persistent link: https://www.econbiz.de/10013397722

Oil price changes and stock returns : fresh evidence from oil exporting and oil importing countries

Atif, Mohd; Rabbani, Mustafa Raza; Bawazir, Hana; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-14

on panel vector autoregression. The results of panel granger causality suggested that after oil price crash owing to …

Persistent link: https://www.econbiz.de/10013464376