Search Results - subject:"Quantile ARDL Model"

Electricity demand and CO Emissions during the COVID-19 Pandemic : the case of India

Tamilselvan, M.; Srinivasan, Palamalai; Kumar, Magesh; … - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 3, pp. 161-169

Persistent link: https://www.econbiz.de/10013283822

A quantile dependence among exchange rate, stock prices and oil prices : an empirical evidence from India

Aldawsari, Salem Hamad; Wei Shuen Tan; Elsherazy, Tarek … - In: Annals of financial economics 19 (2024) 3, pp. 1-21

Persistent link: https://www.econbiz.de/10015399251

Revisiting the twin deficits hypothesis: A quantile cointegration analysis over the period 1791-2013

Antonakakis, Nikolaos; Cuñado Eizaguirre, Juncal; … - In: Journal of Applied Economics 22 (2019) 1, pp. 117-131

We revisit the twin deficits hypothesis by examining the long-run cointegrating relationship between the US budget and trade deficits across various quantiles using a unique dataset for the period 1791-2013. The main results suggest the existence of nonlinearities and structural breaks in the...

Persistent link: https://www.econbiz.de/10015334116

Revisiting the twin deficits hypothesis : a quantile cointegration analysis over the period 1791-2013

Antonakakis, Nikolaos; Cuñado Eizaguirre, Juncal; … - 2019

We revisit the twin deficits hypothesis by examining the long-run cointegrating relationship between the US budget and trade deficits across various quantiles using a unique dataset for the period 1791–2013. The main results suggest the existence of nonlinearities and structural breaks in the...

Persistent link: https://www.econbiz.de/10012157295

Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model

Hammoudeh, Shawkat; Mensi, Walid; Cho, Jin Seo - In: International economics : a journal published by CEPII … 170 (2022), pp. 66-78

Persistent link: https://www.econbiz.de/10013368869

Long-run relationships between US financial credit markets and risk factors : evidence from the quantile ARDL approach

Mensi, Walid; Shahzad, Syed Jawad Hussain; Hammoudeh, … - In: Finance research letters 29 (2019), pp. 101-110

Persistent link: https://www.econbiz.de/10012417962