Search Results - subject:"Quantile cointegration"

Bonga-Bonga, Lumengo - In: International Journal of Financial Studies : open … 13 (2025) 2, pp. 1-15

to test the PPP hypothesis includes nonlinearity through quantile unit root tests and quantile cointegration, designed to …

Persistent link: https://www.econbiz.de/10015436954

Quineche, Ricardo; Tipo, Royer - 2025

pass-through across the conditional distribution using quantile cointegration. Using U.S. data from 1994–2024, we estimate …

Persistent link: https://www.econbiz.de/10015441672

Bonga-Bonga, Lumengo - 2023

Persistent link: https://www.econbiz.de/10015596555

Bindra, Riya; Pandey, Amrendra; Misra, Pooja; … - In: Journal of economic studies 52 (2025) 3, pp. 518-531

Persistent link: https://www.econbiz.de/10015396401

Yang, Yao; Karali, Berna - In: Journal of agricultural and resource economics : JARE ; … 49 (2024) 2, pp. 371-391

Persistent link: https://www.econbiz.de/10015053850

Jiang, Yong; Narayan, Seema; Ren, Yi-Shuai; Ma, Chao-Qun - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 5, pp. 983-1001

Persistent link: https://www.econbiz.de/10014513905

Gohar, Raheel; Salman, Asma; Uche, Emmanuel; Derindag, … - In: Annals of financial economics 18 (2023) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10014442587

Salman, Asma; Chang, Bisharat Hussain; Abdul Razzaq, … - In: Annals of financial economics 18 (2023) 4, pp. 1-22

Persistent link: https://www.econbiz.de/10014532005

Alhussaini, Abdullah; Parhi, Mamata - In: Research in international business and finance 63 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10014248936

Quineche, Ricardo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 5, pp. 693-703

Persistent link: https://www.econbiz.de/10013554939

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