Search Results - subject:"Rolling Window"

The temporal variability in the returns of socially responsible funds to structural oil shocks

Ur Rehman, Mobeen; Nautiyal, Neeraj; Zeitun, Rami; Vo … - 2025

Persistent link: https://www.econbiz.de/10015374351

Assessing the extent of exchange rate risk pricing in equity markets : emerging versus developed economies

Bonga-Bonga, Lumengo; Mpoha, Salifya - In: African journal of economic and management studies 16 (2025) 1, pp. 148-159

Persistent link: https://www.econbiz.de/10015414818

Unravelling the complex interactions between sentiment of uncertainty and foreign capital flows : evidence from Brazil and South Korea

Gaies, Brahim; Nakhli, Mohamed Sahbi; Sahut, Jean-Michel - In: Economic modelling 141 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015192258

Time frequency and co-movements between global economic policy uncertainty, precious metals and agricultural prices : a wavelet coherence analysis and bootstrap rolling window gran...

El Abed, Riadh; Hamouda, Abderrazek Ben - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 2, pp. 546-561

Persistent link: https://www.econbiz.de/10014496867

Testing the consistency of asymmetric interest rate pass-through: The case of Indonesia

Herlambang, R. Dimas Bagas; Purwono, Rudi - In: Cogent Economics & Finance 11 (2023) 1, pp. 1-12

rolling-window approach in understanding IRPT. …

Persistent link: https://www.econbiz.de/10015074654

Revisiting the causality between oil prices and stock markets in selected MENA countries : a bootstrap rolling-window approach

Hamouda, Abderrazek Ben - In: International journal of economics and financial issues … 13 (2023) 5, pp. 109-118

Persistent link: https://www.econbiz.de/10014417920

Application of Chow, Cusum and rolling window in testing stability of systematic risk of companies listed in WIG-ESG in 2019-2022

Mikołajek-Gocejna, Magdalena - In: Journal of banking and financial economics 20 (2023), pp. 1-29

around the mean for the time series beta coeffi cients obtained in the rolling window. The considered tests argue for the … obtain the average value of the beta coeffi cient over the entire analyzed period, and subperiods with fi xed length rolling … window, resulting in a time series of beta coeffi cients. To assess beta stability, we used the Chow test with the F …

Persistent link: https://www.econbiz.de/10014515083

Application of Chow, Cusum and rolling window in testing stability of systematic risk of companies listed in WIG-ESG in 2019-2022

Mikołajek-Gocejna, Magdalena - In: Journal of Banking and Financial Economics (JBFE) (2023) 20, pp. 1-29

Persistent link: https://www.econbiz.de/10015330025

Testing the consistency of asymmetric interest rate pass-through : the case of Indonesia

Herlambang, R. Dimas Bagas; Purwono, Rudi; Rumayya - In: Cogent economics & finance 11 (2023) 1, pp. 1-12

rolling-window approach in understanding IRPT. …

Persistent link: https://www.econbiz.de/10014500695

Modeling tail dependence using stochastic volatility model

Kim, See-Woo; Ma, Yong-Ki; Necula, Ciprian - In: Computational economics 62 (2023) 1, pp. 129-147

Persistent link: https://www.econbiz.de/10014327243