Search Results - subject:"Time Varying Granger Causality" - EconBiz

The divergence of China’s prices under economic policy uncertainty shock : a time-varying perspective

Long, Shaobo; Xue, Ning; Zhang, Yuan - 2025

This study investigates the impact of economic policy uncertainty (EPU) on macro price divergence in China. We use the time-varying parameter vector auto regressive model with latent thresholds (LT-TVP-VAR) to examine the nonlinear causality relationship. Our findings suggest when the EPU rises,...

Persistent link: https://www.econbiz.de/10015371788

On the time-varying causal relationships that drive bitcoin returns

Stengos, Thanasēs; Panagiōtidēs, Theodōros; … - 2025

Persistent link: https://www.econbiz.de/10015401931

Harbor in the storm : how Bitcoin navigates challenges of climate change and global uncertainties

Li, Houjian; Luo, Fangyuan; Guo, Lili - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-21

Persistent link: https://www.econbiz.de/10015271313

Climate risks and the realized higher-order moments of financial markets : evidence from China

Wang, Yihan; Goutte, Stéphane; Bouri, Elie; Sokhanvar, Amin - In: International review of economics & finance : IREF 93 (2024) 2, pp. 1064-1087

Persistent link: https://www.econbiz.de/10014535685

In search of lost social finance : How do financial instability and inequality interact?

Gaies, Brahim - In: Research in international business and finance 72 (2024) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10015064325

The predictive impact of climate risk on total factor productivity growth : 1880-2020

Kunene, Desiree M.; Van Eyden, Reneé; Caraiani, Petre; … - 2023

Persistent link: https://www.econbiz.de/10014317435

Bitcoin and money supply relationship : An analysis of selected country economies

Mert, Nilcan; Timur, Mustafa Caner - In: Quantitative finance and economics 7 (2023) 2, pp. 229-248

Persistent link: https://www.econbiz.de/10015120956

On the pricing effects of bitcoin mining in the fossil fuel market : the case of coal

Sibande, Xolani; Demirer, Rıza; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10013366536

Who moves first? : commodity price interdependence through time-varying granger causality

Esposti, Roberto - 2022

Persistent link: https://www.econbiz.de/10013455610

The time-varying causal relationship between the Bitcoin market and internet attention

Zhang, Xun; Lu, Fengbin; Tao, Rui; Wang, Shouyang - In: Financial innovation : FIN 7 (2021), pp. 1-19

, time-varying Granger causality between the global Bitcoin market and internet attention is examined. Empirical results show …

Persistent link: https://www.econbiz.de/10012617412

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