Search Results - subject:"Time varying causality"

Demand-following or supply-leading? : trade openness and financial development in China

Fan, Jiao-Jiao; Xu, Ruzhi; Su, Chi-Wei; Shi, Qinghua - In: The journal of international trade & economic development 27 (2018) 3/4, pp. 314-332

Persistent link: https://www.econbiz.de/10011887586

The dynamic causality between commodity prices, inflation and output in China : a bootstrap rolling window approach

Zhang, Xu; Liu, Xiaoxing; Hang, Jianqin; Yao, Dengbao - In: Applied economics 50 (2018) 4, pp. 407-425

Persistent link: https://www.econbiz.de/10011846976

The relationship between RMB exchange rate and Chinese trade balance : evidence from a bootstrap rolling window approach

Masih, Junaid; Liu, Dongsheng; Pervaiz, Javed - In: International journal of economics and finance 10 (2018) 2, pp. 35-47

Persistent link: https://www.econbiz.de/10011814996

Is the tourism-economic growth nexus time-varying? : bootstrap rolling-window causality analysis for the top 10 tourist destinations

Shahbaz, Muhammad; Ferrer, Román; Shahzad, Syed Jawad … - In: Applied economics 50 (2018) 24, pp. 2677-2697

Persistent link: https://www.econbiz.de/10011850309

Bank-based financial development and economic growth : time-varying causality analysis for Egypt

Ahmed, Amira Akl - In: International journal of economics and finance 10 (2018) 4, pp. 123-135

Persistent link: https://www.econbiz.de/10011860084

The nexus between oil prices and stock pricesof oil, technology and transportation companies under multiple regime shifts

Shaeri, Komeil; Katırcıoğlu, Salih Turan - In: Economic research 31 (2018) 1,1, pp. 681-702

Persistent link: https://www.econbiz.de/10012486544

Do spillover effects between crude oil and natural gas markets disappear? : evidence from option markets

Zhu, Fangfei; Zhu, Yabei; Jin, Xuejun; Luo, Xingguo - In: Finance research letters 24 (2018), pp. 25-33

Persistent link: https://www.econbiz.de/10011982448

Does foreign direct investment promote exports in China?

Li, Xin; Chang, Hsu Ling; Su, Chi Wei; Dai, Yin - In: China Finance Review International 7 (2017) 2, pp. 185-202

Purpose The purpose of this paper is to investigate the causal link between foreign direct investment (FDI) and exports in China based on the knowledge capital model (KK model, Markusen, 2002). Design/methodology/approach The bootstrap Granger full-sample and sub-sample rolling window causality...

Persistent link: https://www.econbiz.de/10014694552

International stock return predictability : is the role of U.S. time-varying?

Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan - In: Empirica : journal of european economics 44 (2017) 1, pp. 121-146

Persistent link: https://www.econbiz.de/10011741339

Time-varying causality between stock and housing markets in China

Shi, Guangping; Liu, Xiaoxing; Zhang, Xu - In: Finance research letters 22 (2017), pp. 227-232

Persistent link: https://www.econbiz.de/10011808161