Search Results - subject:"Time-varying regression"

Monetary policy and herding behaviour in the ZAR market

Sibande, Xolani - 2023

Persistent link: https://www.econbiz.de/10015406207

Exchange rates, uncovered interest parity, and time-varying fama regressions

Fu, Bowen; Li, Mengheng; Haque, Qazi - 2025

Persistent link: https://www.econbiz.de/10015372763

Nowcasting inflation : a state-space approach using high-frequency data

Allon, Joan Christine S.; Bautista, Dennis M.; Dacio, … - 2022

Persistent link: https://www.econbiz.de/10014318696

Herding behaviour and monetary policy : Evidence from the ZAR market

Sibande, Xolani - In: Journal of behavioral and experimental finance 42 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014547937

Investor sentiment and (anti) herding in the currency market : evidence from Twitter feed data

Sibande, Xolani; Gupta, Rangan; Demirer, Rıza; Bouri, Elie - In: The journal of behavioral finance : a publication of … 24 (2023) 1, pp. 56-72

Persistent link: https://www.econbiz.de/10013547854

Time-varying effect of oil price shocks on the stock market returns: Evidence from oil-importing and oil-exporting countries

Mokni, Khaled - In: Energy Reports 6 (2020), pp. 605-619

This paper performs a two-stage methodology based on the Structural VAR and time-varying parameter regression models to examine the dynamic reaction of a set of oil-related countries' stock markets to oil price shocks. Oil prices are studied by disentangling demand and supply shocks. Based on...

Persistent link: https://www.econbiz.de/10012652424