Search Results - subject:"causality tests"

"Dollarization vs. bitcoinization in Türkiye : which is more dangerous for the financial market?"

Jabbour, George M.; Mansour-Ichrakieh, Layal - In: Journal of international financial markets, … 100 (2025), pp. 1-23

Persistent link: https://www.econbiz.de/10015405749

Assessing fiscal sustainability with panel unit root, cointegration, and granger causality tests : evidence from the broader groups of countries

Fir, Nejc - In: Naše gospodarstvo : NG 70 (2024) 3, pp. 1-20

The question of fiscal sustainability of countries has become one of the central topics in economic policy, especially in times of increasing public debts. One way to assess fiscal sustainability is to examine compliance with the intertemporal budget constraint, which involves testing the...

Persistent link: https://www.econbiz.de/10015130392

Dynamic connectedness and hedging opportunities of the commodity and stock markets in China : evidence from the TVP-VAR and cDCC-FIAPARCH

Li, Binlin; Haneklaus, Nils; Rahman, Mohammad Mafzur - In: Financial innovation : FIN 10 (2024), pp. 1-30

This study examines the dynamic connectedness and hedging opportunities between CSI300 (China Security Index 300) and copper, gold, PTA (purifed terephthalic acid), and soybean in China from January 09, 2008, to June 30, 2023. A TVP-VAR and cDCC-FIAPARCH modeling framework was used for the...

Persistent link: https://www.econbiz.de/10014540575

Do changes in the real exchange rate affect the trade balance? : evidence from European countries

Felipe, Jesus; Pérez-Montiel, José Antonio; Ozcelebi, … - 2024

Persistent link: https://www.econbiz.de/10015050967

Renewable and non-renewable energy consumption, CO2 emissions, and responsible economic growth with environmental stability in North America

Mendoza-Rivera, Ricardo Jacob; García-Pérez, Luis Enrique - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 4, pp. 300-311

Persistent link: https://www.econbiz.de/10014373384

Crude oil price movements between fundamental and uncertainty : evidence from frequency causality tests

Mounir, Amine - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 3, pp. 428-433

Persistent link: https://www.econbiz.de/10014445050

A behaviour of South Africa's economy towards inflows of Foreign Direct Investment (FDI) from Brazil, Russia, India and China (BRICS) economies

Dingela, Siyasanga; Ncwadi, Ronney - In: Economia internazionale 75 (2022) 2, pp. 189-212

Persistent link: https://www.econbiz.de/10013483594

The nexus between financial development and economic growth: Panel data evidence from developing countries

Ekanayake, E. M.; Thaver, Ranjini - In: Journal of Risk and Financial Management 14 (2021) 10, pp. 1-24

causality tests have been conducted to identify the direction of causality between FD and GROWTH for each of the regions. The …

Persistent link: https://www.econbiz.de/10013201173

The nexus between financial development and economic growth : panel data evidence from developing countries

Ekanayake, E. M.; Thaver, Ranjini - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-24

causality tests have been conducted to identify the direction of causality between FD and GROWTH for each of the regions. The …

Persistent link: https://www.econbiz.de/10012792392

The impact of financial stress on gold, currency and stock markets in Iran : time-varying Granger-causality approach

Rezazadeh, Ali; Mohseninia, Roghayeh - In: Iranian journal of economic studies : IJES 10 (2021) 2, pp. 365-390

Persistent link: https://www.econbiz.de/10013364185