Search Results - subject:"spectral Granger causality"

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

Low-frequency relationship between money growth and inflation in Turkey

Tastan, Huseyin; Sahin, Sercin - In: Quantitative finance and economics 4 (2020) 1, pp. 91-120

Persistent link: https://www.econbiz.de/10012176730

Generalized financial cycle theory from the Minsky's perspective : UK 1270-2016

Porada-Rochoń, Małgorzata; Škare, Marinko - In: Journal of business economics and management 21 (2020) 5, pp. 1375-1389

Our study aims to bridge the gap between contemporary studies on financial cycles and the financial instability hypothesis in the form of a Minsky cycle (Minsky, 1963). Paper contribution range from explored causality links (financial cycles cause business cycles) to the empirical estimation of...

Persistent link: https://www.econbiz.de/10012271844

Generalized financial cycle theory from the Minsky's perspective: UK 1270-2016

Porada-Rochoń, Małgorzata; Škare, Marinko - In: Journal of Business Economics and Management (JBEM) 21 (2020) 5, pp. 1375-1389

Persistent link: https://www.econbiz.de/10015401562

Financial and economic development link in transitional economies : a spectral Granger causality analysis 1991-2017

Škare, Marinko; Porada-Rochoń, Małgorzata - In: Oeconomia Copernicana 10 (2019) 1, pp. 7-35

Persistent link: https://www.econbiz.de/10012230278