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This article develops a method of nonlinear modelling for the dividends of the Group of seven (G7) indexes using threshold techniques: Smooth Transition Autoregressive Models (STAR). First, smoothness and nonlinearity are justified by the presence of heterogeneous expectations and companies of...
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In the empirical literature, only few studies have focused on the relationship between oil prices and stock markets in net oil-importing countries. In net oil-exporting countries this relationship has not been widely researched. This paper implements the panel-data approach of Kónya (2006),...
Persistent link: https://www.econbiz.de/10014202715
In the empirical literature, only few studies have focused on the relationship between oil prices and stock markets in net oil-importing countries. In net oil-exporting countries this relationship has not been widely researched. This paper implements the panel-data approach of Kónya (2006),...
Persistent link: https://www.econbiz.de/10003937088
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