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Evaluating time-varying granger causality between US-China political relation changes and China stock market

Cai, Yifei; Chang, Hao Wen; Chang, Tsangyao - In: Finance research letters 55 (2023) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10014473301

The causal effect of trade on migration : evidence from countries of the Euro-Mediterranean partnership

Campaniello, Nadia - In: Labour economics : official journal of the European … 30 (2014), pp. 223-233

Persistent link: https://www.econbiz.de/10011299850

Improved friendly relations, bilateral trade and stock markets : a causal relationship study of India and Israel

Vandana; Shveta Singh - In: International journal of Indian culture and business … 30 (2023) 2, pp. 273-290

Persistent link: https://www.econbiz.de/10014443656

Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 5, pp. 1502-1514

Persistent link: https://www.econbiz.de/10013167095

Stock Market Linkages between the ASEAN Countries, China and the Us : A Fractional Cointegration Approach

Caporale, Guglielmo Maria - 2019

This paper examines stock market integration between the ASEAN five and the US and China, respectively, over the period … analysis is carried out for the weekly series to study the impact of the 2007-8 global financial crisis and the 2015 China … exhibit long memory. There is cointegration between the ASEAN five and the US but almost none between the former and China …

Persistent link: https://www.econbiz.de/10012891049