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Determinants of sovereign bond yields in emerging economies : some panel inferences

Sri Hari Naidu. A; Goyari, Phanindra; Kamaiah, Bandi - In: Theoretical and applied economics : GAER review 23 (2016) 3, pp. 101-118

Persistent link: https://www.econbiz.de/10011564547

Which combination of fiscal and external imbalances to determine the long-run dynamics of sovereign bond yields?

BenSalem, Mélika; Castelletti-Font, Barbara - 2016

Persistent link: https://www.econbiz.de/10011646810

Is there a long-term relationship among European sovereign bond yields?

Schaeffer, Ian; Ramírez, Miguel D. - In: Business and Economic Research : BER 7 (2017) 1, pp. 68-86

Persistent link: https://www.econbiz.de/10011672927

Nexus between defense expenditure and economic growth in BRIC economies : an empirical investigation

Dash, Devi Prasad; Bal, Debi Prasad; Sahoo, Manoranjan - In: Theoretical and applied economics : GAER review 23 (2016) 1, pp. 89-102

Persistent link: https://www.econbiz.de/10011563102

Panel cointegration tests of the Fisher hypothesis

Westerlund, Joakim (contributor) - 2005 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002552519

Panel nonstationary tests of the Fisher hypothesis : an analysis of 114 economies during the period 1960 - 2004

Herwartz, Helmut; Reimers, Hans-Eggert - In: Applied econometrics and international development 6 (2006) 3, pp. 39-54

Persistent link: https://www.econbiz.de/10003932880

A test for the Fisher hypothesis using panel cointegration test methods

Koo, Jaewoon; Kim, Hongki - In: International economics & finance journal : (IEFJ) 4 (2009) 1/2, pp. 23-31

Persistent link: https://www.econbiz.de/10003958565

Comparison of panel cointegration tests

Örsal, Deniz Dilan Karaman (contributor) - 2007

maximum-likelihood-based panel cointegration tests with the help of Monte Carlo simulations. In this study the panel-p, the … power properties among the five panel cointegration test statistics evaluated. Finally, the Fisher Hypothesis is tested with …

Persistent link: https://www.econbiz.de/10003633799

Panel cointegration tests of the Fisher effect

Westerlund, Joakim - In: Journal of applied econometrics 23 (2008) 2, pp. 193-233

Persistent link: https://www.econbiz.de/10003704947

An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration

Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Journal of international financial markets, … 35 (2015), pp. 18-29

Persistent link: https://www.econbiz.de/10011474678