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Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation

Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Economics letters 132 (2015), pp. 13-17

Persistent link: https://www.econbiz.de/10011422757

A nonlinear analysis of the real exchange rate-consumption relationship

Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Macroeconomic dynamics 22 (2018) 7, pp. 1825-1843

Persistent link: https://www.econbiz.de/10011918182

The spurious effect of ARCH errors on linearity tests : a theoretical note and an alternative maximum likelihood approach

Pavlidis, Efthymios G.; Tsionas, Efthymios G. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10011897447

Nonlinear error-correction models in the Greek money market

Markellos, Raphaēl N. - In: New operational approaches for financial modelling, (pp. 173-181). 1997

Persistent link: https://www.econbiz.de/10001299225

Nonlinear Noise Estimation in International Capital Markets

Siriopoulos, Costas - 2016

We analyzed six stock exchange markets through the nonlinear dynamics concept. We used daily data from the Toronto Stock Exchange, NYSE, London Stock Exchange, Hong Kong Stock Market, Tokyo Stock Exchange, and the Singapore Stock Exchange. The period studied is from January 1, 1988 to June 30,...

Persistent link: https://www.econbiz.de/10013004314