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Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience
Canarella, Giorgio; Miller, Stephen M.; Pollard, Stephen K. - Department of Economics, University of Nevada-Las Vegas - 2009
considers three issues. First, we examine the long-run relationship between the three markets, using cointegration techniques …
Persistent link: https://www.econbiz.de/10005518862
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Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience
Canarella, Giorgio; Miller, Stephen M.; Pollard, Stephen K. - 2008
considers three issues. First, we examine the long-run relationship between the three markets, using cointegration techniques …
Persistent link: https://www.econbiz.de/10009430129
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How justified is abandoning money from monetary policy? : evidence from dynamically simulated ARDL
Adil, Masudul Hasan; Hatekar, Neeraj R. - In: Cogent economics & finance 11 (2023) 1, pp. 1-20
study has employed a dynamically simulated autoregressive distributed lag (ARDL) cointegration approach, which shows a well …
Persistent link: https://www.econbiz.de/10014500858
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Long-run relationship between macroeconomic variables and stock market : evidence from India
Tripathy, Nalini Prava - In: International journal of accounting and finance 3 (2011/12) 4, pp. 291-307
Persistent link: https://www.econbiz.de/10009697104
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Stock market linkage, financial contagion and assets price movements : evidence from Nigerian stock exchange
Abdullahi, Shafiu Ibrahim - In: Journal of advanced studies in finance : JASF 8 (2017) 2/16, pp. 146-159
Persistent link: https://www.econbiz.de/10011883269
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Understanding the recent growth in consumer loans and credit cards in emerging markets : evidence from Turkey
Mazibaş, Murat; Tuna, Yusuf - In: Emerging markets finance & trade : a journal of the … 53 (2017) 10/11/12, pp. 2333-2346
Persistent link: https://www.econbiz.de/10011825348
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Education expenditures and human capital: can austerity compromise growth in Portugal?
Amaral, Sofia; Simões, Marta - In: International journal of business and globalisation : IJBG 22 (2019) 4, pp. 696-715
Persistent link: https://www.econbiz.de/10012107005
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Cointegration and dynamic spillovers between cryptocurrencies and other financial assets
Watcharaporn Kantaphayao; Sorasart Sukcharoensin - In: Southeast Asian journal of economics 9 (2021) 3, pp. 43-73
Persistent link: https://www.econbiz.de/10012813491
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Money demand function : a not-so-fond farewell in the light of financial development
Adil, Masudul Hasan; Hatekar, Neeraj R.; Fatima, Sana; … - In: Journal of economic integration : jei 37 (2022) 1, pp. 93-120
Persistent link: https://www.econbiz.de/10013366431
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Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank; Paap, Richard - 2003
.F.R. Science Economique, University de Franche-Comté]. In the non-stationary cointegration case, the limiting distribution of the …
Persistent link: https://www.econbiz.de/10011332818