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Causal nexus across stock market indices of India-USA-China post-Asian financial crisis

Gupta, Priya; Bhatia, Parul - In: The empirical economics letters : a monthly … 19 (2020) 7, pp. 673-682

Persistent link: https://www.econbiz.de/10012596717

Intensity of shock transmission amid US-BRICS markets

Lakshmi, P.; Visalakshmi, S.; Shanmugam, Kavitha - In: International journal of emerging markets 10 (2015) 3, pp. 311-328

Persistent link: https://www.econbiz.de/10011489254

Money, stock prices and central banks : a cointegrated VAR analysis

Wiedmann, Marcel - 2011

Persistent link: https://www.econbiz.de/10009125795

Money, Stock Prices and Central Banks : A Cointegrated VAR Analysis

Wiedmann, Marcel - 2011

This contribution applies the cointegrated vector autoregressive (CVAR) model to analyze the long-run behavior and short-run dynamics of stock markets across five developed and three emerging economies. The main objective is to check whether liquidity conditions play an important role in stock...

Persistent link: https://www.econbiz.de/10014015328

Productivity growth recovery mechanisms : an ARDL approach lessons from the United States, Japan and South Korea

Koczyrkewycz, Michael; Chaiechi, Taha; Beg, Rabiul Alam - In: Bulletin of applied economics 8 (2022) 2, pp. 163-184

Persistent link: https://www.econbiz.de/10013271165

Financial development and economic growth : evidence from South Korea between 1961 and 2013

Jung, Samuel Moon - In: International journal of management, economics and … 6 (2017) 2, pp. 89-106

This paper investigated the long run relationship between financial development and economic growth in South Korea … correction model (VECM) with one co-integrating vector suggested that financial development led to increase in economic growth … and economic growth. This result emphasized the important role of financial development in South Korea's recent economic …

Persistent link: https://www.econbiz.de/10011697459