| Working Paper |
File Downloads |
Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A COMPARISON BETWEEN TESTS FOR CHANGES IN THE ADJUSTMENT COEFFICIENTS IN COINTEGRATED SYSTEMS |
1 |
1 |
1 |
72 |
1 |
2 |
6 |
188 |
| A Global Oil Market Model with Shipping Costs |
1 |
2 |
2 |
2 |
0 |
2 |
2 |
2 |
| A Long-Memory Model for Multiple Cycles with an Application to the S&P500 |
0 |
0 |
22 |
28 |
0 |
1 |
26 |
33 |
| A Multivariate Long-Memory Model with Structural Breaks |
0 |
0 |
0 |
101 |
0 |
0 |
1 |
215 |
| Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets |
1 |
4 |
7 |
23 |
1 |
5 |
8 |
34 |
| African Growth, Non-Linearities and Strong Dependence: An Empirical Study |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
37 |
| Aggregate Insider Trading and Stock Market Volatility in the UK |
0 |
0 |
2 |
14 |
2 |
2 |
8 |
18 |
| Analysing the Determinants of Credit Risk for General Insurance Firms in the UK |
0 |
0 |
0 |
25 |
0 |
0 |
5 |
126 |
| Analysing the Determinants of Credit Risk for General Insurance Firms in the UK |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
74 |
| Are PPP Tests Erratically Behaved? Some Panel Evidence |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
30 |
| Are PPP Tests Erratically Behaved? Some Panel Evidence |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
171 |
| Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
110 |
| Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
69 |
| Are Stock and Housing Returns Complements or Substitutes?: Evidence from OECD Countries |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
136 |
| Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach |
0 |
0 |
0 |
96 |
0 |
0 |
0 |
342 |
| Atmospheric Pollution in Chinese Cities: Trends and Persistence |
0 |
0 |
0 |
64 |
2 |
3 |
3 |
14 |
| BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS |
0 |
0 |
0 |
97 |
0 |
0 |
0 |
419 |
| BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS |
0 |
0 |
0 |
89 |
0 |
0 |
0 |
317 |
| Bank Lending Procyclicality and Credit Quality during Financial Crises |
0 |
0 |
0 |
94 |
0 |
0 |
2 |
179 |
| Banking Consolidation in Nigeria |
0 |
3 |
4 |
180 |
4 |
9 |
15 |
1,401 |
| Banking Consolidation in Nigeria, 2000-2010 |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
48 |
| Bitcoin Fluctuations and the Frequency of Price Overreactions |
0 |
0 |
0 |
23 |
0 |
1 |
2 |
71 |
| Bitcoin Price Co-Movements and Culture |
0 |
0 |
0 |
28 |
1 |
1 |
4 |
73 |
| Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics |
0 |
0 |
0 |
272 |
0 |
1 |
4 |
1,259 |
| Brexit and Uncertainty in Financial Markets |
0 |
0 |
0 |
27 |
0 |
0 |
2 |
68 |
| Brexit and Uncertainty in Financial Markets |
0 |
0 |
0 |
54 |
0 |
0 |
1 |
185 |
| Business Cycles, International Trade and Capital Flows: Evidence from Latin America |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
38 |
| Business Cycles, International Trade and Capital Flows: Evidence from Latin America |
0 |
0 |
0 |
141 |
0 |
1 |
2 |
570 |
| Business Cycles, International Trade and Capital Flows: Evidence from Latin America |
0 |
0 |
0 |
17 |
0 |
1 |
1 |
107 |
| CO2 Emissions and GDP: Evidence from China |
0 |
0 |
1 |
52 |
0 |
0 |
4 |
118 |
| COINTEGRATION TESTS OF PPP:DO THEY ALSO EXHIBIT ERRATIC BEHAVIOUR? |
0 |
0 |
0 |
37 |
0 |
2 |
3 |
159 |
| Calendar Anomalies in the Ukrainian Stock Market |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
72 |
| Calendar Anomalies in the Ukrainian Stock Market |
0 |
0 |
0 |
12 |
1 |
1 |
4 |
100 |
| Central Bank Policy Rates: Are They Cointegrated? |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
66 |
| Central Bank Policy Rates: Are they Cointegrated? |
0 |
0 |
0 |
40 |
1 |
1 |
1 |
46 |
| Chebyshev polynomial approximation to approximate partial differential equations |
0 |
0 |
0 |
66 |
1 |
1 |
4 |
302 |
| Chebyshev polynomial approximation to approximate partial differential equations |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
50 |
| Climate Physical Risk and Asian Stock Market Returns |
0 |
0 |
15 |
15 |
2 |
3 |
23 |
23 |
| Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour? |
0 |
0 |
0 |
116 |
1 |
1 |
1 |
373 |
| Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group |
0 |
0 |
1 |
10 |
2 |
3 |
12 |
64 |
| Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group |
1 |
1 |
1 |
7 |
2 |
6 |
16 |
72 |
| Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
117 |
| Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets |
0 |
0 |
0 |
12 |
1 |
1 |
2 |
142 |
| Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets |
0 |
0 |
0 |
20 |
0 |
1 |
1 |
87 |
| Cooperative Credit Banks and Economic Fluctuations: The Italian Case |
0 |
0 |
7 |
7 |
1 |
1 |
8 |
10 |
| Cross-Border Portfolio Flows and News Media Coverage |
0 |
0 |
0 |
32 |
1 |
2 |
9 |
113 |
| Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis |
0 |
0 |
1 |
16 |
0 |
2 |
21 |
53 |
| Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets |
0 |
0 |
0 |
35 |
0 |
0 |
3 |
87 |
| Cyber-Attacks, Cryptocurrencies, and Cyber Security |
0 |
1 |
4 |
88 |
2 |
4 |
17 |
214 |
| Cycles and Long-Range Behaviour in the European Stock Market |
0 |
0 |
0 |
26 |
1 |
1 |
1 |
29 |
| DETERMINANTS OF POLLUTION ABATEMENT AND CONTROL EXPENDITURE: EVIDENCE FROM ROMANIA |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
136 |
| Determinants of Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis |
0 |
0 |
1 |
28 |
2 |
2 |
4 |
174 |
| Determinants of Pollution Abatement and Control Expenditure: Evidence from Romania |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
286 |
| Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
146 |
| Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity |
0 |
1 |
1 |
1 |
1 |
2 |
3 |
3 |
| ETA TERRORISM:POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON ECONOMIC ACTIVITY IN THE BASQUE COUNTRY |
0 |
0 |
0 |
241 |
0 |
0 |
0 |
928 |
| EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries? |
0 |
0 |
0 |
36 |
1 |
2 |
2 |
197 |
| EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries? |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
131 |
| Economic Policy Uncertainty: Persistence and Cross-Country Linkages |
0 |
0 |
0 |
10 |
3 |
5 |
14 |
130 |
| Efficiency evaluation of Greek equity funds |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
123 |
| Employment Growth, Inflation and Output Growth: Was Phillips Right? Evidence from a Dynamic Panel |
0 |
0 |
0 |
82 |
1 |
1 |
1 |
236 |
| Employment Growth, Inflation and Output Growth: Was Phillips Right?: Evidence from a Dynamic Panel |
0 |
0 |
0 |
74 |
2 |
5 |
8 |
336 |
| Endogenous growth and Stock Market Development |
2 |
2 |
3 |
356 |
4 |
5 |
11 |
935 |
| Energy Consumption in the GCC Countries: Evidence on Persistence |
0 |
0 |
0 |
10 |
2 |
2 |
3 |
60 |
| Environmental Regulation and Competitiveness: Evidence from Romania |
0 |
0 |
0 |
55 |
0 |
0 |
1 |
263 |
| Environmental Regulation and Competitiveness: Evidence from Romania |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
216 |
| Environmental Regulation and Competitiveness: Evidence from Romania |
0 |
0 |
0 |
66 |
0 |
0 |
1 |
240 |
| Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
61 |
| Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
68 |
| Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
96 |
| Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification |
0 |
0 |
0 |
24 |
0 |
1 |
1 |
45 |
| Europe Agreements and Trade Balance: Evidence form Four New EU Members |
0 |
0 |
0 |
51 |
1 |
1 |
1 |
171 |
| Europe Agreements and Trade Balance: Evidence from Four New EU Members |
0 |
0 |
0 |
31 |
1 |
1 |
1 |
123 |
| European SMEs and Resource Efficiency Measures: Firm Characteristics and Contextual Factors |
0 |
0 |
1 |
12 |
1 |
1 |
3 |
8 |
| Evaluating Greek Equity Funds Using Data Envelopment Analysis |
0 |
0 |
1 |
71 |
0 |
2 |
4 |
275 |
| Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis |
0 |
0 |
1 |
29 |
0 |
1 |
2 |
46 |
| Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB |
0 |
0 |
1 |
18 |
1 |
1 |
4 |
115 |
| Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
130 |
| Exchange Rate Parities and Taylor Rule Deviations |
0 |
0 |
1 |
19 |
0 |
0 |
2 |
22 |
| Exchange Rate Uncertainty and International Portfolio Flows |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
66 |
| Exchange Rate Uncertainty and International Portfolio Flows |
0 |
0 |
0 |
46 |
0 |
1 |
1 |
87 |
| Exchange Rates and Macro News in Emerging Markets |
0 |
0 |
0 |
43 |
0 |
1 |
1 |
119 |
| Exchange Rates and Macro News in Emerging Markets |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
57 |
| Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB |
0 |
0 |
0 |
22 |
1 |
1 |
2 |
68 |
| Expectations and Speculation in the Natural Gas Markets |
0 |
4 |
5 |
5 |
0 |
1 |
11 |
11 |
| Exponential Time Trends in a Fractional Integration Model |
0 |
0 |
2 |
13 |
0 |
0 |
4 |
9 |
| FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS |
0 |
0 |
0 |
128 |
0 |
0 |
1 |
303 |
| FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS |
0 |
0 |
0 |
340 |
0 |
0 |
1 |
806 |
| FRACTIONAL INTEGRATION AND IMPULSE RESPONSES: A BIVARIATE APPLICATION TO REAL OUTPUT IN THE US AND THE SCANDINAVIAN COUNTRIES |
0 |
0 |
0 |
73 |
0 |
0 |
1 |
274 |
| Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model |
0 |
0 |
1 |
98 |
0 |
0 |
1 |
328 |
| Financial Development and Economic Growth: Evidence from Ten New EU Members |
0 |
1 |
8 |
346 |
6 |
22 |
40 |
1,000 |
| Financial Development and Economic Growth: Evidence from Ten New EU Members |
0 |
1 |
1 |
116 |
0 |
1 |
1 |
161 |
| Financial Integration and Economic Growth in Europe |
1 |
2 |
7 |
28 |
1 |
3 |
8 |
27 |
| Financial Integration and European Tourism Stocks |
0 |
0 |
0 |
22 |
0 |
2 |
4 |
13 |
| Financial integration in the GCC region: market size versus national effects |
0 |
0 |
0 |
10 |
1 |
1 |
1 |
33 |
| Fiscal Adjustment and Business Cycle Synchronization |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
80 |
| Fiscal Adjustments and Business Cycle Synchronization |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
71 |
| Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America |
0 |
0 |
1 |
98 |
0 |
0 |
2 |
285 |
| Fiscal Spillovers in the Euro Area |
0 |
0 |
0 |
188 |
0 |
0 |
1 |
445 |
| Fiscal Spillovers in the Euro Area |
0 |
0 |
0 |
27 |
0 |
0 |
2 |
121 |
| Fiscal Spillovers in the Euro Area |
0 |
0 |
0 |
39 |
0 |
0 |
2 |
55 |
| Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts |
0 |
0 |
0 |
18 |
1 |
1 |
4 |
29 |
| Foreign direct investment in the Asian economies |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
82 |
| Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings |
0 |
0 |
0 |
8 |
1 |
1 |
1 |
12 |
| Fractional Cointegration in US Term Spreads |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
101 |
| Fractional Integration and Cointegration in US Financial Time Series Data |
0 |
0 |
0 |
28 |
0 |
0 |
3 |
111 |
| Fractional Integration and Cointegration in US Financial Time Series Data |
0 |
0 |
0 |
56 |
0 |
0 |
1 |
191 |
| Fractional Integration and Cointegration in US Financial Time Series Data |
0 |
0 |
0 |
107 |
0 |
0 |
1 |
165 |
| Fractional cointegration and real exchange rates |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
113 |
| Fractional cointegration and tests of present value models |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
129 |
| Fractional integration and data frequency |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
53 |
| Functional Oil Price Expectations Shocks and Inflation |
0 |
1 |
11 |
11 |
0 |
5 |
13 |
13 |
| Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects |
0 |
0 |
1 |
33 |
0 |
0 |
3 |
25 |
| Geopolitical Risk and Cross-Border Portfolio Flows: Effects and Channels |
0 |
2 |
9 |
9 |
2 |
4 |
9 |
9 |
| Global Food Prices and Inflation |
1 |
1 |
14 |
14 |
2 |
2 |
17 |
17 |
| Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
49 |
| Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
41 |
| Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis |
0 |
0 |
0 |
83 |
0 |
0 |
1 |
280 |
| Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis |
0 |
0 |
0 |
89 |
0 |
0 |
0 |
315 |
| Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects |
0 |
0 |
1 |
16 |
2 |
2 |
3 |
33 |
| Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
4 |
| High and low prices and the range in the European stock markets: a long-memory approach |
0 |
0 |
0 |
21 |
0 |
1 |
2 |
46 |
| How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China |
0 |
0 |
0 |
30 |
2 |
2 |
4 |
201 |
| How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China |
1 |
1 |
2 |
45 |
1 |
3 |
4 |
90 |
| INTERNATIONAL FINANCIAL INTEGRATION AND REAL EXCHANGE RATE LONG-RUN DYNAMICS IN EMERGING COUNTRIES |
0 |
0 |
0 |
49 |
1 |
1 |
2 |
167 |
| Identification of Segments of European Banks with a Latent Class Frontier Model |
0 |
0 |
0 |
33 |
0 |
1 |
1 |
157 |
| Income and Happiness across Europe: Do Reference Values Matter? |
0 |
0 |
0 |
289 |
2 |
2 |
2 |
988 |
| Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War |
0 |
0 |
1 |
39 |
1 |
2 |
7 |
36 |
| Inflation and Inflation Uncertainty in the Euro Area |
0 |
0 |
1 |
89 |
0 |
0 |
1 |
280 |
| Inflation and Inflation Uncertainty in the Euro Area |
0 |
0 |
0 |
63 |
1 |
1 |
1 |
211 |
| Inflation and Inflation Uncertainty in the Euro Area |
0 |
0 |
0 |
37 |
1 |
3 |
11 |
68 |
| Inflation and inflation uncertainty in the euro area |
0 |
0 |
0 |
108 |
2 |
3 |
3 |
268 |
| Inflation in the G7 Countries: Persistence and Structural Breaks |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
68 |
| Interest rate dynamics in Kenya |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
29 |
| International Capital Markets Structure, Preferences and Puzzles: The US-China Case |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
212 |
| International Capital Markets Structure, Preferences and Puzzles: The US-China Case |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
73 |
| International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
210 |
| International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence |
0 |
0 |
0 |
39 |
0 |
1 |
3 |
125 |
| International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence |
0 |
0 |
1 |
49 |
0 |
1 |
2 |
208 |
| International Portfolio Flows and Exchange Rate Volatility for Emerging Markets |
0 |
0 |
0 |
45 |
1 |
1 |
3 |
85 |
| International Portfolio Flows and Exchange Rate Volatility for Emerging Markets |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
110 |
| Intraday Anomalies and Market Efficiency: A Trading Robot Analysis |
0 |
0 |
0 |
21 |
1 |
1 |
1 |
94 |
| Intraday Anomalies and Market Efficiency: A Trading Robot Analysis |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
182 |
| Investors' Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange |
0 |
0 |
4 |
26 |
1 |
1 |
8 |
80 |
| Is Market Fear Persistent? A Long-Memory Analysis |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
50 |
| Is Market Fear Persistent? A Long-Memory Analysis |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
51 |
| Islamic Banking, Credit and Economic Growth: Some Empirical Evidence |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
183 |
| Islamic Banking, Credit and Economic Growth: Some Empirical Evidence |
0 |
0 |
1 |
60 |
0 |
1 |
4 |
104 |
| LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 |
0 |
0 |
0 |
19 |
1 |
1 |
2 |
126 |
| LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994 |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
160 |
| LONG MEMORY AT THE LONG-RUN AND THE SEASONAL MONTHLY FREQUENCIES IN THE US MONEY STOCK |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
141 |
| LONG RUN AND CYCLICAL DYNAMICS IN THE US STOCK MARKET |
0 |
0 |
0 |
71 |
0 |
0 |
1 |
190 |
| Linkages between the US and European Stock Markets: A Fractional Cointegration Approach |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
84 |
| Linkages between the US and European Stock Markets: A Fractional Cointegration Approach |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
64 |
| Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach |
0 |
0 |
1 |
118 |
1 |
1 |
3 |
322 |
| Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
214 |
| Loan Loss Provision: Some Empirical Evidence for Italian Banks |
0 |
0 |
1 |
53 |
1 |
3 |
7 |
212 |
| Loan Loss Provision: Some Empirical Evidence for Italian Banks |
0 |
0 |
0 |
63 |
0 |
1 |
2 |
229 |
| Local Banking and Local Economic Growth in Italy: Some Panel Evidence |
0 |
0 |
0 |
109 |
0 |
1 |
3 |
228 |
| Long Memory and Data Frequency in Financial Markets |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
70 |
| Long Memory and Data Frequency in Financial Markets |
0 |
0 |
0 |
45 |
0 |
0 |
2 |
75 |
| Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
69 |
| Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
124 |
| Long Memory and Fractional Integration in High Frequency Financial Time Series |
0 |
0 |
0 |
87 |
0 |
1 |
4 |
198 |
| Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
55 |
| Long Memory and Volatility Dynamics in the US Dollar Exchange Rate |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
49 |
| Long Memory and Volatility Dynamics in the US Dollar Exchange Rate |
0 |
0 |
0 |
70 |
1 |
2 |
2 |
143 |
| Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994 |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
120 |
| Long Memory in German Energy Price Indices |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
129 |
| Long Memory in German Energy Price Indices |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
67 |
| Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis |
0 |
0 |
2 |
78 |
1 |
2 |
5 |
107 |
| Long Memory in US Real Output per Capita |
0 |
0 |
0 |
29 |
0 |
1 |
1 |
173 |
| Long Memory in US Real Output per Capita |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
270 |
| Long Memory in the Ukrainian Stock Market |
0 |
0 |
0 |
51 |
0 |
0 |
1 |
103 |
| Long Run and Cyclical Dynamics in the US Stock Market |
0 |
0 |
1 |
44 |
0 |
1 |
3 |
216 |
| Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
31 |
| Long memory in the ukrainian stock market and financial crises |
0 |
0 |
1 |
22 |
0 |
0 |
2 |
65 |
| Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
22 |
| Long-Run Trends and Cycles in US House Prices |
0 |
0 |
2 |
3 |
0 |
0 |
5 |
7 |
| Long-Term Price Overreactions: Are Markets Inefficient? |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
101 |
| Long-run and Cyclical Dynamics in the US Stock Market |
0 |
0 |
0 |
73 |
2 |
3 |
4 |
330 |
| Long-run and Cyclical Dynamics in the US Stock Market |
0 |
0 |
0 |
38 |
1 |
2 |
2 |
310 |
| MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
241 |
| MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH |
0 |
0 |
0 |
59 |
0 |
0 |
0 |
176 |
| MODELLING STOCHASTIC VOLATILITY IN ASSET RETURNS USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES |
0 |
0 |
1 |
79 |
0 |
0 |
1 |
218 |
| MODELLING STRUCTURAL BREAKS IN THE US, UK AND JAPANESE UNEMPLOYMENT RATES |
0 |
0 |
0 |
79 |
0 |
0 |
1 |
307 |
| Macro News and Bond Yield Spreads in the Euro Area |
1 |
1 |
2 |
24 |
1 |
3 |
6 |
98 |
| Macro News and Bond Yield Spreads in the Euro Area |
0 |
0 |
0 |
41 |
1 |
1 |
2 |
90 |
| Macro News and Commodity Returns |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
68 |
| Macro News and Commodity Returns |
0 |
0 |
0 |
25 |
0 |
1 |
1 |
70 |
| Macro News and Exchange Rates in the BRICS |
0 |
0 |
0 |
15 |
1 |
1 |
2 |
69 |
| Macro News and Exchange Rates in the BRICS |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
96 |
| Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
79 |
| Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
67 |
| Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility |
0 |
0 |
0 |
36 |
0 |
1 |
2 |
87 |
| Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better? |
0 |
1 |
1 |
33 |
0 |
2 |
2 |
78 |
| Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better? |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
76 |
| Measuring Persistence of the World Population: A Fractional Integration Approach |
0 |
0 |
1 |
28 |
0 |
0 |
1 |
14 |
| Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach |
0 |
0 |
0 |
12 |
0 |
1 |
2 |
27 |
| Modelling Long Run Trends and Cycles in Financial Time Series Data |
0 |
0 |
0 |
27 |
1 |
1 |
3 |
127 |
| Modelling Long-Run Trends and Cycles in Financial Time Series Data |
0 |
0 |
1 |
207 |
0 |
0 |
3 |
743 |
| Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields |
0 |
0 |
1 |
13 |
0 |
0 |
2 |
19 |
| Modelling Profitability of Private Equity: A Fractional Integration Approach |
0 |
0 |
1 |
16 |
0 |
0 |
3 |
23 |
| Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates |
0 |
0 |
0 |
104 |
0 |
0 |
0 |
372 |
| Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models |
0 |
0 |
0 |
103 |
0 |
0 |
4 |
284 |
| Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks |
0 |
0 |
0 |
36 |
0 |
1 |
3 |
108 |
| Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns |
0 |
0 |
0 |
84 |
2 |
8 |
19 |
356 |
| Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule? |
0 |
0 |
0 |
117 |
0 |
1 |
4 |
266 |
| Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule? |
0 |
0 |
2 |
28 |
0 |
0 |
7 |
194 |
| Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity |
0 |
0 |
1 |
485 |
0 |
0 |
1 |
1,563 |
| Monetary Policy and the Exchange Rate During the Asian Crisis: Identification Through Heteroscedasticity |
0 |
0 |
0 |
121 |
0 |
0 |
0 |
386 |
| Multi-Factor Gegenbauer Processes and European Inflation Rates |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
124 |
| Multi-Factor Gegenbauer Processes and European Inflation Rates |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
123 |
| NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS |
0 |
0 |
0 |
118 |
1 |
1 |
1 |
337 |
| NELSON AND PLOSSER REVISITED: EVIDENCE FROM FRACTIONAL ARIMA MODELS |
0 |
0 |
0 |
220 |
2 |
2 |
2 |
664 |
| NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE |
0 |
0 |
0 |
82 |
0 |
1 |
4 |
263 |
| NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE |
0 |
0 |
0 |
113 |
0 |
0 |
0 |
269 |
| NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE |
0 |
0 |
0 |
59 |
0 |
0 |
0 |
287 |
| Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
17 |
| Non-Linearities and Fractional Integration in the US Unemployment Rate |
0 |
0 |
0 |
4 |
1 |
1 |
2 |
28 |
| Non-Linearities and Persistence in US Long-Run Interest Rates |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
23 |
| Non-Linearities, Cyber Attacks and Cryptocurrencies |
0 |
0 |
0 |
38 |
1 |
1 |
3 |
95 |
| Non-linearities and fractional integration in the US unemployment rate |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
166 |
| Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations |
0 |
0 |
0 |
22 |
1 |
1 |
1 |
40 |
| Nonlinearities and fractional integration in the US unemployment rate |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
143 |
| Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations |
0 |
0 |
2 |
28 |
0 |
3 |
5 |
21 |
| ON THE TRADE BALANCE EFFECTS OF FREE TRADE AGREEMENTS BETWEEN THE EU-15 AND THE CEEC-4 COUNTRIES |
0 |
0 |
0 |
89 |
0 |
0 |
0 |
255 |
| Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
129 |
| Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
108 |
| Oil Prices, Exchange Rates and Sectoral Stock Returns in the BRICS-T Countries: A Time-Varying Approach |
0 |
0 |
0 |
7 |
0 |
2 |
3 |
18 |
| On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries |
0 |
0 |
1 |
142 |
1 |
1 |
2 |
434 |
| On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries |
0 |
0 |
0 |
209 |
0 |
0 |
1 |
952 |
| On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
48 |
| On the Frequency of Price Overreactions |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
36 |
| On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 |
0 |
0 |
1 |
30 |
0 |
0 |
2 |
124 |
| On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 |
0 |
0 |
0 |
33 |
0 |
0 |
5 |
176 |
| On the Persistence of UK Inflation: A Long-Range Dependence Approach |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
66 |
| On the Persistence of UK Inflation: A Long-Range Dependence Approach |
0 |
0 |
1 |
72 |
1 |
1 |
3 |
123 |
| On the Trade Balance Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
30 |
| On the Trade Balance Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
24 |
| On the preferences of CoCo bond buyers and sellers |
0 |
0 |
0 |
26 |
0 |
0 |
3 |
139 |
| PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW |
0 |
0 |
0 |
80 |
0 |
0 |
2 |
265 |
| PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW |
0 |
0 |
0 |
152 |
0 |
0 |
0 |
285 |
| POLLUTION ABATEMENT AND CONTROL EXPENDITURE IN ROMANIA: A MULTILEVEL ANALYSIS |
0 |
0 |
0 |
37 |
0 |
2 |
3 |
164 |
| Panel Data Tests of PPP. A Critical Overview |
0 |
0 |
0 |
356 |
0 |
0 |
0 |
1,089 |
| Parameter Instability and Forecasting Performance. A Monte Carlo Study |
0 |
0 |
0 |
65 |
1 |
1 |
1 |
302 |
| Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals |
0 |
0 |
0 |
15 |
3 |
3 |
3 |
35 |
| Persistence and Cycles in US Hours Worked |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
68 |
| Persistence and Cycles in US Hours Worked |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
67 |
| Persistence and Cycles in the US Federal Funds Rate |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
83 |
| Persistence and Cycles in the US Federal Funds Rate |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
57 |
| Persistence and Cyclical Dependence in the Monthly Euribor Rate |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
101 |
| Persistence and Cyclical Dependence in the Monthly Euribor Rate |
0 |
0 |
0 |
18 |
0 |
1 |
1 |
131 |
| Persistence and Long Memory in Monetary Policy Spreads |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
32 |
| Persistence and Seasonality in the US Industrial Production Index |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
2 |
| Persistence in ESG and Conventional Stock Market Indices |
0 |
0 |
0 |
18 |
0 |
0 |
5 |
35 |
| Persistence in High Frequency Financial Data |
0 |
0 |
1 |
13 |
0 |
1 |
2 |
18 |
| Persistence in Tax Revenues: Evidence from Some OECD Countries |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
16 |
| Persistence in UK Historical Data on Life Expectancy |
0 |
0 |
1 |
28 |
1 |
1 |
2 |
18 |
| Persistence in Youth Unemployment |
0 |
0 |
0 |
83 |
0 |
0 |
1 |
163 |
| Persistence in Youth Unemployment |
0 |
1 |
1 |
38 |
1 |
2 |
2 |
120 |
| Persistence in the Cryptocurrency Market |
0 |
0 |
1 |
52 |
0 |
0 |
6 |
239 |
| Persistence in the Cryptocurrency Market |
0 |
0 |
0 |
42 |
1 |
1 |
3 |
167 |
| Persistence in the Market Risk Premium: Evidence across Countries |
0 |
0 |
0 |
26 |
1 |
1 |
2 |
51 |
| Persistence in the Passion Investment Market |
0 |
0 |
2 |
4 |
0 |
0 |
2 |
11 |
| Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
17 |
| Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market |
0 |
0 |
1 |
29 |
1 |
1 |
3 |
53 |
| Persistence in the Russian Stock Market Volatility Indices |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
55 |
| Persistence of the Sovereign Debt Components and Debt Sustainability: Some Evidence for the US and Europe |
0 |
0 |
3 |
3 |
0 |
2 |
10 |
10 |
| Persistence, non-linearities and structural breaks in European stock market indices |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
43 |
| Polar Amplification: A Fractional Integration Analysis |
0 |
0 |
5 |
5 |
1 |
4 |
13 |
13 |
| Political Tension and Stock Markets in the Arabian Peninsula |
0 |
0 |
2 |
15 |
0 |
0 |
1 |
47 |
| Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
186 |
| Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System |
0 |
0 |
1 |
26 |
0 |
0 |
1 |
165 |
| Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System |
0 |
0 |
0 |
20 |
1 |
2 |
2 |
158 |
| Price Formation on the EuroMTS Platform |
0 |
0 |
1 |
17 |
0 |
1 |
2 |
127 |
| Price Formation on the EuroMTS Platform |
0 |
0 |
0 |
24 |
2 |
3 |
3 |
123 |
| Price Overreactions in the Cryptocurrency Market |
0 |
1 |
4 |
70 |
1 |
6 |
15 |
357 |
| Price Overreactions in the Cryptocurrency Market |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
146 |
| Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence |
1 |
1 |
1 |
30 |
1 |
1 |
1 |
59 |
| Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
108 |
| Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market |
0 |
0 |
0 |
67 |
0 |
0 |
0 |
301 |
| Rating Assignments: Lessons from International Banks |
0 |
0 |
0 |
72 |
0 |
0 |
0 |
229 |
| Rating Assignments: Lessons from International Banks |
0 |
0 |
0 |
54 |
1 |
1 |
1 |
402 |
| Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
95 |
| Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal |
0 |
0 |
0 |
26 |
1 |
1 |
2 |
128 |
| Remittances in Latin America: Trends and Persistence |
1 |
12 |
12 |
12 |
3 |
18 |
18 |
18 |
| Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence |
0 |
0 |
1 |
633 |
3 |
3 |
14 |
2,774 |
| Selectivity, Market Timing and the Morningstar Star-Rating System |
0 |
0 |
0 |
68 |
0 |
0 |
0 |
315 |
| Selectivity, Market Timing and the Morningstar Star-Rating System |
0 |
0 |
0 |
51 |
1 |
1 |
3 |
308 |
| Seven Pitfalls of Technical Analysis |
1 |
1 |
4 |
47 |
1 |
2 |
6 |
39 |
| Shadow Rates as a Measure of the Monetary Policy Stance: Some International Evidence |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
22 |
| Shipping Cost Uncertainty, Endogenous Regime Switching and the Global Drivers of Inflation |
0 |
0 |
0 |
6 |
1 |
1 |
6 |
12 |
| Short-Term Price Overreaction: Identification, Testing, Exploitation |
0 |
0 |
0 |
25 |
2 |
2 |
2 |
103 |
| Short-Term Price Overreactions: Identification, Testing, Exploitation |
0 |
0 |
0 |
18 |
0 |
1 |
2 |
68 |
| Small and Medium Sized European Firms and Energy Efficiency Measures: A Probit Analysis |
0 |
0 |
1 |
62 |
1 |
1 |
4 |
17 |
| Sources of Real Exchange Rate Volatility and International Financial Integration: A Dynamic GMM Panel Approach |
0 |
0 |
0 |
82 |
0 |
0 |
2 |
362 |
| Spillovers between Food and Energy Prices and Structural Breaks |
0 |
0 |
0 |
14 |
1 |
2 |
5 |
62 |
| Spillovers between Food and Energy Prices and Structural Breaks |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
63 |
| Spillovers between food and energy prices and structural breaks |
0 |
0 |
0 |
31 |
0 |
1 |
2 |
87 |
| Stock Market Integration between three CEECs, Russia and the UK |
0 |
0 |
0 |
69 |
0 |
0 |
0 |
266 |
| Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests |
0 |
0 |
0 |
8 |
1 |
1 |
3 |
37 |
| Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests |
0 |
0 |
0 |
19 |
1 |
1 |
2 |
230 |
| Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach |
0 |
0 |
1 |
65 |
0 |
0 |
3 |
178 |
| Style consistency and mutual fund returns: the case of Russia |
0 |
0 |
1 |
23 |
1 |
1 |
4 |
55 |
| TESTING FOR CONTAGION: A CONDITIONAL CORRELATION ANALYSIS |
0 |
0 |
0 |
706 |
1 |
2 |
5 |
1,991 |
| TESTING FOR DETERMINISTIC AND STOCHASTIC CYCLES IN MACROECONOMIC TIME SERIES |
0 |
0 |
0 |
131 |
0 |
0 |
0 |
216 |
| TESTING FOR FINANCIAL CONTAGION BETWEEN DEVELOPED AND EMERGING MARKETS DURING THE 1997 EAST ASIAN CRISIS |
0 |
0 |
0 |
207 |
1 |
1 |
1 |
453 |
| TESTING FOR UNIT AND FRACTIONAL ORDERS OF INTEGRATION IN THE TREND AND SEASONAL COMPONENTS OF US MONETARY AGGREGATES |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
118 |
| TESTING OF NONSTATIONARITIES IN THE UNIT CIRCLE,LONG MEMORY PROCESSES AND DAY OF THE WEEK EFFECTS IN FINANCIAL DATA |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
145 |
| TESTING OF NONSTATIONARITIES IN THE UNIT CIRCLE,LONG MEMORY PROCESSES AND DAY OF THE WEEK EFFECTS IN FINANCIAL DATA |
0 |
0 |
0 |
144 |
0 |
0 |
0 |
648 |
| THE ASYMMETRIC EFFECTS OF A COMMON MONETARY POLICY IN EUROPE |
0 |
1 |
1 |
186 |
0 |
2 |
3 |
476 |
| THE BDS TEST AS A TEST FOR THE ADEQUACY OF A GARCH(1,1) SPECIFICATION: A MONTE CARLO STUDY |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
226 |
| THE BDS TEST AS A TEST FOR THE ADEQUACY OF A GARCH(1,1) SPECIFICATION: A MONTE CARLO STUDY |
0 |
0 |
0 |
113 |
0 |
0 |
0 |
323 |
| THE EURO AND INFLATION UNCERTAINTY IN THE EUROPEAN MONETARY UNION |
0 |
0 |
0 |
92 |
0 |
0 |
1 |
312 |
| THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE |
0 |
0 |
0 |
141 |
0 |
0 |
0 |
351 |
| THE STOCHASTIC UNIT ROOT MODEL AND FRACTIONAL INTEGRATION: AN EXTENSION TO THE SEASONAL CASE |
0 |
0 |
0 |
94 |
0 |
0 |
0 |
303 |
| TRADE INTENSITY AND OUTPUT SYNCHRONISATION: ON THE ENDOGENEITY PROPERTIES OF EMU |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
54 |
| TRADE SPECIALISATION AND ECONOMIC CONVERGENCE: EVIDENCE FROM TWO EASTERN EUROPEAN COUNTRIES |
0 |
0 |
0 |
33 |
0 |
0 |
3 |
177 |
| Testing Stock Market Convergence: A Non-linear Factor Approach |
0 |
0 |
1 |
8 |
0 |
0 |
1 |
63 |
| Testing Unemployment Theories: A Multivariate Long Memory Approach |
0 |
0 |
0 |
50 |
0 |
1 |
1 |
89 |
| Testing Unemployment Theories: A Multivariate Long Memory Approach |
1 |
1 |
1 |
32 |
1 |
1 |
1 |
84 |
| Testing for Convergence in Stock Markets: A Non-Linear Factor Approach |
0 |
0 |
0 |
71 |
0 |
0 |
4 |
274 |
| Testing for Convergence in Stock Markets: A Non-linear Factor Approach |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
86 |
| Testing for Financial Contagion between Developed and Emerging Markets during the 1997 East Asian Crisis |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
100 |
| Testing for Persistence in German Green and Brown Stock Market Indices |
0 |
0 |
5 |
5 |
1 |
1 |
5 |
5 |
| Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations |
0 |
0 |
1 |
34 |
0 |
0 |
3 |
24 |
| Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
34 |
| Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
25 |
| Testing the Marshall-Lerner Condition in Kenya |
0 |
1 |
2 |
107 |
0 |
1 |
4 |
344 |
| Testing the Marshall-Lerner condition in Kenya |
0 |
0 |
0 |
9 |
0 |
1 |
2 |
62 |
| The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies |
0 |
0 |
1 |
23 |
0 |
0 |
4 |
22 |
| The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study |
0 |
0 |
0 |
351 |
1 |
1 |
1 |
1,556 |
| The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia |
1 |
1 |
1 |
54 |
2 |
2 |
2 |
185 |
| The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
108 |
| The Banking System in Bulgaria |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
32 |
| The Covid-19 Pandemic and European Trade Flows: Evidence from a Dynamic Panel Model |
0 |
0 |
0 |
19 |
2 |
2 |
5 |
26 |
| The Covid-19 Pandemic and European Trade Patterns: A Sectoral Analysis |
0 |
0 |
1 |
12 |
0 |
0 |
2 |
9 |
| The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields |
1 |
1 |
1 |
21 |
1 |
1 |
1 |
45 |
| The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20 |
0 |
0 |
1 |
23 |
0 |
0 |
2 |
40 |
| The Day of the Week Effect in the Crypto Currency Market |
0 |
1 |
4 |
168 |
0 |
2 |
8 |
927 |
| The Day of the Week Effect in the Crypto Currency Market |
0 |
0 |
0 |
40 |
0 |
2 |
6 |
131 |
| The Direct and Indirect Effects of Financial Development on International Trade: Evidence from the CEEC-6 |
0 |
0 |
0 |
21 |
1 |
2 |
5 |
62 |
| The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks |
0 |
0 |
1 |
15 |
0 |
1 |
4 |
150 |
| The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks |
0 |
0 |
1 |
35 |
0 |
1 |
3 |
93 |
| The Effects of Physical and Transition Climate Risk on Stock Markets: Some Multi-Country Evidence |
0 |
0 |
5 |
5 |
1 |
4 |
10 |
10 |
| The Effects of the Covid-19 Pandemic on Stock Markets, CDS and Economic Activity: Time-Varying Evidence from the US and Europe |
0 |
1 |
1 |
20 |
1 |
2 |
3 |
34 |
| The Euro Changeover and Price Adjustments in Italy |
0 |
0 |
0 |
17 |
0 |
1 |
3 |
93 |
| The Euro Changeover and Price Adjustments in Italy |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
92 |
| The Euro and Inflation Uncertainty in the European Monetary Union |
0 |
0 |
0 |
133 |
0 |
0 |
0 |
436 |
| The Euro and Inflation Uncertainty in the European Monetary Union |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
130 |
| The Frequency of One-Day Abnormal Returns and Price Fluctuations in the FOREX |
0 |
0 |
0 |
20 |
0 |
1 |
2 |
48 |
| The Impact of Business and Political News on the GCC Stock Markets |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
95 |
| The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic |
0 |
0 |
0 |
18 |
0 |
3 |
6 |
51 |
| The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets |
0 |
0 |
3 |
25 |
1 |
1 |
4 |
30 |
| The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model |
0 |
0 |
0 |
37 |
1 |
1 |
4 |
95 |
| The Performance of Banks in the MENA Region During the Global Financial Crisis |
0 |
0 |
0 |
7 |
1 |
1 |
1 |
58 |
| The Performance of Banks in the MENA Region during the Global Financial Crisis |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
131 |
| The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis |
0 |
0 |
0 |
17 |
2 |
2 |
2 |
100 |
| The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis |
0 |
0 |
0 |
29 |
0 |
2 |
3 |
173 |
| The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
82 |
| The Relationship between Prices and Output in the UK and the US |
0 |
0 |
0 |
18 |
1 |
1 |
1 |
40 |
| The Short-Run and Long-Run Effects of Trade Openness on Financial Development: Some Panel Evidence for Europe |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
27 |
| The Weekend Effect: A Trading Robot and Fractional Integration Analysis |
0 |
0 |
1 |
32 |
0 |
0 |
1 |
149 |
| The Weekend Effect: A Trading Robot and Fractional Integration Analysis |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
87 |
| The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market? |
0 |
1 |
2 |
21 |
0 |
1 |
2 |
106 |
| The Weekly Structure of US Stock Prices |
0 |
0 |
0 |
7 |
1 |
1 |
1 |
54 |
| The Weekly Structure of US Stock Prices |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
52 |
| Time-Varying Parameters in Monetary Policy Rules: A GMM Approach |
0 |
0 |
1 |
32 |
0 |
0 |
7 |
23 |
| Time-Varying Spot and Futures Oil Price Dynamics |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
202 |
| Time-Varying Spot and Futures Oil Price Dynamics |
0 |
0 |
0 |
67 |
1 |
2 |
2 |
226 |
| Time-varying spot and futures oil price dynamics |
0 |
0 |
0 |
64 |
0 |
1 |
2 |
156 |
| Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19 |
0 |
0 |
0 |
20 |
1 |
1 |
1 |
15 |
| Trade Flows and Trade Specialisation: The Case of China |
0 |
0 |
0 |
32 |
2 |
2 |
2 |
165 |
| Trade Flows and Trade Specialisation: The Case of China |
0 |
0 |
0 |
58 |
1 |
2 |
2 |
179 |
| Trade Flows, Private Credit and the Covid-19-Pandemic: Panel Evidence from 35 OECD Countries |
0 |
0 |
0 |
21 |
1 |
3 |
4 |
23 |
| Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
89 |
| Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
69 |
| Trade Specialisation and Economic Convergence: Evidence from Two Eastern European Countries |
0 |
0 |
0 |
146 |
0 |
0 |
3 |
396 |
| Trade Specialisation and Economic Convergence: Evidence from two Eastern European Countries |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
138 |
| Trade flows and trade specialisation: the case of China |
0 |
0 |
0 |
37 |
0 |
3 |
3 |
66 |
| Trends and Cycles in Macro Series: The Case of US Real GDP |
0 |
0 |
0 |
62 |
0 |
0 |
1 |
83 |
| Trends and Cycles in Macro Series: The Case of US Real GDP |
0 |
0 |
0 |
41 |
1 |
1 |
1 |
53 |
| Trends and Persistence in the Greenland Ice Sheet Mass |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
4 |
| Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis |
0 |
5 |
5 |
5 |
3 |
4 |
5 |
5 |
| US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis |
0 |
0 |
1 |
53 |
0 |
0 |
6 |
395 |
| US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis |
0 |
1 |
1 |
49 |
0 |
2 |
2 |
235 |
| US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
48 |
| US House Prices by Census Division: Persistence, Trends and Structural Breaks |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
24 |
| US Municipal Green Bonds and Financial Integration |
0 |
0 |
1 |
53 |
1 |
2 |
6 |
17 |
| US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach |
0 |
0 |
0 |
101 |
0 |
0 |
1 |
23 |
| US Sea Level Data: Time Trends and Persistence |
0 |
0 |
0 |
17 |
1 |
1 |
1 |
35 |
| Unemployment Persistence in Europe: Evidence from the 27 EU Countries |
0 |
0 |
1 |
30 |
1 |
2 |
5 |
35 |
| Unemployment and input prices: A fractional cointegration approach |
0 |
0 |
0 |
24 |
1 |
1 |
1 |
135 |
| Using Chebyshev Polynomials to Approximate Partial Differential Equations |
0 |
0 |
1 |
214 |
0 |
0 |
5 |
872 |
| VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION |
0 |
0 |
0 |
213 |
0 |
2 |
2 |
706 |
| VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION |
0 |
0 |
0 |
159 |
0 |
2 |
3 |
409 |
| Volatility Spillovers and Contagion from Mature to Emerging Stock Markets |
0 |
0 |
0 |
100 |
0 |
0 |
1 |
495 |
| Volatility Spillovers and Contagion from Mature to Emerging Stock Markets |
0 |
0 |
1 |
146 |
0 |
0 |
2 |
352 |
| Volatility Spillovers and Contagion from Mature to Emerging Stock Markets |
0 |
0 |
1 |
105 |
0 |
0 |
3 |
316 |
| Volatility forecasts for the RTS stock index: option-implied volatility versus alternative methods |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
68 |
| Volatility spillovers and contagion from mature and emerging stock markets |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
34 |
| Volatility spillovers and contagion from mature to emerging stock markets |
0 |
0 |
0 |
124 |
0 |
0 |
5 |
609 |
| Witching Days and Abnormal Profits in the US Stock Market |
0 |
0 |
1 |
18 |
0 |
0 |
2 |
16 |
| Youth Unemployment in Europe: Persistence and Macroeconomic Determinants |
0 |
0 |
6 |
177 |
1 |
1 |
9 |
396 |
| Total Working Papers |
16 |
60 |
271 |
21,812 |
170 |
374 |
1,068 |
72,277 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
3 |
| A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates |
0 |
0 |
0 |
71 |
1 |
1 |
2 |
269 |
| ARE THE BALTIC COUNTRIES READY TO ADOPT THE EURO? A GENERALIZED PURCHASING POWER PARITY APPROACH |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
60 |
| Aggregate insider trading and stock market volatility in the UK |
1 |
1 |
2 |
2 |
2 |
2 |
10 |
15 |
| Analysing the determinants of insolvency risk for general insurance firms in the UK |
1 |
2 |
7 |
18 |
2 |
4 |
19 |
117 |
| Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
13 |
| Are PPP tests erratically behaved? Some panel evidence |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
36 |
| Asset prices and output growth volatility: the effects of financial crises |
0 |
0 |
3 |
90 |
0 |
0 |
4 |
228 |
| Asymmetries, uncertainty and inflation: evidence from developed and emerging economies |
0 |
0 |
0 |
1 |
0 |
1 |
6 |
11 |
| BASQUE TERRORISM: POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON THE STOCK MARKET IN THE BASQUE COUNTRY |
0 |
0 |
0 |
33 |
0 |
0 |
2 |
142 |
| Bank lending procyclicality and credit quality during financial crises |
1 |
1 |
2 |
33 |
1 |
2 |
11 |
134 |
| Bitcoin fluctuations and the frequency of price overreactions |
0 |
0 |
0 |
10 |
2 |
4 |
6 |
65 |
| Black Market and Official Exchange Rates: Long‐run Equilibrium and Short‐run Dynamics |
0 |
0 |
0 |
51 |
0 |
1 |
3 |
215 |
| Bond Markets and Macroeconomic Performance |
0 |
0 |
0 |
53 |
1 |
1 |
1 |
190 |
| Brexit and Uncertainty in Financial Markets |
1 |
1 |
2 |
27 |
1 |
4 |
5 |
100 |
| Business cycles, international trade and capital flows: evidence from Latin America |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
67 |
| Calendar anomalies in the Russian stock market |
0 |
0 |
0 |
17 |
1 |
2 |
3 |
70 |
| Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
22 |
| Causality Links between Consumer and Producer Prices: Some Empirical Evidence |
0 |
4 |
7 |
20 |
0 |
4 |
7 |
23 |
| Central bank policy rates: Are they cointegrated? |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
29 |
| Central bank policy rates: Are they cointegrated? |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
36 |
| Cointegration and predictability of asset prices1 |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
118 |
| Cointegration tests of PPP: do they also exhibit erratic behaviour? |
0 |
1 |
1 |
20 |
0 |
1 |
1 |
71 |
| Common features and output fluctuations in the United Kingdom |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
60 |
| Common stochastic trends and inflation convergence in the EMS |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
69 |
| Competitive devaluations in commodity†based economies: Colombia and the Pacific Alliance Group |
0 |
0 |
0 |
3 |
1 |
2 |
3 |
14 |
| Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
62 |
| Connectedness between fossil and renewable energy stock indices: The impact of the COP policies |
1 |
1 |
2 |
3 |
3 |
3 |
6 |
11 |
| Consumption, wealth, stock and housing returns: Evidence from emerging markets |
0 |
0 |
0 |
11 |
0 |
1 |
3 |
90 |
| Coordination and price shocks: an empirical analysis |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
76 |
| Cross-border portfolio flows and news media coverage |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
19 |
| Cyber-attacks, spillovers and contagion in the cryptocurrency markets |
0 |
0 |
0 |
5 |
1 |
1 |
6 |
38 |
| Daily abnormal price changes and trading strategies in the FOREX |
0 |
0 |
4 |
13 |
0 |
1 |
9 |
61 |
| Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? |
0 |
0 |
1 |
6 |
0 |
0 |
8 |
22 |
| Domestic and external factors in interest rate determination |
0 |
0 |
0 |
40 |
0 |
0 |
2 |
181 |
| Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity |
0 |
0 |
0 |
0 |
2 |
7 |
7 |
7 |
| EU Banks Rating Assignments: Is There Heterogeneity between New and Old Member Countries? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
53 |
| Economic policy uncertainty: Persistence and cross-country linkages |
0 |
0 |
1 |
7 |
2 |
2 |
8 |
51 |
| Efficiency evaluation of Greek equity funds |
0 |
1 |
2 |
17 |
0 |
2 |
6 |
96 |
| Efficient Estimation Of Cointegrating Vectors and Testing for Causality in Vector Autoregressions |
1 |
1 |
1 |
113 |
3 |
3 |
3 |
257 |
| Endogenous Growth Models and Stock Market Development: Evidence from Four Countries |
1 |
1 |
1 |
142 |
3 |
3 |
5 |
367 |
| Environmental Regulation and Competitiveness: Evidence from Romania |
0 |
0 |
2 |
36 |
1 |
2 |
6 |
208 |
| Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis |
0 |
0 |
0 |
8 |
0 |
0 |
3 |
29 |
| Estimating Income and Price Elasticities of Trade in a Cointegration Framework |
0 |
0 |
0 |
0 |
2 |
2 |
7 |
470 |
| Estimating persistence in the volatility of asset returns with signal plus noise models |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
48 |
| Estimation of conditional asset pricing models with integrated variables in the beta specification |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
25 |
| Estimator Choice and Fisher's Paradox: A Monte Carlo Study |
0 |
0 |
1 |
49 |
0 |
0 |
2 |
256 |
| European free trade agreements and trade balance: Evidence from four new European Union members |
0 |
1 |
1 |
37 |
0 |
1 |
1 |
125 |
| Evaluating the Gains to Cooperation in the G-3 |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
54 |
| Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
61 |
| Exchange rate parities and Taylor rule deviations |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
12 |
| Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach |
0 |
0 |
6 |
56 |
0 |
0 |
10 |
185 |
| Exchange rates and macro news in emerging markets |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
21 |
| Exogeneity and measurement of persistence |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
112 |
| Exogenous shocks and time-varying price persistence in the EU27 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
| Exponential Time Trends in a Fractional Integration Model |
0 |
0 |
2 |
2 |
0 |
1 |
4 |
4 |
| FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS |
0 |
0 |
1 |
22 |
0 |
0 |
2 |
123 |
| Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
222 |
| Financial Development and Economic Growth: Evidence from 10 New European Union Members |
0 |
0 |
3 |
47 |
0 |
0 |
5 |
128 |
| Financial Integration in the GCC Region: Market Size Versus National Effects |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
21 |
| Financial contagion: evolutionary optimization of a multinational agent‐based model |
0 |
0 |
1 |
3 |
0 |
0 |
1 |
7 |
| Fiscal Consolidation: An Exercise in the Methodology of Coordination |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
36 |
| Fiscal Solvency in Europe: Budget Deficits and Government Debt under European Monetary Union |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
20 |
| Fiscal Solvency in Europe: Budget Deficits and Government Debt under European Monetary Union |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
| Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America |
0 |
0 |
0 |
53 |
0 |
0 |
2 |
215 |
| Fiscal spillovers in the Euro area |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
152 |
| Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
4 |
| Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
5 |
| Fractional Integration and the Persistence of UK Inflation, 1210–2016 |
0 |
0 |
1 |
3 |
0 |
1 |
2 |
19 |
| Fractional cointegration and real exchange rates |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
7 |
| Fractional cointegration and real exchange rates |
0 |
0 |
2 |
26 |
0 |
0 |
4 |
103 |
| Fractional cointegration and tests of present value models |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
134 |
| Fractional cointegration and tests of present value models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
| Fractional cointegration in US term spreads |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
47 |
| Fractional integration and cointegration in US financial time series data |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
45 |
| Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
49 |
| Fractional integration and mean reversion in stock prices |
0 |
0 |
0 |
87 |
0 |
2 |
2 |
209 |
| Functional shocks to inflation expectations and real interest rates and their macroeconomic effects |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Gender, style diversity, and their effect on fund performance |
0 |
0 |
0 |
23 |
0 |
0 |
6 |
130 |
| Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets |
0 |
0 |
0 |
14 |
1 |
2 |
4 |
38 |
| Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis |
0 |
0 |
3 |
52 |
1 |
2 |
12 |
180 |
| Global and regional stock market integration in Asia: A panel convergence approach |
0 |
0 |
2 |
5 |
0 |
1 |
8 |
96 |
| Gold and oil prices: abnormal returns, momentum and contrarian effects |
0 |
0 |
2 |
6 |
1 |
2 |
5 |
13 |
| HOW DO FISCAL CONSOLIDATION AND FISCAL STIMULI IMPACT ON THE SYNCHRONIZATION OF BUSINESS CYCLES? |
0 |
0 |
1 |
9 |
1 |
1 |
2 |
30 |
| Herding behaviour in extreme market conditions: the case of the Athens Stock Exchange |
0 |
0 |
3 |
137 |
0 |
6 |
28 |
539 |
| High and low prices and the range in the European stock markets: A long-memory approach |
0 |
0 |
1 |
3 |
0 |
0 |
2 |
14 |
| How has the global financial crisis affected syndicated loan terms in emerging markets? Evidence from China |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
37 |
| IGARCH models and structural breaks |
0 |
1 |
1 |
352 |
1 |
2 |
7 |
990 |
| Improving Environmental Performance: A Challenge for Romania |
0 |
0 |
0 |
9 |
1 |
1 |
1 |
46 |
| Income and happiness across Europe: Do reference values matter? |
0 |
0 |
2 |
144 |
2 |
6 |
12 |
531 |
| Infant mortality rates: time trends and fractional integration |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
38 |
| Inflation and inflation uncertainty in the euro area |
0 |
0 |
0 |
43 |
1 |
1 |
2 |
182 |
| Inflation convergence in the EMS: Some additional evidence. A reply |
0 |
0 |
0 |
2 |
2 |
2 |
2 |
43 |
| Inflation in the G7 countries: persistence and structural breaks |
0 |
1 |
1 |
5 |
0 |
3 |
7 |
27 |
| Inflation persistence in Europe: The effects of the Covid-19 pandemic and of the Russia-Ukraine war |
1 |
1 |
1 |
1 |
3 |
4 |
8 |
8 |
| Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91‐Day Treasury Bill Rate |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
27 |
| Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS |
0 |
0 |
0 |
34 |
0 |
0 |
2 |
123 |
| Interest rate linkages within the European Monetary System: an alternative interpretation |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
83 |
| Interest rate linkages: a Kalman filter approach to detecting structural change |
0 |
0 |
0 |
165 |
0 |
0 |
2 |
353 |
| Interest rate linkages: identifying structural relations |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
219 |
| International Linkages in Short- and Long-Term Interest Rates |
0 |
0 |
0 |
30 |
0 |
1 |
1 |
179 |
| International capital markets structure, preferences and puzzles: A “US–China World” |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
119 |
| International financial integration and real exchange rate long-run dynamics in emerging countries: Some panel evidence |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
83 |
| International portfolio flows and exchange rate volatility in emerging Asian markets |
0 |
0 |
1 |
8 |
3 |
4 |
9 |
75 |
| Intraday Anomalies and Market Efficiency: A Trading Robot Analysis |
0 |
0 |
0 |
5 |
1 |
2 |
3 |
62 |
| Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
23 |
| Investors' trading behaviour and stock market volatility during crisis periods: A dual long‐memory model for the Korean Stock Exchange |
0 |
0 |
1 |
2 |
0 |
0 |
2 |
14 |
| Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates |
0 |
0 |
0 |
58 |
1 |
2 |
2 |
235 |
| Is Europe an Optimum Currency Area? Business Cyc1es in the EU |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
58 |
| Is Europe an optimum currency area? |
0 |
0 |
0 |
8 |
1 |
1 |
1 |
22 |
| Is Europe an optimum currency area?∗ |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
3 |
| Is market fear persistent? A long-memory analysis |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
38 |
| Islamic banking, credit, and economic growth: Some empirical evidence |
0 |
0 |
0 |
6 |
1 |
1 |
1 |
44 |
| LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
44 |
| Learning about monetary union: An analysis of bounded rational learning in European labor markets |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
65 |
| Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
32 |
| Loan loss provisions and macroeconomic shocks: Some empirical evidence for italian banks during the crisis |
0 |
0 |
1 |
19 |
0 |
1 |
9 |
81 |
| Local banking and local economic growth in Italy: some panel evidence |
0 |
0 |
0 |
7 |
1 |
1 |
3 |
29 |
| Long Memory and Volatility Dynamics in the US Dollar Exchange Rate |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
53 |
| Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
67 |
| Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
39 |
| Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
49 |
| Long memory and structural breaks in hyperinflation countries |
0 |
0 |
0 |
15 |
1 |
2 |
3 |
101 |
| Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994 |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
85 |
| Long memory at the long-run and the seasonal monthly frequencies in the US money stock |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
56 |
| Long memory in US real output per capita |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
49 |
| Long range dependence in daily stock returns |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
195 |
| Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Long-term interest rates in Europe: A fractional cointegration analysis |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
17 |
| Long-term nominal interest rates and domestic fundamentals |
0 |
1 |
3 |
211 |
1 |
3 |
8 |
508 |
| Long-term price overreactions: are markets inefficient? |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
30 |
| Long‐Run and Cyclical Dynamics in the US Stock Market |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
37 |
| Long‐term nominal interest rates and domestic fundamentals |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
12 |
| Macro News and Commodity Returns |
0 |
0 |
1 |
8 |
0 |
0 |
2 |
31 |
| Macro news and bond yield spreads in the euro area |
0 |
1 |
1 |
8 |
0 |
1 |
2 |
29 |
| Macro news and exchange rates in the BRICS |
0 |
1 |
3 |
18 |
1 |
3 |
7 |
65 |
| Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis |
0 |
0 |
0 |
8 |
0 |
0 |
4 |
63 |
| Macro‐financial linkages in the high‐frequency domain: Economic fundamentals and the Covid‐induced uncertainty channel in US and UK financial markets |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Manufacturing Wage Differentials and Employment in Some Scandinavian Countries, the U.S. and the U.K.: An Analysis of Variance Approach |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
75 |
| Modeling persistence and non-linearities in the US treasury 10-year bond yields |
0 |
0 |
4 |
4 |
0 |
3 |
8 |
8 |
| Modelling African inflation rates: nonlinear deterministic terms and long-range dependence |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
77 |
| Modelling East Asian exchange rates: a Markov-switching approach |
0 |
0 |
0 |
89 |
1 |
1 |
1 |
231 |
| Modelling Economic Policy Responses with an Application to the G3 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
| Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
2 |
| Modelling long-run trends and cycles in financial time series data |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
71 |
| Modelling profitability of private equity: A fractional integration approach |
0 |
0 |
1 |
2 |
0 |
0 |
6 |
10 |
| Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks |
0 |
0 |
0 |
30 |
1 |
1 |
3 |
192 |
| Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
194 |
| Modelling volatility of cryptocurrencies using Markov-Switching GARCH models |
0 |
0 |
4 |
23 |
0 |
2 |
20 |
174 |
| Momentum effects in the cryptocurrency market after one-day abnormal returns |
0 |
0 |
4 |
19 |
1 |
1 |
11 |
77 |
| Monetary Policy and Financial Liberalization: The Case of United Kingdom Consumption |
0 |
0 |
1 |
97 |
0 |
1 |
5 |
232 |
| Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity |
0 |
1 |
3 |
131 |
0 |
1 |
6 |
365 |
| Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule? |
1 |
2 |
12 |
81 |
2 |
6 |
28 |
321 |
| Money, Credit and Spending: Drawing Causal Inferences |
0 |
0 |
4 |
5 |
0 |
2 |
6 |
7 |
| Multi-Factor Gegenbauer Processes and European Inflation Rates |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
34 |
| Multiple cyclical fractional structures in financial time series |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
30 |
| Multiple shifts and fractional integration in the US and UK unemployment rates |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
68 |
| Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
5 |
| Nominal exchange rate regimes and the stochastic behavior of real variables |
0 |
0 |
1 |
37 |
0 |
0 |
4 |
115 |
| Non-linearities and persistence in US long-run interest rates |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
4 |
| Non-linearities, cyber attacks and cryptocurrencies |
0 |
0 |
1 |
10 |
0 |
0 |
2 |
66 |
| Non-normality, heteroscedasticity and recursive unit root tests of PPP: solving the PPP puzzle? |
0 |
0 |
0 |
37 |
1 |
1 |
2 |
119 |
| Nonlinearities and Fractional Integration in the US Unemployment Rate* |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
144 |
| Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
5 |
| Nonlinearities in the exchange rate pass-through: The role of inflation expectations |
0 |
1 |
2 |
9 |
0 |
2 |
9 |
29 |
| Oil price uncertainty and sectoral stock returns in China: A time-varying approach |
0 |
0 |
0 |
20 |
0 |
1 |
6 |
106 |
| Oil prices and sectoral stock returns in the BRICS-T countries: A time-varying approach |
0 |
0 |
2 |
2 |
0 |
2 |
7 |
10 |
| On stock price overreactions: frequency, seasonality and information content |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
5 |
| On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries |
0 |
0 |
0 |
75 |
1 |
1 |
2 |
307 |
| On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries |
0 |
0 |
1 |
33 |
0 |
0 |
2 |
209 |
| On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010 |
0 |
0 |
15 |
77 |
0 |
1 |
35 |
240 |
| On the persistence of UK inflation: A long‐range dependence approach |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
9 |
| On the preferences of CoCo bond buyers and sellers |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
12 |
| Panel data tests of PPP: a critical overview |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
173 |
| Parameter instability and forecasting performance: a Monte Carlo study |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
41 |
| Parameter instability, superexogeneity, and the monetary model of the exchange rate |
0 |
0 |
0 |
4 |
1 |
3 |
3 |
47 |
| Persistence and cycles in US hours worked |
0 |
0 |
0 |
4 |
1 |
1 |
1 |
47 |
| Persistence and cycles in the us federal funds rate |
0 |
0 |
1 |
4 |
1 |
1 |
2 |
47 |
| Persistence and cyclical dependence in the monthly euribor rate |
0 |
0 |
0 |
9 |
1 |
1 |
3 |
69 |
| Persistence and long memory in monetary policy spreads |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| Persistence in ESG and conventional stock market indices |
0 |
0 |
1 |
6 |
1 |
3 |
8 |
28 |
| Persistence in Tax Revenues: Evidence from Some OECD Countries |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Persistence in UK Historical Data on Life Expectancy |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
| Persistence in macroeconomic time series: Is it a model invariant property? |
0 |
0 |
0 |
41 |
3 |
3 |
10 |
266 |
| Persistence in real variables under alternative exchange rate regimes: Some multi-country evidence |
0 |
1 |
1 |
13 |
0 |
1 |
1 |
64 |
| Persistence in the Realized Betas: Some Evidence from the Stock Market |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| Persistence in the cryptocurrency market |
1 |
1 |
3 |
31 |
4 |
4 |
21 |
165 |
| Persistence in the market risk premium: evidence across countries |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
19 |
| Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
11 |
| Persistence, non-linearities and structural breaks in European stock market indices |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
13 |
| Political tension and stock markets in the Arabian Peninsula |
1 |
1 |
1 |
3 |
2 |
2 |
2 |
20 |
| Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system |
0 |
0 |
1 |
85 |
0 |
0 |
2 |
354 |
| Price formation on the EuroMTS platform |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
62 |
| Price overreactions in the cryptocurrency market |
1 |
2 |
3 |
10 |
2 |
5 |
8 |
34 |
| Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
23 |
| Quoted spreads and trade imbalance dynamics in the European Treasury bond market |
0 |
0 |
0 |
9 |
0 |
1 |
4 |
98 |
| REAL EXCHANGE RATES IN LATIN AMERICA: THE PPP HYPOTHESIS AND FRACTIONAL INTEGRATION |
0 |
0 |
0 |
18 |
0 |
1 |
2 |
65 |
| Ratings assignments: Lessons from international banks |
0 |
0 |
0 |
13 |
1 |
1 |
2 |
153 |
| Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal |
0 |
0 |
0 |
12 |
0 |
0 |
4 |
77 |
| Real Exchange Rate Effects on the Balance of Trade: Cointegration and the Marshall-Lerner Condition |
1 |
1 |
4 |
1,013 |
2 |
6 |
23 |
3,291 |
| Revisiting the Long-Run Relationship between Real Exchange Rates and Real Interest Differentials: A Productivity Differential Approach Patterns in Neighboring Areas |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
242 |
| Risk analysis in complex systems: intelligent systems in finance |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
8 |
| SOURCES OF REAL EXCHANGE RATE VOLATILITY AND INTERNATIONAL FINANCIAL INTEGRATION: A DYNAMIC GENERALISED METHOD OF MOMENTS PANEL APPROACH |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
44 |
| STOCK MARKET DEVELOPMENT AND ECONOMIC GROWTH: THE CAUSAL LINKAGE |
4 |
12 |
74 |
2,471 |
17 |
39 |
235 |
7,104 |
| Searching for Inefficiencies in Exchange Rate Dynamics |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
41 |
| Sectoral shocks and business cycles: a disaggregated analysis of output fluctuations in the UK |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
65 |
| Shadow rates as a measure of the monetary policy stance: Some international evidence |
1 |
2 |
3 |
4 |
1 |
3 |
9 |
13 |
| Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation |
0 |
1 |
2 |
2 |
1 |
2 |
4 |
4 |
| Short-Term Price Overreactions: Identification, Testing, Exploitation |
0 |
0 |
2 |
9 |
1 |
2 |
5 |
50 |
| Small and medium sized European firms and energy saving measures: The role of financing |
0 |
0 |
1 |
1 |
1 |
1 |
10 |
14 |
| Spillovers between food and energy prices and structural breaks |
0 |
0 |
0 |
11 |
0 |
1 |
4 |
41 |
| Spillovers between food and energy prices and structural breaks |
0 |
2 |
5 |
17 |
0 |
2 |
10 |
71 |
| Stock Market Integration Between Three CEECs |
0 |
0 |
0 |
31 |
0 |
1 |
1 |
104 |
| Stock Market Integration between Three CEECs, Russia, and the UK |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
58 |
| Stock Market Linkages between the Asean Countries, China and the US: A Fractional Integration/cointegration Approach |
0 |
0 |
1 |
1 |
0 |
2 |
4 |
10 |
| Stock Prices and Monetary Policy: An Impulse Response Analysis |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
139 |
| Stock market indices and interest rates in the US and Europe: persistence and long-run linkages |
0 |
1 |
1 |
1 |
0 |
1 |
1 |
1 |
| Stock market, economic growth and EU accession: evidence from three CEECs |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
51 |
| Term structure and interest differentials as predictors of future inflation changes and inflation differentials |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
86 |
| Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies |
0 |
0 |
1 |
3 |
0 |
0 |
1 |
45 |
| Testing Unemployment Theories: A Multivariate Long Memory Approach |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
5 |
| Testing for Causality-in-Variance: An Application to the East Asian Markets |
0 |
0 |
0 |
215 |
0 |
0 |
3 |
454 |
| Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan |
0 |
0 |
0 |
117 |
0 |
0 |
0 |
331 |
| Testing for PPP: the erratic behaviour of unit root tests |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
92 |
| Testing for Seasonal Fractional Roots in German Real Output |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
5 |
| Testing for Seasonal Fractional Roots in German Real Output |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
103 |
| Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations |
0 |
0 |
0 |
3 |
1 |
1 |
7 |
11 |
| Testing for Unbiasedness of Term Structure and Interest Differentials as Predictors of Future Inflation Changes and Inflation Differentials |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
65 |
| Testing for contagion: a conditional correlation analysis |
0 |
0 |
4 |
230 |
0 |
0 |
5 |
550 |
| Testing for deterministic and stochastic cycles in macroeconomic time series |
0 |
0 |
0 |
19 |
1 |
1 |
1 |
75 |
| Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis |
0 |
0 |
0 |
138 |
0 |
0 |
0 |
395 |
| Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
197 |
| Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
59 |
| Testing stock market convergence: a non-linear factor approach |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
42 |
| Testing the Fisher hypothesis in the G-7 countries using I(d) techniques |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
| Testing the Fisher hypothesis in the G-7 countries using I(d) techniques |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
15 |
| Testing the Marshall–Lerner Condition in Kenya |
0 |
0 |
0 |
19 |
1 |
1 |
4 |
69 |
| Testing unemployment theories: A multivariate long memory approach |
0 |
0 |
0 |
13 |
0 |
0 |
4 |
54 |
| The Asymmetric Effects of a Common Monetary Policy in Europe |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
66 |
| The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification: A Monte Carlo Study |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
131 |
| The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields |
0 |
0 |
0 |
4 |
0 |
2 |
2 |
7 |
| The COVID-19 pandemic, policy responses and stock markets in the G20 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
| The COVID-19 pandemic, policy responses and stock markets in the G20 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
| The Covid‐19 pandemic and European trade flows: Evidence from a dynamic panel model |
0 |
1 |
4 |
4 |
0 |
3 |
14 |
14 |
| The EMBI in Latin America: Fractional integration, non-linearities and breaks |
0 |
1 |
3 |
7 |
0 |
1 |
6 |
97 |
| The Euro and Monetary Policy Transparency |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
133 |
| The Euro and inflation uncertainty in the European Monetary Union |
0 |
0 |
0 |
66 |
1 |
1 |
1 |
206 |
| The Feldstein-Horioka puzzle revisited: A Monte Carlo study |
0 |
0 |
1 |
64 |
0 |
0 |
4 |
259 |
| The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20 |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
62 |
| The Measurement of Productivity and Market Structure in the UK |
0 |
0 |
0 |
1 |
2 |
2 |
3 |
127 |
| The World Economy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
| The World Economy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| The World Economy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
| The World Economy |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
| The World Economy |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
12 |
| The World Economy |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
| The World Economy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
| The World Economy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
| The World Economy |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
15 |
| The asymmetric behaviour of spanish unemployment persistence |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
77 |
| The bank lending channel in the Malaysian Islamic and conventional banking system |
0 |
0 |
2 |
7 |
1 |
3 |
9 |
44 |
| The day of the week effect in the cryptocurrency market |
0 |
1 |
7 |
22 |
0 |
3 |
16 |
113 |
| The direct and indirect effects of financial development on international trade: Evidence from the CEEC-6 |
2 |
2 |
3 |
12 |
3 |
3 |
7 |
31 |
| The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
6 |
| The euro changeover and price adjustments in Italy |
0 |
0 |
1 |
8 |
0 |
1 |
2 |
53 |
| The fisher relationship in Nigeria |
1 |
1 |
2 |
5 |
1 |
1 |
2 |
38 |
| The frequency of one-day abnormal returns and price fluctuations in the forex |
0 |
0 |
0 |
2 |
2 |
3 |
4 |
8 |
| The impact of business and political news on the GCC stock markets |
0 |
0 |
0 |
9 |
0 |
1 |
2 |
56 |
| The nexus between prices, employment and output growth: a global and national evidence |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
48 |
| The performance of banks in the MENA region during the global financial crisis |
0 |
0 |
0 |
10 |
1 |
1 |
2 |
95 |
| The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis |
0 |
0 |
0 |
10 |
1 |
1 |
2 |
56 |
| The relationship between prices and output in the UK and the US |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
| The short‐run and long‐run effects of trade openness on financial development: Some panel evidence for Europe |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
| The stochastic unit root model and fractional integration: An extension to the seasonal case |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| The weekend effect: a fractional integration and trading robot analysis |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
39 |
| The weekend effect: an exploitable anomaly in the Ukrainian stock market? |
0 |
0 |
0 |
2 |
1 |
3 |
4 |
33 |
| The weekly structure of US stock prices |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
55 |
| Time-Varying Spot and Futures Oil Price Dynamics |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
79 |
| Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
5 |
| Time-varying parameters in monetary policy rules: a GMM approach |
1 |
2 |
4 |
4 |
2 |
3 |
13 |
13 |
| Tourism persistence in the Southeastern European countries: The impact of covid-19 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| Trade flows and trade specialisation: The case of China |
0 |
0 |
3 |
31 |
3 |
5 |
16 |
189 |
| Trade intensity and output synchronisation: On the endogeneity properties of EMU |
0 |
0 |
0 |
33 |
0 |
0 |
2 |
419 |
| Trends and cycles in macro series: The case of US real GDP |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
9 |
| U.S. Disposable Personal Income and a Housing Price Index: A Fractional Integration Analysis |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
3 |
| U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
8 |
| UK overseas visitors: Seasonality and persistence |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
6 |
| Unemployment and input prices: a fractional cointegration approach |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
197 |
| Unemployment in Africa: A Fractional Integration Approach |
0 |
0 |
0 |
9 |
0 |
3 |
3 |
145 |
| Unit Root Testing Using Covariates: Some Theory and Evidence |
1 |
1 |
1 |
3 |
2 |
2 |
2 |
7 |
| Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
153 |
| Unit roots and long-run causality: investigating the relationship between output, money and interest rates |
0 |
0 |
0 |
35 |
0 |
1 |
5 |
129 |
| Using Chebyshev Polynomials to Approximate Partial Differential Equations |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
83 |
| Volatility Spillovers and Contagion from Mature to Emerging Stock Markets |
1 |
1 |
2 |
31 |
1 |
1 |
3 |
190 |
| Volatility persistence in the Russian stock market |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
20 |
| Volatility transmission and financial crises |
0 |
0 |
2 |
11 |
0 |
2 |
5 |
75 |
| Witching days and abnormal profits in the us stock market |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
| Youth Unemployment in Europe: Persistence and Macroeconomic Determinants |
0 |
0 |
2 |
39 |
0 |
1 |
5 |
142 |
| Total Journal Articles |
25 |
60 |
292 |
9,693 |
143 |
326 |
1,197 |
36,482 |
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