| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A bootstrap test for causality with endogenous lag length choice: theory and application in finance |
0 |
0 |
3 |
60 |
2 |
5 |
19 |
180 |
| A bootstrap-corrected causality test: another look at the money–income relationship |
0 |
0 |
1 |
126 |
0 |
0 |
2 |
293 |
| A new method to choose optimal lag order in stable and unstable VAR models |
2 |
2 |
3 |
204 |
3 |
5 |
9 |
453 |
| A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods |
0 |
0 |
0 |
61 |
0 |
1 |
4 |
146 |
| A re-examination of the Fisher effect using an alternative approach |
0 |
0 |
0 |
24 |
0 |
0 |
2 |
64 |
| A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks |
0 |
0 |
0 |
27 |
0 |
0 |
3 |
105 |
| A test for multivariate ARCH effects |
1 |
4 |
15 |
760 |
14 |
34 |
100 |
2,674 |
| An Empirical Investigation of the Colombian Stock Market Reaction to the US Market: Evidence from a Casewise Bootstrap Approach - Un’analisi empirica della reazione del mercato azionario colombiano al mercato USA |
0 |
0 |
2 |
14 |
0 |
0 |
7 |
160 |
| An Empirical Investigation of the Potential Asymmetric Relationship between the Stock Market and the Exchange Rates in the UAE - Un esame empirico della potenziale relazione asimmetrica tra mercato azionario e tasso di cambio negli Emirati Arabi |
0 |
1 |
1 |
16 |
0 |
2 |
10 |
156 |
| An alternative method to test for contagion with an application to the Asian financial crisis |
0 |
0 |
1 |
194 |
0 |
0 |
4 |
508 |
| An empirical analysis of the informational efficiency of Australian equity markets |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
113 |
| An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation |
0 |
3 |
6 |
81 |
1 |
6 |
18 |
287 |
| An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
283 |
| An extension of the asymmetric causality tests for dealing with deterministic trend components |
0 |
4 |
8 |
15 |
3 |
8 |
15 |
30 |
| Asymmetric causality between military expenditures and economic growth in top six defense spenders |
0 |
2 |
15 |
17 |
0 |
5 |
39 |
51 |
| Asymmetric causality tests with an application |
3 |
16 |
44 |
520 |
15 |
47 |
146 |
1,373 |
| Asymmetric generalized impulse responses with an application in finance |
5 |
16 |
62 |
219 |
15 |
60 |
245 |
718 |
| Asymmetric interaction between government spending and terms of trade volatility: New evidence from hidden cointegration technique |
0 |
1 |
3 |
12 |
0 |
1 |
3 |
14 |
| BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests |
0 |
1 |
2 |
3 |
0 |
1 |
3 |
5 |
| Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach |
0 |
0 |
0 |
395 |
1 |
1 |
6 |
1,635 |
| Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders? |
0 |
2 |
11 |
421 |
10 |
32 |
118 |
1,711 |
| Capital mobility in Sweden: a time-varying parameter approach |
0 |
0 |
0 |
45 |
0 |
0 |
3 |
157 |
| Did the Austrian Financial Market Become more Integrated with the German Market after EU Accession? - Il mercato finanziario austriaco si è integrato maggiormente con quello tedesco dopo l’adesione all’Unione europea? |
0 |
1 |
1 |
6 |
0 |
2 |
4 |
122 |
| Do birds of the same feather flock together?: The case of the Chinese states equity markets |
0 |
0 |
1 |
83 |
1 |
1 |
7 |
877 |
| Does Any Long-Run Relation Exist Between the Terms of Trade and the Trade Balance? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
83 |
| Does it Pay for Australian Investors to Diversify into their Country's Major Trading Partners? |
0 |
0 |
1 |
7 |
0 |
0 |
2 |
162 |
| Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note |
0 |
2 |
4 |
9 |
3 |
6 |
46 |
66 |
| Energy Consumption and Economic Growth in Sweden: A Leveraged Bootstrap Approach, 1965-2000 |
0 |
1 |
4 |
511 |
0 |
1 |
12 |
1,499 |
| Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
115 |
| Estimating banks' equity duration: a panel cointegration approach |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
156 |
| Estimating the optimal hedge ratio in the presence of potential unknown structural breaks |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
36 |
| Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries |
1 |
1 |
1 |
223 |
1 |
3 |
8 |
556 |
| Export performance and economic growth causality: An empirical analysis |
0 |
1 |
4 |
84 |
0 |
2 |
7 |
210 |
| Export performance and economic growth nexus in Japan: a bootstrap approach |
0 |
0 |
2 |
151 |
1 |
3 |
11 |
404 |
| FOREIGN AID AND ECONOMIC GROWTH: NEW EVIDENCE FROM PANEL COINTEGRATION |
0 |
10 |
26 |
111 |
1 |
20 |
61 |
283 |
| Fiscal policy in Sweden: effects of EMU criteria convergence |
1 |
1 |
1 |
114 |
1 |
1 |
3 |
365 |
| Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
34 |
| How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test |
0 |
1 |
1 |
18 |
1 |
4 |
10 |
97 |
| How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis |
0 |
2 |
2 |
16 |
0 |
2 |
2 |
99 |
| How productivity and domestic output are related to exports and foreign output in the case of Sweden |
0 |
0 |
0 |
65 |
0 |
3 |
3 |
283 |
| Investigating Causal Relations between Fixed Investment and Economic Growth |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
145 |
| Is Pricing to Market Behavior a Long-Run Phenomenon? A Non-Stationary Panel Analysis |
0 |
0 |
0 |
77 |
0 |
0 |
1 |
276 |
| Is the Equity Market Informationally Efficient in Japan? Evidence from Leveraged Bootstrap Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
141 |
| Is the Government's intertemporal budget constraint fulfilled in Sweden? An application of the Kalman filter |
0 |
0 |
1 |
112 |
1 |
2 |
3 |
384 |
| Is the J-Curve Effect Observable for Small North European Economies? |
0 |
1 |
1 |
111 |
2 |
5 |
11 |
383 |
| Is the Swedish Stock Market Becoming more Integrated with those of Germany and France? |
0 |
0 |
0 |
9 |
0 |
1 |
1 |
196 |
| Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing |
0 |
3 |
7 |
55 |
0 |
4 |
19 |
163 |
| Is the causal nexus of energy utilization and economic growth asymmetric in the US? |
0 |
1 |
1 |
38 |
0 |
2 |
6 |
105 |
| Is the tourism-led growth hypothesis valid for Turkey? |
0 |
1 |
11 |
467 |
0 |
13 |
53 |
1,275 |
| Liberalized emerging markets and the world economy: testing for increased integration with time-varying volatility |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
139 |
| Modeling Time-Varying Volatility and Expected Returns: Evidence from the GCC and MENA Regions |
0 |
0 |
2 |
47 |
0 |
1 |
9 |
224 |
| Modelling Asymmetry in Oil, Gold and Stock Markets by a Hidden Cointegration Technique. - Modelli di asimmetria nel mercato del petrolio, dell’oro e nei mercati azionari attraverso una tecnica di cointegrazione nascosta |
0 |
0 |
6 |
28 |
3 |
4 |
14 |
134 |
| Money Supply and the Informational Efficiency of the Stock Market in Korea: Evidence from an Alternative Methodology |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
69 |
| Multivariate tests for autocorrelation in the stable and unstable VAR models |
7 |
23 |
92 |
969 |
16 |
64 |
271 |
2,855 |
| Multivariate-based causality tests of twin deficits in the US |
0 |
4 |
5 |
123 |
0 |
8 |
9 |
364 |
| On the Causality between Exchange Rates and Stock Prices: A Note |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
604 |
| On the causal nexus of remittances and poverty reduction in Bangladesh |
0 |
2 |
2 |
34 |
0 |
3 |
7 |
78 |
| On the interaction between government spending and economic performance in Sweden: an asymmetric approach |
0 |
0 |
2 |
19 |
0 |
0 |
2 |
46 |
| On the tourism-led growth hypothesis in the UAE: a bootstrap approach with leveraged adjustments |
0 |
1 |
2 |
4 |
0 |
2 |
4 |
12 |
| Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH |
1 |
5 |
21 |
505 |
8 |
30 |
118 |
1,617 |
| Option valuation and hedging in markets with a crunch |
0 |
0 |
0 |
2 |
1 |
2 |
5 |
14 |
| Portfolio selection: An alternative approach |
2 |
11 |
44 |
121 |
18 |
66 |
285 |
721 |
| Pricing strategy, mark-up adjustment and foreign competition in the car industry |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
4 |
| Productivity Performance and Export Performance: A Time-Series Perspective |
1 |
3 |
8 |
205 |
4 |
9 |
19 |
694 |
| Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing |
0 |
0 |
5 |
28 |
1 |
4 |
16 |
81 |
| Stochastic optimal hedge ratio: theory and evidence |
0 |
0 |
0 |
15 |
1 |
2 |
3 |
87 |
| Stock Price and Volume Relation in Emerging Markets |
0 |
0 |
0 |
219 |
0 |
0 |
3 |
621 |
| Testing for the government's intertemporal budget restriction in Brazil during 1823--1889 |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
114 |
| Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application |
4 |
17 |
59 |
2,530 |
26 |
74 |
245 |
6,946 |
| Tests for cointegration with two unknown regime shifts with an application to financial market integration |
10 |
31 |
93 |
1,770 |
26 |
77 |
259 |
4,016 |
| The Causal Impact of Stock Market Development on Economic Development in the UAE: An Asymmetric Approach |
2 |
5 |
5 |
5 |
2 |
7 |
7 |
7 |
| The Fisher effect: a Kalman filter approach to detecting structural change |
1 |
1 |
1 |
76 |
1 |
1 |
4 |
203 |
| The Impact of Recent Crisis on the Real Estate Market on the UAE: Evidence from Asymmetric Methods |
0 |
1 |
3 |
39 |
0 |
6 |
20 |
99 |
| The Performance of the Banking Sector in the UAE - La performance del settore bancario negli Emirati Arabi Uniti |
0 |
2 |
2 |
13 |
3 |
6 |
8 |
103 |
| The Risk-Adjusted Interest Rate Parity: Panel Data Evidence |
0 |
0 |
0 |
0 |
2 |
4 |
16 |
601 |
| The causal interaction between financial development and human development in Bangladesh |
0 |
0 |
4 |
35 |
0 |
1 |
7 |
78 |
| The causal nexus of government spending and revenue in Finland: a bootstrap approach |
0 |
0 |
0 |
63 |
0 |
0 |
2 |
255 |
| The dynamic interaction between volatility and returns in the US stock market using leveraged bootstrap simulations |
0 |
0 |
1 |
21 |
0 |
0 |
5 |
104 |
| The effect of exchange rate changes on trade balances in the short and long run |
1 |
6 |
23 |
310 |
7 |
22 |
103 |
1,067 |
| The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests |
0 |
1 |
2 |
10 |
1 |
2 |
7 |
22 |
| The effect of regime shifts on the long-run relationships for Swedish money demand |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
152 |
| The response of industry employment to exchange rate shocks: evidence from panel cointegration |
0 |
1 |
1 |
111 |
0 |
1 |
1 |
281 |
| Time-Varying Estimates for the Natural Rate of Unemployment and the Phillips Curve in the US Using the Kalman Filter |
0 |
2 |
7 |
36 |
2 |
19 |
49 |
382 |
| Time-series evidence for Balassa's export-led growth hypothesis |
0 |
0 |
1 |
41 |
0 |
0 |
3 |
99 |
| Trade openness and economic development in the UAE: an asymmetric approach |
1 |
7 |
11 |
20 |
1 |
10 |
22 |
46 |
| US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11 |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
102 |
| Total Journal Articles |
43 |
201 |
648 |
13,209 |
200 |
712 |
2,566 |
42,672 |
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