| 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 |
2 |
3 |
90 |
2 |
7 |
19 |
301 |
| A bootstrap-corrected causality test: another look at the money–income relationship |
0 |
0 |
0 |
129 |
1 |
1 |
2 |
310 |
| A new method to choose optimal lag order in stable and unstable VAR models |
0 |
0 |
4 |
217 |
1 |
2 |
10 |
503 |
| A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods |
0 |
0 |
1 |
64 |
0 |
1 |
3 |
164 |
| A re-examination of the Fisher effect using an alternative approach |
0 |
0 |
0 |
27 |
0 |
1 |
4 |
83 |
| A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
127 |
| A test for multivariate ARCH effects |
2 |
3 |
9 |
821 |
5 |
8 |
27 |
3,007 |
| 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 |
0 |
0 |
0 |
15 |
0 |
0 |
4 |
219 |
| 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 az |
0 |
0 |
1 |
28 |
0 |
0 |
1 |
185 |
| An empirical analysis of the informational efficiency of Australian equity markets |
0 |
0 |
0 |
32 |
0 |
1 |
2 |
130 |
| An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation |
0 |
0 |
1 |
90 |
1 |
1 |
3 |
325 |
| An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method |
0 |
0 |
0 |
58 |
0 |
0 |
2 |
295 |
| An extension of the asymmetric causality tests for dealing with deterministic trend components |
1 |
1 |
2 |
30 |
1 |
2 |
5 |
82 |
| Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia |
1 |
2 |
8 |
63 |
3 |
4 |
16 |
135 |
| Asymmetric causality between military expenditures and economic growth in top six defense spenders |
0 |
1 |
3 |
46 |
0 |
2 |
10 |
141 |
| Asymmetric causality tests with an application |
2 |
5 |
18 |
791 |
3 |
9 |
38 |
2,152 |
| Asymmetric generalized impulse responses with an application in finance |
1 |
1 |
18 |
496 |
4 |
14 |
71 |
1,651 |
| Asymmetric interaction between government spending and terms of trade volatility |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
45 |
| BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests |
0 |
0 |
0 |
5 |
1 |
3 |
5 |
18 |
| Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach |
0 |
3 |
4 |
411 |
1 |
4 |
10 |
1,693 |
| Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders? |
0 |
1 |
3 |
470 |
2 |
7 |
29 |
2,131 |
| Capital mobility in Sweden: a time-varying parameter approach |
0 |
0 |
0 |
49 |
0 |
0 |
3 |
182 |
| 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 al |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
133 |
| Do birds of the same feather flock together?: The case of the Chinese states equity markets |
0 |
0 |
0 |
85 |
1 |
1 |
1 |
902 |
| Does Any Long-Run Relation Exist Between the Terms of Trade and the Trade Balance? |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
100 |
| Does it Pay for Australian Investors to Diversify into their Country's Major Trading Partners? |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
182 |
| Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note |
0 |
0 |
1 |
16 |
0 |
0 |
1 |
98 |
| Empirical Analysis of Business Growth Factors Using Swedish Data |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
10 |
| Energy Consumption and Economic Growth in Sweden: A Leveraged Bootstrap Approach, 1965-2000 |
0 |
0 |
1 |
522 |
0 |
0 |
3 |
1,550 |
| Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
121 |
| Estimating banks' equity duration: a panel cointegration approach |
0 |
0 |
0 |
46 |
0 |
1 |
2 |
167 |
| Estimating the optimal hedge ratio in the presence of potential unknown structural breaks |
0 |
0 |
0 |
7 |
0 |
2 |
5 |
53 |
| Exact solution for the portfolio diversification problem based on maximizing the risk adjusted return |
0 |
1 |
2 |
4 |
0 |
2 |
10 |
31 |
| Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries |
0 |
0 |
0 |
230 |
1 |
3 |
3 |
586 |
| Export performance and economic growth causality: An empirical analysis |
0 |
0 |
0 |
101 |
0 |
0 |
5 |
272 |
| Export performance and economic growth nexus in Japan: a bootstrap approach |
0 |
0 |
1 |
162 |
0 |
0 |
3 |
456 |
| FOREIGN AID AND ECONOMIC GROWTH: NEW EVIDENCE FROM PANEL COINTEGRATION |
0 |
0 |
1 |
149 |
0 |
1 |
11 |
442 |
| Fiscal policy in Sweden: effects of EMU criteria convergence |
0 |
0 |
1 |
115 |
1 |
1 |
10 |
391 |
| Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models |
0 |
0 |
1 |
13 |
0 |
1 |
3 |
47 |
| How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test |
0 |
0 |
1 |
23 |
0 |
2 |
5 |
172 |
| How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis |
0 |
0 |
0 |
19 |
1 |
4 |
10 |
127 |
| How productivity and domestic output are related to exports and foreign output in the case of Sweden |
0 |
0 |
0 |
68 |
0 |
1 |
3 |
304 |
| Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests |
0 |
0 |
2 |
22 |
0 |
2 |
7 |
79 |
| Investigating Causal Relations between Fixed Investment and Economic Growth |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
167 |
| Is Pricing to Market Behavior a Long-Run Phenomenon? A Non-Stationary Panel Analysis |
0 |
0 |
0 |
77 |
0 |
0 |
0 |
293 |
| Is the Equity Market Informationally Efficient in Japan? Evidence from Leveraged Bootstrap Analysis |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
166 |
| Is the Government's intertemporal budget constraint fulfilled in Sweden? An application of the Kalman filter |
0 |
0 |
1 |
117 |
0 |
0 |
2 |
408 |
| Is the J-Curve Effect Observable for Small North European Economies? |
0 |
0 |
1 |
121 |
0 |
1 |
9 |
434 |
| Is the Swedish Stock Market Becoming more Integrated with those of Germany and France? |
0 |
0 |
0 |
15 |
1 |
1 |
3 |
222 |
| Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing |
0 |
0 |
1 |
66 |
2 |
2 |
6 |
199 |
| Is the causal nexus of energy utilization and economic growth asymmetric in the US? |
0 |
0 |
0 |
44 |
0 |
3 |
6 |
177 |
| Is the tourism-led growth hypothesis valid for Turkey? |
0 |
1 |
5 |
520 |
1 |
2 |
16 |
1,444 |
| Liberalized emerging markets and the world economy: testing for increased integration with time-varying volatility |
0 |
0 |
0 |
55 |
1 |
1 |
2 |
147 |
| Model selection in time series analysis: using information criteria as an alternative to hypothesis testing |
0 |
2 |
3 |
5 |
1 |
5 |
16 |
21 |
| Modeling Time-Varying Volatility and Expected Returns: Evidence from the GCC and MENA Regions |
0 |
0 |
0 |
51 |
0 |
1 |
5 |
249 |
| 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 coin |
0 |
0 |
2 |
45 |
0 |
0 |
5 |
189 |
| Money Supply and the Informational Efficiency of the Stock Market in Korea: Evidence from an Alternative Methodology |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
87 |
| Multivariate tests for autocorrelation in the stable and unstable VAR models |
2 |
7 |
35 |
1,353 |
4 |
20 |
108 |
4,026 |
| Multivariate-based causality tests of twin deficits in the US |
0 |
0 |
0 |
128 |
0 |
0 |
1 |
386 |
| Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis |
0 |
0 |
1 |
22 |
2 |
7 |
11 |
93 |
| On a regime switching illiquid high volatile prediction model for cryptocurrencies |
0 |
0 |
1 |
1 |
0 |
1 |
6 |
7 |
| On the Causality between Exchange Rates and Stock Prices: A Note |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
630 |
| On the causal nexus of remittances and poverty reduction in Bangladesh |
0 |
0 |
3 |
59 |
0 |
3 |
10 |
151 |
| On the interaction between government spending and economic performance in Sweden: an asymmetric approach |
0 |
0 |
0 |
22 |
1 |
2 |
5 |
62 |
| On the tourism-led growth hypothesis in the UAE: a bootstrap approach with leveraged adjustments |
0 |
0 |
0 |
11 |
0 |
0 |
3 |
35 |
| Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH |
0 |
3 |
12 |
617 |
2 |
8 |
49 |
2,124 |
| Option valuation and hedging in markets with a crunch |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
47 |
| Pass-through of import cost into consumer prices and inflation in GCC countries: Evidence from a nonlinear autoregressive distributed lags model |
1 |
1 |
2 |
15 |
1 |
1 |
10 |
53 |
| Portfolio Diversification Benefits between Financial Markets of the US and China: Empirical Evidence from two Alternative Methods |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
36 |
| Portfolio diversification impact of oil and asymmetric interaction between oil, equity and bonds in the global market: fresh evidence from alternative approaches |
0 |
0 |
2 |
9 |
0 |
0 |
7 |
19 |
| Portfolio selection: An alternative approach |
0 |
2 |
9 |
256 |
6 |
17 |
64 |
1,483 |
| Pricing strategy, mark-up adjustment and foreign competition in the car industry |
0 |
0 |
0 |
4 |
0 |
0 |
4 |
19 |
| Productivity Performance and Export Performance: A Time-Series Perspective |
0 |
0 |
0 |
223 |
1 |
1 |
5 |
830 |
| Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing |
0 |
0 |
1 |
44 |
2 |
3 |
8 |
141 |
| Stochastic optimal hedge ratio: theory and evidence |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
103 |
| Stock Price and Volume Relation in Emerging Markets |
0 |
0 |
0 |
224 |
0 |
0 |
3 |
642 |
| Testing for Financial Market Integration of the UAE Market with the Global Market |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
74 |
| Testing for the Tourism Led Economic Growth Hypothesis in Sweden with Structural Breaks |
0 |
1 |
1 |
22 |
0 |
1 |
4 |
51 |
| Testing for the government's intertemporal budget restriction in Brazil during 1823--1889 |
0 |
0 |
0 |
34 |
0 |
1 |
2 |
124 |
| Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application |
1 |
4 |
11 |
2,800 |
4 |
10 |
59 |
7,978 |
| Tests for cointegration with two unknown regime shifts with an application to financial market integration |
2 |
5 |
20 |
1,967 |
4 |
11 |
60 |
4,667 |
| The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
11 |
| The Causal Impact of Stock Market Development on Economic Development in the UAE: An Asymmetric Approach |
0 |
0 |
4 |
49 |
0 |
2 |
15 |
173 |
| The Dividend Discount Model with Multiple Growth Rates of any Order for Stock Evaluation |
0 |
0 |
2 |
10 |
4 |
8 |
20 |
43 |
| The Fisher effect: a Kalman filter approach to detecting structural change |
1 |
1 |
1 |
81 |
2 |
3 |
9 |
228 |
| The Impact of Recent Crisis on the Real Estate Market on the UAE: Evidence from Asymmetric Methods |
0 |
2 |
2 |
67 |
0 |
2 |
7 |
237 |
| The Performance of the Banking Sector in the UAE - La performance del settore bancario negli Emirati Arabi Uniti |
0 |
0 |
0 |
20 |
1 |
1 |
3 |
151 |
| The Risk-Adjusted Interest Rate Parity: Panel Data Evidence |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
668 |
| The causal interaction between financial development and human development in Bangladesh |
0 |
0 |
4 |
58 |
0 |
3 |
8 |
145 |
| The causal nexus of government spending and revenue in Finland: a bootstrap approach |
0 |
0 |
0 |
64 |
0 |
1 |
3 |
268 |
| The dynamic interaction between volatility and returns in the US stock market using leveraged bootstrap simulations |
0 |
0 |
0 |
24 |
1 |
1 |
4 |
124 |
| The effect of exchange rate changes on trade balances in the short and long run |
0 |
0 |
8 |
373 |
4 |
6 |
27 |
1,385 |
| The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests |
0 |
0 |
3 |
27 |
1 |
3 |
11 |
91 |
| The effect of regime shifts on the long-run relationships for Swedish money demand |
0 |
0 |
2 |
59 |
1 |
1 |
9 |
184 |
| The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
16 |
| The response of industry employment to exchange rate shocks: evidence from panel cointegration |
0 |
0 |
0 |
118 |
0 |
0 |
2 |
304 |
| Time-Varying Estimates for the Natural Rate of Unemployment and the Phillips Curve in the US Using the Kalman Filter |
0 |
0 |
1 |
51 |
0 |
1 |
5 |
452 |
| Time-series evidence for Balassa's export-led growth hypothesis |
0 |
0 |
0 |
42 |
1 |
1 |
4 |
114 |
| Trade openness and economic development in the UAE: an asymmetric approach |
0 |
0 |
3 |
68 |
0 |
1 |
7 |
164 |
| US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11 |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
112 |
| Total Journal Articles |
14 |
49 |
227 |
15,725 |
80 |
232 |
1,015 |
52,956 |
LogEc is hosted by the
Örebro University School of Business.