| 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 |
1 |
3 |
88 |
0 |
4 |
13 |
289 |
| A bootstrap-corrected causality test: another look at the money–income relationship |
0 |
0 |
0 |
129 |
0 |
0 |
1 |
309 |
| A new method to choose optimal lag order in stable and unstable VAR models |
1 |
1 |
4 |
215 |
2 |
2 |
7 |
497 |
| A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods |
0 |
0 |
0 |
63 |
0 |
0 |
2 |
162 |
| A re-examination of the Fisher effect using an alternative approach |
0 |
0 |
1 |
27 |
0 |
2 |
3 |
81 |
| 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 |
0 |
2 |
6 |
815 |
2 |
6 |
23 |
2,989 |
| 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 |
0 |
15 |
0 |
1 |
3 |
217 |
| 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 |
0 |
1 |
28 |
0 |
0 |
3 |
185 |
| An empirical analysis of the informational efficiency of Australian equity markets |
0 |
0 |
0 |
32 |
0 |
1 |
1 |
129 |
| An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation |
0 |
0 |
0 |
89 |
0 |
0 |
1 |
322 |
| An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method |
0 |
0 |
0 |
58 |
0 |
1 |
3 |
295 |
| An extension of the asymmetric causality tests for dealing with deterministic trend components |
0 |
0 |
1 |
29 |
0 |
1 |
3 |
80 |
| Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia |
2 |
4 |
8 |
60 |
2 |
7 |
15 |
128 |
| Asymmetric causality between military expenditures and economic growth in top six defense spenders |
0 |
1 |
3 |
44 |
1 |
5 |
11 |
137 |
| Asymmetric causality tests with an application |
2 |
5 |
23 |
783 |
4 |
9 |
57 |
2,135 |
| Asymmetric generalized impulse responses with an application in finance |
3 |
4 |
26 |
489 |
8 |
21 |
87 |
1,621 |
| Asymmetric interaction between government spending and terms of trade volatility |
0 |
0 |
2 |
21 |
0 |
1 |
4 |
44 |
| BRIC and GIPS – who drives who? Evidence from newly developed asymmetric causality tests |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
15 |
| Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach |
1 |
1 |
1 |
408 |
1 |
4 |
6 |
1,689 |
| 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 |
468 |
3 |
6 |
28 |
2,117 |
| Capital mobility in Sweden: a time-varying parameter approach |
0 |
0 |
1 |
49 |
0 |
0 |
4 |
181 |
| 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 |
0 |
0 |
8 |
1 |
2 |
2 |
133 |
| Do birds of the same feather flock together?: The case of the Chinese states equity markets |
0 |
0 |
0 |
85 |
0 |
0 |
0 |
901 |
| Does Any Long-Run Relation Exist Between the Terms of Trade and the Trade Balance? |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
98 |
| Does it Pay for Australian Investors to Diversify into their Country's Major Trading Partners? |
0 |
0 |
0 |
7 |
0 |
1 |
5 |
181 |
| Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
97 |
| Empirical Analysis of Business Growth Factors Using Swedish Data |
0 |
0 |
0 |
1 |
1 |
3 |
3 |
9 |
| Energy Consumption and Economic Growth in Sweden: A Leveraged Bootstrap Approach, 1965-2000 |
0 |
0 |
2 |
521 |
0 |
0 |
2 |
1,547 |
| Equity market price interdependence based on bootstrap causality tests: evidence from Australia and its major trading partners |
0 |
0 |
0 |
35 |
1 |
1 |
1 |
121 |
| Estimating banks' equity duration: a panel cointegration approach |
0 |
0 |
0 |
46 |
0 |
1 |
1 |
166 |
| Estimating the optimal hedge ratio in the presence of potential unknown structural breaks |
0 |
0 |
0 |
7 |
2 |
2 |
3 |
51 |
| Exact solution for the portfolio diversification problem based on maximizing the risk adjusted return |
0 |
0 |
1 |
3 |
2 |
5 |
9 |
28 |
| Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries |
0 |
0 |
0 |
230 |
0 |
0 |
0 |
583 |
| Export performance and economic growth causality: An empirical analysis |
0 |
0 |
0 |
101 |
0 |
1 |
5 |
270 |
| Export performance and economic growth nexus in Japan: a bootstrap approach |
0 |
0 |
0 |
161 |
0 |
1 |
4 |
455 |
| FOREIGN AID AND ECONOMIC GROWTH: NEW EVIDENCE FROM PANEL COINTEGRATION |
0 |
0 |
4 |
149 |
3 |
4 |
17 |
437 |
| Fiscal policy in Sweden: effects of EMU criteria convergence |
1 |
1 |
1 |
115 |
1 |
3 |
5 |
384 |
| Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models |
1 |
1 |
1 |
13 |
1 |
1 |
2 |
46 |
| How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test |
0 |
0 |
0 |
22 |
0 |
2 |
3 |
169 |
| How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis |
0 |
0 |
0 |
19 |
0 |
0 |
4 |
121 |
| How productivity and domestic output are related to exports and foreign output in the case of Sweden |
0 |
0 |
0 |
68 |
0 |
2 |
2 |
303 |
| Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests |
0 |
1 |
6 |
22 |
0 |
2 |
9 |
76 |
| Investigating Causal Relations between Fixed Investment and Economic Growth |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
166 |
| 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 |
1 |
1 |
1 |
162 |
| Is the Government's intertemporal budget constraint fulfilled in Sweden? An application of the Kalman filter |
0 |
0 |
0 |
116 |
1 |
1 |
1 |
407 |
| Is the J-Curve Effect Observable for Small North European Economies? |
0 |
0 |
1 |
121 |
2 |
4 |
9 |
431 |
| Is the Swedish Stock Market Becoming more Integrated with those of Germany and France? |
0 |
0 |
0 |
15 |
1 |
1 |
1 |
220 |
| Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing |
0 |
0 |
1 |
66 |
1 |
2 |
5 |
197 |
| Is the causal nexus of energy utilization and economic growth asymmetric in the US? |
0 |
0 |
1 |
44 |
0 |
0 |
7 |
173 |
| Is the tourism-led growth hypothesis valid for Turkey? |
0 |
1 |
9 |
518 |
0 |
4 |
22 |
1,438 |
| Liberalized emerging markets and the world economy: testing for increased integration with time-varying volatility |
0 |
0 |
0 |
55 |
1 |
1 |
1 |
146 |
| Model selection in time series analysis: using information criteria as an alternative to hypothesis testing |
0 |
0 |
1 |
2 |
1 |
3 |
8 |
10 |
| Modeling Time-Varying Volatility and Expected Returns: Evidence from the GCC and MENA Regions |
0 |
0 |
0 |
51 |
2 |
4 |
4 |
248 |
| 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 |
2 |
43 |
0 |
0 |
2 |
184 |
| Money Supply and the Informational Efficiency of the Stock Market in Korea: Evidence from an Alternative Methodology |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
82 |
| Multivariate tests for autocorrelation in the stable and unstable VAR models |
2 |
6 |
44 |
1,334 |
7 |
24 |
129 |
3,970 |
| Multivariate-based causality tests of twin deficits in the US |
0 |
0 |
1 |
128 |
0 |
0 |
2 |
386 |
| Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis |
0 |
0 |
1 |
21 |
1 |
1 |
4 |
85 |
| On a regime switching illiquid high volatile prediction model for cryptocurrencies |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
5 |
| On the Causality between Exchange Rates and Stock Prices: A Note |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
627 |
| On the causal nexus of remittances and poverty reduction in Bangladesh |
0 |
1 |
3 |
57 |
1 |
4 |
9 |
146 |
| On the interaction between government spending and economic performance in Sweden: an asymmetric approach |
0 |
0 |
0 |
22 |
2 |
2 |
3 |
60 |
| On the tourism-led growth hypothesis in the UAE: a bootstrap approach with leveraged adjustments |
0 |
0 |
0 |
11 |
1 |
1 |
2 |
34 |
| Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH |
1 |
3 |
15 |
611 |
10 |
18 |
56 |
2,104 |
| Option valuation and hedging in markets with a crunch |
0 |
0 |
0 |
12 |
0 |
1 |
2 |
47 |
| Pass-through of import cost into consumer prices and inflation in GCC countries: Evidence from a nonlinear autoregressive distributed lags model |
0 |
0 |
3 |
13 |
2 |
4 |
10 |
49 |
| Portfolio Diversification Benefits between Financial Markets of the US and China: Empirical Evidence from two Alternative Methods |
0 |
0 |
1 |
16 |
1 |
2 |
4 |
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 |
6 |
9 |
1 |
2 |
14 |
18 |
| Portfolio selection: An alternative approach |
0 |
1 |
10 |
251 |
4 |
14 |
62 |
1,454 |
| Pricing strategy, mark-up adjustment and foreign competition in the car industry |
0 |
0 |
0 |
4 |
1 |
3 |
3 |
18 |
| Productivity Performance and Export Performance: A Time-Series Perspective |
0 |
0 |
1 |
223 |
0 |
3 |
6 |
829 |
| Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing |
0 |
1 |
4 |
44 |
0 |
4 |
10 |
137 |
| Stochastic optimal hedge ratio: theory and evidence |
0 |
0 |
0 |
16 |
0 |
0 |
4 |
103 |
| Stock Price and Volume Relation in Emerging Markets |
0 |
0 |
1 |
224 |
1 |
1 |
3 |
641 |
| Testing for Financial Market Integration of the UAE Market with the Global Market |
0 |
0 |
0 |
11 |
0 |
1 |
4 |
74 |
| Testing for the Tourism Led Economic Growth Hypothesis in Sweden with Structural Breaks |
0 |
0 |
0 |
21 |
1 |
2 |
3 |
50 |
| Testing for the government's intertemporal budget restriction in Brazil during 1823--1889 |
0 |
0 |
0 |
34 |
1 |
1 |
1 |
123 |
| Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application |
2 |
3 |
19 |
2,794 |
8 |
20 |
86 |
7,955 |
| Tests for cointegration with two unknown regime shifts with an application to financial market integration |
2 |
5 |
22 |
1,958 |
11 |
16 |
60 |
4,641 |
| The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction |
0 |
0 |
2 |
2 |
0 |
0 |
6 |
10 |
| The Causal Impact of Stock Market Development on Economic Development in the UAE: An Asymmetric Approach |
1 |
3 |
8 |
49 |
2 |
5 |
18 |
168 |
| The Dividend Discount Model with Multiple Growth Rates of any Order for Stock Evaluation |
0 |
1 |
2 |
10 |
1 |
4 |
16 |
34 |
| The Fisher effect: a Kalman filter approach to detecting structural change |
0 |
0 |
0 |
80 |
1 |
4 |
5 |
224 |
| The Impact of Recent Crisis on the Real Estate Market on the UAE: Evidence from Asymmetric Methods |
0 |
0 |
3 |
65 |
0 |
2 |
15 |
235 |
| The Performance of the Banking Sector in the UAE - La performance del settore bancario negli Emirati Arabi Uniti |
0 |
0 |
0 |
20 |
1 |
1 |
1 |
149 |
| The Risk-Adjusted Interest Rate Parity: Panel Data Evidence |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
668 |
| The causal interaction between financial development and human development in Bangladesh |
1 |
1 |
2 |
56 |
2 |
2 |
4 |
140 |
| The causal nexus of government spending and revenue in Finland: a bootstrap approach |
0 |
0 |
0 |
64 |
1 |
2 |
3 |
267 |
| The dynamic interaction between volatility and returns in the US stock market using leveraged bootstrap simulations |
0 |
0 |
1 |
24 |
0 |
0 |
2 |
121 |
| The effect of exchange rate changes on trade balances in the short and long run |
1 |
2 |
10 |
372 |
2 |
6 |
30 |
1,374 |
| The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests |
1 |
1 |
3 |
26 |
1 |
1 |
9 |
84 |
| The effect of regime shifts on the long-run relationships for Swedish money demand |
0 |
0 |
4 |
57 |
1 |
3 |
8 |
178 |
| The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
16 |
| The response of industry employment to exchange rate shocks: evidence from panel cointegration |
0 |
0 |
1 |
118 |
1 |
2 |
3 |
304 |
| Time-Varying Estimates for the Natural Rate of Unemployment and the Phillips Curve in the US Using the Kalman Filter |
0 |
0 |
1 |
50 |
1 |
2 |
4 |
449 |
| Time-series evidence for Balassa's export-led growth hypothesis |
0 |
0 |
0 |
42 |
0 |
1 |
2 |
112 |
| Trade openness and economic development in the UAE: an asymmetric approach |
0 |
1 |
2 |
67 |
0 |
1 |
4 |
160 |
| US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11 |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
111 |
| Total Journal Articles |
22 |
53 |
283 |
15,611 |
113 |
291 |
1,037 |
52,478 |
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