Results 281 to 290 of about 603,240 (292)

Liquidity and Profitability: A Co-Integration Study

Review of Pacific Basin Financial Markets and Policies, 2018
This paper examines the relationship between liquidity and profitability of the non-financial firms listed in Dhaka Stock Exchange (DSE) for the period of 1998–2013. Pedroni and Johansen co-integration results show that liquidity, profitability, firm size and long-term debt (LTD) have significant co-integration relationship in the long run.
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Co-integration in Tourism

2023
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Co-integration Moldels with Applications

2020
Dinga Bruno, Jimbo Claver, Fono Louis
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Asymptotic Inference Theories on Co‐Integrated Regressions

1996
Abstract This chapter analyses co-integrated regressions. It considers the cases where Δxt is i.i.d without a drift, Δxt is still i.i.d. but has a deterministic drift, and Δxt is serially correlated. It discusses testing for co-integration, and co-integrated regression models’ assumption of some basic aspect of the co-integration space ...
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Risk Management of Co-Integrated Commodities

SSRN Electronic Journal, 2011
Karl Larsson, Marcus Nossman
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Co-integration

2016
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Co-integration, tourism

2014
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Time Series: Co-integration

2001
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(Panel Unit Roots and Co-Integration)

SSRN Electronic Journal, 2013
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Co-Integration or Fractional Co-Integration? Connections Between the Turkish and Some Major Stock Markets

2015
TORUN, ERDOST, KURT GÜMÜŞ, GÜLÜZAR, burton, bruce, Aktan, Bora   +3 more
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