Results 241 to 250 of about 15,639,744 (351)

Panel Cointegration Testing in the Presence of Common Factors

open access: yes
Panel unit root and no-cointegration tests that rely on cross-sectional independence of the panel unit experience severe size distortions when this assumption is violated, as has e.g.
Urbain,Jean-Pierre   +2 more
core  

Monetary Policy, Investor Sentiment and Stock Price Bubble: Evidence From China

open access: yesAccounting &Finance, EarlyView.
ABSTRACT The empirical results indicate that an increase in interest rates may stimulate a significant and persistent stock price bubble, which is consistent with rational asset price bubble theory. This finding suggests that central banks should implement anti‐turbulent monetary policy with caution, since inappropriate tightening may unintentionally ...
Jiahao Gong   +3 more
wiley   +1 more source

Long‐run confidence: Estimating uncertainty when using long‐run multipliers

open access: yesAmerican Journal of Political Science, EarlyView.
Abstract Researchers are often interested in the long‐run relationship (LRR) between variables where the dependent variable has dynamic properties. Though determining the long‐run multiplier (LRM) for an independent variable is straightforward, correctly estimating the significance of the LRM is often difficult, especially when time series are short ...
Mark David Nieman, David A. M. Peterson
wiley   +1 more source

IV threshold cointegration tests and the Taylor rule

open access: yes, 2010
W. Enders   +3 more
semanticscholar   +1 more source

Between Cryptocurrencies' Risk and Crypto Environmental Attention: The Crypto Environment Attention Index and Volatility in the Cryptocurrencies Market Nexus

open access: yesBusiness Ethics, the Environment &Responsibility, EarlyView.
ABSTRACT This study investigates the impact of environmental attention on cryptocurrency market volatility by introducing the Crypto Environmental Attention Index (CEAI), a new metric inspired by Wang et al. (2022) and constructed using daily web search data.
Ines Ghazouani   +2 more
wiley   +1 more source

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