Results 71 to 80 of about 5,076 (206)
National Accounting ReviewIn this study, we employed a developed Fractional Cointegrating Vector Autoregressive (FCVAR) model to analyze the relationship between three different securities, i.e., housing prices, S&P500 stock prices and gold, and inflation rate, to determine the ...
Alejandro Almeida +3 more
doaj +1 more source
Environmental quality and economic growth in Nigeria: A fractional cointegration analysis [PDF]
International Journal of Development and Sustainability, 2013 The paper investigates the relationship between environmental quality and economic growth in Nigeria using a fractional cointegration analysis over the period 1970-2011. It seeks to examine the effect of growth on environmental performance by controlling
Alege, P.O. , Ogundipe, A.A.
doaj
Dynamic Debt With Intensity‐Based Models
Journal of Futures Markets, Volume 46, Issue 2, Page 334-352, February 2026.ABSTRACT This article proposes a dynamic debt model where the face value of debt can change. In particular, our dynamic debt setting allows debt changes ruled by intensity processes that are linked to the firm value through the correlation between the stochastic processes. Analytical solutions are obtained, and we extend the proposed dynamic debt model
João Miguel Reis, José Carlos Dias
wiley +1 more source
Fractional integration and cointegration in stock prices and exchange rates [PDF]
This paper examines the relationships between the CAC40 index, the Dow Jones index and the Euro/USD exchange rate using daily data over the period 1999-2008.
Anne Péguin-feissolle +3 more
core +3 more sources
Natural Resources Forum, Volume 50, Issue 1, Page 390-411, February 2026.Abstract The pursuit of a sustainable environment is a common goal for many nations; however, achieving this has become increasingly difficult due to country‐specific risks, often referred to as country risk. Despite its importance, the relationship between country risk and environmental outcomes is still in its early stages of exploration.
Yanfeng Wei +4 more
wiley +1 more source
Restoring Balance: The Intersection of Management and Fishing Sustainability in Indonesia
Fisheries Management and Ecology, Volume 33, Issue 1, Page 54-68, February 2026.ABSTRACT As the world's second‐largest fish producer, Indonesia plays a crucial role in global fishing. However, overfishing, habitat degradation, population growth, and container port traffic threaten the sustainability of the fishing industry. We examined the impacts of fishing, population growth, and container port traffic on Indonesia's fishing ...
Kirca Mustafa +3 more
wiley +1 more source
Natural Resource Modeling, Volume 39, Issue 1, February 2026.ABSTRACT This study investigates how natural resources, productive capacities, climate resilience, green innovations, and education influence ecological sustainability in China. Using annual data from 2001 to 2023, we apply the Fourier ADF and Fourier ARDL approaches to capture nonlinear dynamics and smooth structural breaks often missed by traditional
Rui Zhang +3 more
wiley +1 more source
Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve [PDF]
We estimate a multivariate autoregressive fractionally-integrated moving-average (ARFIMA) model to illustrate a cointegration testing methodology based on joint estimates of the fractional orders of integration of a cointegrating vector and its parent ...
Michael Dueker, Richard Startz
core
Macroeconomic Spillovers of Weather Shocks Across U.S. States
Oxford Bulletin of Economics and Statistics, Volume 88, Issue 1, Page 141-156, February 2026.ABSTRACT We estimate the short‐run effects of weather‐related disasters on local economic activity and cross‐border spillovers that operate through economic linkages between U.S. states. To this end, we use emergency declarations triggered by natural disasters and estimate their effects using a monthly global vector autoregressive (GVAR) model for U.S.
Emanuele Bacchiocchi +2 more
wiley +1 more source
On the relationship between Bitcoin and other assets during the outbreak of coronavirus: Evidence from fractional cointegration analysis. [PDF]
Resour Policy, 2022 Bejaoui A, Mgadmi N, Moussa W.
europepmc +1 more source