Results 1 to 10 of about 21,282 (304)

Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis

Energies, 2018
This study examines the Granger-causal relationships between oil price movements and global stock returns by using time-varying Granger-causality tests in mean and in variance.
Emrah İ. Çevik, Erdal Atukeren, Turhan Korkmaz   +2 more
doaj   +1 more source

How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test. [PDF]

Resour Policy, 2022
Hong Y, Ma F, Wang L, Liang C.
europepmc   +1 more source

Government revenue and expenditure nexus in South Africa

South African Journal of Economic and Management Sciences, 2013
This paper investigates the nexus between government expenditure and government revenue in South Africa within the framework of a vector autoregressive (VAR) approach. It uses the Hylleberg et al.
Esman Nyamongo, Niek Schoeman, Moses Sichei   +2 more
doaj   +1 more source

The Causes of Occupational Accidents and Injuries in Romanian Firms: An Application of the Johansen Cointegration and Granger Causality Test. [PDF]

Int J Environ Res Public Health, 2021
Ivascu L, Sarfraz M, Mohsin M, Naseem S, Ozturk I.   +4 more
europepmc   +1 more source

Long Term Validity of Monetary Exchange Rate Model: Evidence from Turkey

Romanian Economic Journal, 2014
In this study, it was analyzed if there is a long term relationship among the nominal exchange rate and monetary fundamentals within the periods of 1998:1-2011:2 in Turkey. This relationship has been analysed by using structural VAR (SVAR) model. Besides,
Ugur Ahmet , Akbas Yusuf Ekrem , Senturk Mehmet   +2 more
doaj  

An econometric analysis of the impact of economic growth, information and communication technology goods exports and unemployment on NEET rates: the case of Nordic countries

European Journal of Government and Economics
This study aims to empirically analyze the impact of economic growth, information and communication technology (ICT) goods exports and unemployment on NEET rates for the Nordic countries (Denmark, Norway, Sweden, Finland and Iceland).
Seher Suluk
doaj   +1 more source

Letter to the editor of Heliyon re: Grassmann, G. "New considerations on the validity of the Wiener-Granger causality test" [Heliyon 6 (2020) e05208]. [PDF]

Heliyon, 2021
Chvosteková M, Krakovská A.
europepmc   +1 more source

Letter to the editor of Heliyon re: new considerations on the validity of the Wiener-Granger causality test [Heliyon 6(10) (2020) e05208]. [PDF]

Heliyon, 2021
Grassmann G.
europepmc   +1 more source

Bidirectional Relationship between Stock Market Decline and Liquidity: A Study of Emerged & Emerging Economies

Journal of Business and Social Review in Emerging Economies, 2021
This study intends to examine the nature & direction of relationship between stock market movements, particularly market decline, and its liquidity in 14 selected emerged and emerging economies (G8+5 and Pakistan) for January 2001 through December 2017 ...
Maria Shams Khakwani, Rehana Kouser
doaj  

Investigation of the Relationship between Macroeconomic Variables and Overall Price Index of Tehran Stock Exchange [PDF]

Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2012
Considering the pivotal role of stock market in the process of economic development, this research focuses on the relationship between the variables of exchange rate, interest rate, oil price shock and overall price index of Tehran Stock Exchange.
Mansour Zarra Nezhad, Sahar Motamedi
doaj