Results 141 to 150 of about 32,224 (224)

Tourism, real output and real effective exchange rate in Malaysia: a view from rolling sub-samples [PDF]

open access: yes
The objective of this study is to examine the tourism-growth nexus for Malaysia with the cointegration and Granger causality tests. This study covers the monthly data from January 1989 to May 2010.
Tang, Chor Foon
core   +1 more source

The Impact of Exchange Rates on Stock Market Performance: Evidence from the Egyptian Stock Exchange

open access: yesCopernican Journal of Finance & Accounting
This study assess the causal connection between the currency pairing of the USD versus the Egyptian Pound) USD/EGP) and stock market activity in Egypt during the short term using quantitative data for each day from 2015–2025.
Mustafa Hussein Abd-Allah
doaj  

Testing for Cointegration in Multivariate Time Series : An evaluation of the Johansens trace test and three different bootstrap tests when testing for cointegration

open access: yes, 2013
In this paper we examine, by Monte Carlo simulation, size and power of the Johansens trace test when the error covariance matrix is nonstationary, and we also investigate the properties of three different bootstrap cointegration tests. Earlier studies indicate that the Johansen trace test is not robust in presence of heteroscedasticity, and tests based
openaire   +1 more source

Ship-Bridge Collision Real-Time Alarming Method Based on Cointegration Theory. [PDF]

open access: yesSensors (Basel)
Zhong W   +6 more
europepmc   +1 more source

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