Results 71 to 80 of about 31,779 (216)

Causal links between trade, foreign direct investment and economic growth for Bangladesh [PDF]

This study investigates empirically the causal relationship between trade, foreign direct investment (FDI) and economic growth of Bangladesh for the period of 1973 to 2008.
Syed Imran Ali Meerza
core  

Combined Effects of Fat‐Tail and Spread Forecasting on Pairs Trading: A Hybrid Model Based on Integrating VAR With GRU Models

Journal of Forecasting, Volume 45, Issue 3, Page 1110-1128, April 2026.
ABSTRACT Pairs trading, a popular algorithmic trading strategy, exploits the short‐term price difference (spread) between two comoving assets. Empirically, the spread distribution of most assets in pairs trading has a fat‐tail characteristic that does not follow a normal distribution.
Yuhee Kwon, Youngsoo Choi
wiley   +1 more source

The impact of the Chinese cornstarch futures on spot market and corn futures market

Cogent Economics & Finance, 2017
This article investigates price transmission mechanism and volatility impact between Chinese cornstarch futures market and relevant markets through Johansen cointegration test, VEC model and GARCH model.
Crentsil Kofi Agyekum, Haifeng Huang, Jianshu Chen   +2 more
doaj   +1 more source

Stock Market Integration among Asian Economies in a Case of India, China and Japan

International Research Journal of Business Studies, 2019
Globalization has opened the door for global investors to avoid the saturation of investment opportunities in the domestic market. Latest technological advancement, accessibility to financial and global information, liberalization and globalization put ...
Pritpal Singh Bhullar
doaj   +1 more source

ANALYZING THE SUSTAINABILITY OF SWEDISH FISCAL POLICY : Johansen cointegration approach

, 2021
Fiscal policy in Sweden has varied heavily over the last 50 years, from being a distributive tool during most of the 20th century to strongly focusing on stabilization policies in the 1980s and 90s. This study examines the sustainability of Swedish fiscal policy in terms of public debt between 1800 and 2019 using data from Mauro et al. (2013).
openaire   +1 more source

The Long Run, Market Power and Retail Pricing [PDF]

The paper uses the Johansen cointegration approach to analyse long-run pricing strategies of pork and chicken retailers in Austria. Long-run retail pricing strategy is found to be dependent on market share and price elasticity of demand for product.
Jumah, Adusei
core  

The Monetary Policy–Commodities Nexus: A Survey

Journal of Economic Surveys, Volume 40, Issue 2, Page 1050-1082, April 2026.
ABSTRACT This survey synthesizes evidence on the bidirectional links between commodity markets and monetary policy. On the commodities‐to‐policy side, we review how shocks to energy, food, and metals pass through to inflation, inflation expectations, economic activity, and financial stability in state‐dependent ways that vary by shock type, exposure ...
Martin T. Bohl, Niklas Humann, Pierre L. Siklos   +2 more
wiley   +1 more source

Inter-linkages and causal relationships between US and BRIC equity markets: An empirical investigation

Arab Economic and Business Journal, 2016
The US and BRIC economies are sharing increasing trade as well as financial linkages since the last decade. In this regard, the present study attempts to capture long run and short run inter-linkages and causal relationships between the US and BRIC ...
Amanjot Singh, Manjit Singh
doaj   +1 more source

Testing the Market Integration in Regional Cantaloupe and Melon Markets between the U.S. and Mexico: An Application of Error Correction Model [PDF]

Examine the integration between U.S. and Mexican cantaloupe and watermelon prices using cointegration and error correction model approach. Cointegration analysis shows significant post-2002 improvement in market integration, particularly in the speed at ...
Rosson, C. Parr, III, Susanto, Dwi, Xia, Yan   +2 more
core   +1 more source

The Roles of Agricultural Credit, Financial Development, and Renewable Energy for Food Security

Food and Energy Security, Volume 15, Issue 2, March/April 2026.
ABSTRACT Access to credit and renewable energy adoption are crucial for promoting food security in emerging economies. This study examines the long‐term impact of agricultural credit, financial development, and renewable energy on food security and agricultural production in India from 2000 to 2022.
Xiaoping Tang, Qiong Wang, Asad Amin, Dicle Ozdemir, Abbas Ali Chandio   +4 more
wiley   +1 more source