Results 31 to 40 of about 5,155 (224)
Panel cointegration test–Johansen Fisher.
, 2018 Panel cointegration test–Johansen Fisher.
Marius-Corneliu Marinaș (5828717) +3 more
core +1 more source
Financial Innovation, 2019 This paper demonstrates a significant, long-running relationship between stock prices and domestic interest rates in Turkey’s financial markets for the period of 2001 M1 – 2017 M4.
Turgut Tursoy
doaj +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT The United States (U.S.) faces challenges in achieving its ambitious net‐zero carbon emissions target by 2050, with current emissions having fallen by less than 1% in 2024. Despite an investment of $500 billion in low‐carbon resources while holding the second‐largest green technology patent portfolio globally, it is further imperative to ...
Md Zubair Ahmad +5 more
wiley +1 more source
Pressacademia, 2015 The profitability of banking sector has a critical importance in terms of this sector. There are various determiners of the profitability in banking sector. In this research the relationship between interest rates on deposits that is one of determiners of profitability and profitability in the banking sector is being studied and the effects of ...
Uluyol, Osman, Ekim, Samiye
openaire +4 more sources
Gauging the Effects of Modern Payment Technologies Adoption on the Demand for Money in Nigeria
Economic Analysis, 2019 In contrast to the global intermediate goals of monetary policy, “financial exclusion” remains prevalent. Therefore, using the Nigerian economy as a point of reference, this paper attempts to shed more light on the role played by modern payment ...
Tersoo Iorngurum
doaj +1 more source
Local-Explosive Approximations to Null Distributions of the Johansen Cointegration Test, with an Application to Cyclical Concordance in the Euro Area [PDF]
SSRN Electronic Journal, 2012 This paper considers approximating the nite sample null-distribution of a test statistic as its asymptotic distribution under a local alternative. We focus on the Likelihood Ratio test for the rank of cointegration and use nonlinearities that represent some nite sample distributional features.
openaire +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT We use foreign trade data on both imports and exports of goods and services among a group of 15 advanced economies to determine the incomes and price elasticities of demand for exports and imports of goods, services and goods and services combined in the long run.
Tjeerd M. Boonman +2 more
wiley +1 more source
Cogent Business & Management, 2018 The objective of this study is to investigate evidence of cointegration and causality between the market price of the live cattle in Brazil and the prices of the respective derivatives traded on BM&FBOVESPA – São Paulo, Brazil. The Johansen test was used
Janaina Gabrielle Moreira Campos da Cunha Amarante +5 more
doaj +1 more source
Seasonal co-integration: An extention of the Johansen and Schaumburg approach with an exclusion test [PDF]
Panoeconomicus, 2009 In this paper, the Johansen and Schaumburg method for seasonal cointegration has been tried to be applied for testing an a priori hypothesized cointegrating money demand variable space.
Tasseven Ozlem
doaj +1 more source
Interplay Between Green Investment and Market Price Premia in Global Shipping
International Journal of Finance &Economics, EarlyView.ABSTRACT Existing research emphasises that the driver of green investment is its future profitability. This paper shows that other investors' decisions also influence green investment. We take the example of scrubber installation in shipping, which is optional by regulation but has an established market for trading its underlying asset.
Yao Shi +4 more
wiley +1 more source