Results 91 to 100 of about 52,481 (289)
Price Discovery in Bitcoin ETF Market
Financial Review, EarlyView.ABSTRACT In this study, we explore price discovery across the following three Bitcoin markets: spot, futures, and exchange‐traded funds (ETFs). Employing the fractionally cointegrated vector autoregressive (FCVAR) model, we estimate price discovery in each market using minute‐level price data from October 19, 2021, the launch date of the first US ...
Kiana Kia +4 more
wiley +1 more source
Cogent Economics & Finance, 2016 The main purpose of this study is to investigate empirically the impact of energy consumption and economic growth on the environmental degradation as measured by CO2 emissions.
Lamia Jamel, Abdelkader Derbali
doaj +1 more source
A panel cointegration analysis of linkages between international trade and tourism: case of India and South Asian Association for Regional Cooperation (SAARC) countries. [PDF]
Qual Quant, 2023 Azmi SN, Khan T, Azmi W, Azhar N.
europepmc +1 more source
Taylor Rule Deviations Across Horizons: A Practical Tool for Monetary Policy
Journal of Money, Credit and Banking, EarlyView.Abstract We propose “Taylor rule yields” across horizons for the United States. Applying the standard Taylor rule to expected paths of inflation and the output gap, we construct a sequence of short‐term rates under neutral monetary policy stances, whose average defines the Taylor rule yield at each horizon.
MASAZUMI HATTORI +2 more
wiley +1 more source
Income and energy consumption in Asia-Pacific countries - A panel cointegration analysis enhanced with common factors. [PDF]
Heliyon, 2021 Li R, Joyeux R, Ripple RD.
europepmc +1 more source
Macroprudential Policy in the Euro Area
Journal of Money, Credit and Banking, EarlyView.Abstract This paper examines the development and impact of macroprudential policies in the euro area. We construct a novel index that captures the stance of macroprudential policy, and we highlight its main stylized facts since the inception of the euro in 1999. We combine a narrative approach and a structural VAR method to show that both unanticipated
ÁLVARO FERNÁNDEZ‐GALLARDO +1 more
wiley +1 more source
Investigating the environmental Kuznets curve between economic growth and chemical fertilizer surpluses in China: a provincial panel cointegration approach. [PDF]
Environ Sci Pollut Res Int, 2022 Yu X, Schweikert K, Doluschitz R.
europepmc +1 more source
The Monetary Policy–Commodities Nexus: A Survey
Journal of Economic Surveys, EarlyView.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 +2 more
wiley +1 more source
Financial Innovation, 2019 The study investigated the relationship among remittances, financial development and economic growth in a panel of 20 sub-Saharan African countries over the period of 2000 and 2015.
D. O. Olayungbo, Ahmod Quadri
doaj +1 more source
Econometrics at the Extreme: From Quantile Regression to QFAVAR1
Journal of Economic Surveys, EarlyView.ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte +4 more
wiley +1 more source