[HTML][HTML] Volatility spillover effects between Islamic stock markets and exchange rates: Evidence from three emerging countries
Empirical findings focusing on the relationship between capital markets and macroeconomic
variables are used as data sources in determining policies for the development of the …
variables are used as data sources in determining policies for the development of the …
[HTML][HTML] The impacts of conventional and Islamic banking sectors on real sector growth: Evidence from time-varying causality analysis for Turkiye
Advocates of Islamic finance claim that it contributes to the development of the real
economy, rather than focusing on growth in financial assets by selling money to earn money …
economy, rather than focusing on growth in financial assets by selling money to earn money …
A note on time-varying causality between natural gas consumption and economic growth in Turkey
This study aims to analyze the relationship between economic growth and natural gas
consumption for the years of 1983–2017 in Turkey. The existence of causality relationship …
consumption for the years of 1983–2017 in Turkey. The existence of causality relationship …
Time-varying pattern causality inference in global stock markets
T Wu, X Gao, S An, S Liu - International Review of Financial Analysis, 2021 - Elsevier
Causality analysis can reveal the intrinsic interactions in financial markets. Though Granger
causality test and transfer entropy method have successfully determined positive and …
causality test and transfer entropy method have successfully determined positive and …
Reconstructing complex network for characterizing the time-varying causality evolution behavior of multivariate time series
M Jiang, X Gao, H An, H Li, B Sun - Scientific reports, 2017 - nature.com
In order to explore the characteristics of the evolution behavior of the time-varying
relationships between multivariate time series, this paper proposes an algorithm to transfer …
relationships between multivariate time series, this paper proposes an algorithm to transfer …
Time-varying causality between income inequality and ecological footprint in Turkey
This paper investigates the relationship between income inequality and environmental
degradation for the case of Turkey between 1987 and 2017 through the bootstrap causality …
degradation for the case of Turkey between 1987 and 2017 through the bootstrap causality …
The relationship between energy consumption and economıc growth in the G7 countries: the time-varying asymmetric causality analysis
Purpose This study aims to reveal new information about the relationship between energy
consumption and economic growth for the time-varying causality. Design/methodology …
consumption and economic growth for the time-varying causality. Design/methodology …
Stock market prices and exchange rates in Nigeria: insights from a nonlinear and asymmetric analysis
This study examines the asymmetric structure (good and bad news) inherent in both stock
market prices and exchange rates in Nigeria by using monthly data between January 1986 …
market prices and exchange rates in Nigeria by using monthly data between January 1986 …
The impact of exchange rates on stock markets in Turkey: Evidence from linear and non-linear ARDL models
M Çakır - Linear and Non-Linear Financial Econometrics: Theory …, 2021 - books.google.com
In this chapter we investigate the asymmetric impact of exchange rates on three major stock
market indices in Turkey using four different ARDL models between 2003M1 and 2018M12 …
market indices in Turkey using four different ARDL models between 2003M1 and 2018M12 …
Volatility spillover analysis between stocks and exchange rate markets in short and long terms in East European and Eurasian countries
D Živkov, M Gajić-Glamočlija… - International Journal of …, 2023 - emerald.com
Purpose This paper researches a bidirectional volatility transmission effect between stocks
and exchange rate markets in the six East European and Eurasian countries …
and exchange rate markets in the six East European and Eurasian countries …