This study examines long-run relationships and short-run dynamic causal linkages among
the US, Japanese, and ten Asian emerging stock markets, with the particular attention to the …

This paper considers the degree to which the five stock markets in the original Association of
Southeast Asian Nations countries (ASEAN-5) are correlated as a way to assess the …

This paper investigates the effect of disaggregate energy consumption on industrial output in
the United States. Most of the related research utilizes aggregate data which may not …

Abstract In 1989, Global Finance Journal (GFJ) started publishing articles examining
financial topics from a global perspective. In 2018, the journal celebrated its 30th …

This paper examines the integration and causality of interdependencies among seven major
East Asian stock exchanges before, during, and after the 1997–1998 Asian financial crisis …

This paper investigates the short-and long-run behavior of major emerging Central
European (Poland, Czech Republic, Hungary, Slovakia), and developed (Germany, US) …

This paper reexamines the inter-temporal link between energy consumption and income in
six developing countries with diverse economic backgrounds and energy statistics, in a …

This paper examines the integration and causality of interdependencies among six major
East Asian stock exchanges, while also considering their interactions with the USA before …

Since the Asian Financial Crisis in 1997, the relationship between stock prices and
exchange rates has received considerable amount of attention from the economists …

This book provides an essential toolkit for all students wishing to know more about the
modelling and analysis of financial data. Applications of econometric techniques are …