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BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests

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  • Abdulnasser Hatemi-J
  • Eduardo Roca

Abstract

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Suggested Citation

  • Abdulnasser Hatemi-J & Eduardo Roca, 2014. "BRICs and PIGS in the presence of Uncle Sam and big brothers: Who drive who? Evidence based on asymmetric causality tests," Discussion Papers in Accounting finance:201401, Griffith University, Department of Accounting, Finance and Economics.
    • Handle: RePEc:gri:apaper:finance:201401
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    File URL: https://research-repository.griffith.edu.au/bitstream/handle/10072/390465/2014-01-BRICs-and-PIGS-in-the-presence-of-uncle-sam-and-big-brothers.pdf
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    Cited by:

    1. Aktolkin Abubakirova & Lyazzat Kudabayeva & Gulnar Abdulina & Aliya Zurbayeva & Indira Tazhiyeva, 2021. "Analysis of the Asymmetric Relationship between Oil Prices and Real Effective Exchange Rate in Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 345-351.
    2. Aziza Syzdykova & Aktolkin Abubakirova & Lyazzat Kudabayeva & Ardak Zhantayeva & Aizhan Omarova, 2022. "Asymmetric Causality Relationship between Oil Prices and Inflation in BRIC Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 12(3), pages 184-191, May.
    3. Ali Koçyigit & Mustafa Ercan Kiliç & Tayfur Bayat, 2015. "A Causality Test on the Gibson Paradox in Turkey," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 5(10), pages 1134-1147, October.
    4. Hassan, M. Kabir & Kayhana, Selim & Bayatb, Tayfur, 2016. "The Relation between Return and Volatility in ETFs Traded in Borsa Istanbul: Is there any Difference between Islamic and Conventional ETFs?," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 24, pages 45-76.
    5. Muhsin Kar & Tayfur Bayat & Selim Kayhan, 2016. "Impacts of Credit Default Swaps on Volatility of the Exchange Rate in Turkey: The Case of Euro," IJFS, MDPI, vol. 4(3), pages 1-18, July.
    6. Fatma Kizilkaya, 2021. "Relationship Between Oil Prices and Real-Exchange Rate in Turkey: An Investigation Using Asymmetric Fourier Causality Analysis," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 71(71-2), pages 549-568, December.
    7. Selim Kayhan & Tayfur Bayat & Austin Dejan & Izzet Tasar, 2017. "The Relation Between Fiscal and Current Account Deficits: The Case of Fragile Five," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 5(3), pages 318-330, September.

    More about this item

    Keywords

    BRIC; PIGS; asymmetric causality test; stock markets;
    All these keywords.

    JEL classification:

    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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