Nikitas Pittis
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2009.
"Selectivity, Market Timing and the Morningstar Star-Rating System,"
CESifo Working Paper Series
2580, CESifo.
- Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2009. "Selectivity, Market Timing and the Morningstar Star-Rating System," Discussion Papers of DIW Berlin 874, DIW Berlin, German Institute for Economic Research.
Cited by:
- Otero-González, Luis & Durán-Santomil, Pablo, 2021. "Is quantitative and qualitative information relevant for choosing mutual funds?," Journal of Business Research, Elsevier, vol. 123(C), pages 476-488.
- Ekaterini Panopoulou & Nikitas Pittis & Sarantis Kalyvitis, 2006.
"Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp134, IIIS.
- Ekaterini Panopoulou & Nikitas Pittis & Sarantis Kalyvitis, 2010. "Looking far in the past: revisiting the growth-returns nexus with non-parametric tests," Empirical Economics, Springer, vol. 38(3), pages 743-766, June.
- Ekaterini Panopoulou & N. Pittis & S. Kalyvitis, 2006. "Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests," Economics Department Working Paper Series n1660306, Department of Economics, National University of Ireland - Maynooth.
Cited by:
- Lyócsa, Štefan, 2014. "Growth-returns nexus: Evidence from three Central and Eastern European countries," Economic Modelling, Elsevier, vol. 42(C), pages 343-355.
- Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2012. "Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries," MPRA Paper 43306, University Library of Munich, Germany.
- Ekaterini Panopoulou, 2006. "The predictive content of financial variables: Evidence from the euro area," The Institute for International Integration Studies Discussion Paper Series iiisdp178, IIIS.
- Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2019.
"Network-based asset allocation strategies,"
The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 516-536.
- Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2018. "Network-based asset allocation strategies," EconStor Preprints 180063, ZBW - Leibniz Information Centre for Economics.
- Ekaterini Panopoulou & Nikitas Pittis & Sarantis Kalyvitis, 2006.
"Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp134, IIIS.
- Ekaterini Panopoulou & Nikitas Pittis & Sarantis Kalyvitis, 2010. "Looking far in the past: revisiting the growth-returns nexus with non-parametric tests," Empirical Economics, Springer, vol. 38(3), pages 743-766, June.
- Ekaterini Panopoulou & N. Pittis & S. Kalyvitis, 2006. "Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests," Economics Department Working Paper Series n1660306, Department of Economics, National University of Ireland - Maynooth.
- Lyócsa, Štefan & Výrost, Tomáš & Plíhal, Tomáš, 2021. "A tale of tails : New evidence on the growth-return nexus," Finance Research Letters, Elsevier, vol. 38(C).
- Panopoulou, Ekaterini, 2009. "Financial variables and euro area growth: A non-parametric causality analysis," Economic Modelling, Elsevier, vol. 26(6), pages 1414-1419, November.
- Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš, 2012. "Stock returns and real activity: the dynamic conditional lagged correlation approach," MPRA Paper 43307, University Library of Munich, Germany.
- Eduard Baum??hl & ??tefan Ly??csa, 2014. "How smooth is the stock market integration of CEE-3?," William Davidson Institute Working Papers Series wp1079, William Davidson Institute at the University of Michigan.
- Dimitrios Malliaropulos & Ekaterini Panopoulou & Nikitas Pittis & Theologos Pantelidis, 2006.
"The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp135, IIIS.
- Ekaterini Panopoulou & Dimitrios Malliaropulos & Theologos Pantelidis & Nikitas Pittis, 2006. "The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates," Economics Department Working Paper Series n1640306, Department of Economics, National University of Ireland - Maynooth.
Cited by:
- Hwa-Taek Lee & Gawon Yoon, 2013. "Does purchasing power parity hold sometimes? Regime switching in real exchange rates," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2279-2294, June.
- Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis, 2004.
"The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study,"
Economics and Finance Discussion Papers
04-14, Economics and Finance Section, School of Social Sciences, Brunel University.
- Guglielmo Maria Caporale, 2005. "The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification: A Monte Carlo Study," Journal of Financial Econometrics, Oxford University Press, vol. 3(2), pages 282-309.
- Caporale, Guglielmo Maria & Ntantamis, Christos & Pantelidis, Theologos & Pittis, Nikitas, 2004. "The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study," Economics Series 156, Institute for Advanced Studies.
- Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis, 2004. "The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study," Public Policy Discussion Papers 04-14, Economics and Finance Section, School of Social Sciences, Brunel University.
Cited by:
- Geoff Willcocks, 2009. "UK Housing Market: Time Series Processes with Independent and Identically Distributed Residuals," The Journal of Real Estate Finance and Economics, Springer, vol. 39(4), pages 403-414, November.
- Jorge Pérez-Rodríguez & Julián Andrada-Félix, 2013. "Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples," Computational Statistics, Springer, vol. 28(2), pages 701-734, April.
- Mayer, Alexander & Wied, Dominik, 2023.
"Estimation and inference in factor copula models with exogenous covariates,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 1500-1521.
- Alexander Mayer & Dominik Wied, 2021. "Estimation and Inference in Factor Copula Models with Exogenous Covariates," Papers 2107.03366, arXiv.org, revised Dec 2022.
- Luo, Wenya & Bai, Zhidong & Zheng, Shurong & Hui, Yongchang, 2020. "A modified BDS test," Statistics & Probability Letters, Elsevier, vol. 164(C).
- Halil Guler & Anil Talasli, 2010. "Modelling the Daily Currency in Circulation in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 10(1), pages 29-46.
- Isao Ishida & Toshiaki Watanabe, 2009.
"Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model,"
CARF F-Series
CARF-F-145, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Isao Ishida & Toshiaki Watanabe, 2009. "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," Global COE Hi-Stat Discussion Paper Series gd08-032, Institute of Economic Research, Hitotsubashi University.
- Isao Ishida & Toshiaki Watanabe, 2009. "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," CIRJE F-Series CIRJE-F-608, CIRJE, Faculty of Economics, University of Tokyo.
- Samet G nay, 2015. "Chaotic Structure of the BRIC Countries and Turkey's Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 515-522.
- Emilian DOBRESCU, 2016. "Controversies over the Size of the Public Budget," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-34, December.
- Borusyak, K., 2011. "Nonlinear Dynamics of the Russian Stock Market in Problems of Risk Management," Journal of the New Economic Association, New Economic Association, issue 11, pages 85-105.
- Caporale, Guglielmo Maria & Pittis, Nikitas, 2004.
"Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence,"
Economics Series
157, Institute for Advanced Studies.
Cited by:
- Jacob Otim & Susan Watundu & John Mutenyo & Vincent Bagire, 2023. "Fossil Fuel Energy Consumption, Economic Growth, Urbanization, and Carbon Dioxide Emissions in Kenya," International Journal of Energy Economics and Policy, Econjournals, vol. 13(3), pages 457-468, May.
- Abul, Sadeq & Al-Kandari, Ahmad M., 2020. "Real Estate Market and Macroeconomic Factors in Kuwait: An ARDL Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 73(3), pages 405-434.
- Rutayisire, J.Musoni, 2021. "Public debt dynamics and nonlinear effects on economic growth : evidence from Rwanda," MPRA Paper 110931, University Library of Munich, Germany.
- Alogoskoufis, George & Martin, Christopher & Pittis, Nikitas, 1990.
"Pricing and Product Market Structure in Open Economies: An Empirical Test,"
CEPR Discussion Papers
486, C.E.P.R. Discussion Papers.
Cited by:
- Smith, Peter N., 2000. "Output price determination and the business cycle," Economic Modelling, Elsevier, vol. 17(1), pages 49-69, January.
- Palaskas, Theodosios B. & Varangis, Panos N., 1991. "Is there excess co-movement of primary commodity prices? A co-integration test," Policy Research Working Paper Series 758, The World Bank.
- Torben Andersen & Niels Hansen, 1995. "Price adjustment in open economies," Open Economies Review, Springer, vol. 6(4), pages 303-321, October.
- Colin Ellis, 2006. "Elasticities, markups and technical progress: evidence from a state-space approach," Bank of England working papers 300, Bank of England.
- Colin Ellis & Simon Price, 2003. "The impact of price competitiveness on UK producer price behaviour," Bank of England working papers 178, Bank of England.
Articles
- Nikolaos Kourogenis & Nikitas Pittis, 2011.
"Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences,"
Econometric Reviews, Taylor & Francis Journals, vol. 30(1), pages 88-108.
Cited by:
- Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2010. "Aggregational Gaussianity And Barely Infinite Variance In Crop Prices," DEOS Working Papers 1001, Athens University of Economics and Business.
- Shi, Chengchun & Zhou, Yunzhe & Li, Lexin, 2024. "Testing directed acyclic graph via structural, supervised and generative adversarial learning," LSE Research Online Documents on Economics 119446, London School of Economics and Political Science, LSE Library.
- Lee, Sanghoon & Li, Qiang, 2013.
"Uneven landscapes and city size distributions,"
Journal of Urban Economics, Elsevier, vol. 78(C), pages 19-29.
- Sanghoon Lee & Qiang Li, 2010. "Uneven landscapes and the city size distribution," Working Papers 2010/41, Institut d'Economia de Barcelona (IEB).
- Antypas, Antonios & Koundouri, Phoebe & Kourogenis, Nikolaos, 2013. "Aggregational Gaussianity and barely infinite variance in financial returns," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 102-108.
- Ekaterini Panopoulou & Nikitas Pittis & Sarantis Kalyvitis, 2010.
"Looking far in the past: revisiting the growth-returns nexus with non-parametric tests,"
Empirical Economics, Springer, vol. 38(3), pages 743-766, June.
See citations under working paper version above.
- Ekaterini Panopoulou & Nikitas Pittis & Sarantis Kalyvitis, 2006. "Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests," The Institute for International Integration Studies Discussion Paper Series iiisdp134, IIIS.
- Ekaterini Panopoulou & N. Pittis & S. Kalyvitis, 2006. "Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests," Economics Department Working Paper Series n1660306, Department of Economics, National University of Ireland - Maynooth.
- Kourogenis, Nikolaos & Pittis, Nikitas, 2010.
"Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator,"
Economics Letters, Elsevier, vol. 106(2), pages 84-86, February.
Cited by:
- Abdelkamel Alj & Rajae Azrak & Guy Melard, 2014. "On Conditions in Central Limit Theorems for Martingale Difference Arrays Long Version," Working Papers ECARES ECARES 2014-05, ULB -- Universite Libre de Bruxelles.
- Nikolaos Kourogenis & Nikitas Pittis, 2008.
"Testing for a unit root under errors with just barely infinite variance,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 29(6), pages 1066-1087, November.
Cited by:
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2012. "Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reflections," DEOS Working Papers 1226, Athens University of Economics and Business.
- Mario Jovanovic, 2009. "Serbian foreign exchange market during 2004-2008," SEEMHN papers 19, National Bank of Serbia.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2016.
"Statistical Modeling Of Stock Returns: Explanatory Or Descriptive? A Historical Survey With Some Methodological Reflections,"
Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 149-164, February.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2014. "Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections," DEOS Working Papers 1410, Athens University of Economics and Business.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas, 2016. "Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections," LSE Research Online Documents on Economics 65549, London School of Economics and Political Science, LSE Library.
- Strohsal, Till & Weber, Enzo, 2010.
"Mean-Variance Cointegration and the Expectations Hypothesis,"
University of Regensburg Working Papers in Business, Economics and Management Information Systems
442, University of Regensburg, Department of Economics.
- Strohsal, Till & Weber, Enzo, 2011. "Mean-variance cointegration and the expectations hypothesis," SFB 649 Discussion Papers 2011-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Till Strohsal & Enzo Weber, 2014. "Mean-variance cointegration and the expectations hypothesis," Quantitative Finance, Taylor & Francis Journals, vol. 14(11), pages 1983-1997, November.
- Neil Kellard & Denise Osborn & Jerry Coakley & Christian Conrad & Menelaos Karanasos, 2015. "On the Transmission of Memory in Garch-in-Mean Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 706-720, September.
- Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, 2010. "Aggregational Gaussianity And Barely Infinite Variance In Crop Prices," DEOS Working Papers 1001, Athens University of Economics and Business.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas, 2012. "Statistical Modeling of Stock Returns: A Historical Survey with Some Methodological Reflections," MPRA Paper 122422, University Library of Munich, Germany.
- Antypas, Antonios & Koundouri, Phoebe & Kourogenis, Nikolaos, 2013. "Aggregational Gaussianity and barely infinite variance in financial returns," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 102-108.
- Canepa, Alessandra, 2024. "Inflation dynamics and persistence: The importance of the uncertainty channel," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
- Canepa, Alessandra, 2022. "Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202211, University of Turin.
- Kourogenis, Nikolaos & Pittis, Nikitas, 2008.
"Cointegration, variance shifts and the limiting distribution of the OLS estimator,"
Economics Letters, Elsevier, vol. 99(1), pages 103-106, April.
Cited by:
- Boswijk, H. Peter, 2010. "Nuisance parameter free inference on cointegration parameters in the presence of a variance shift," Economics Letters, Elsevier, vol. 107(2), pages 190-193, May.
- Damen, Sven & Vastmans, Frank & Buyst, Erik, 2016. "The effect of mortgage interest deduction and mortgage characteristics on house prices," Journal of Housing Economics, Elsevier, vol. 34(C), pages 15-29.
- Caporale, Guglielmo Maria & Panopoulou, Ekaterini & Pittis, Nikitas, 2005.
"The Feldstein-Horioka puzzle revisited: A Monte Carlo study,"
Journal of International Money and Finance, Elsevier, vol. 24(7), pages 1143-1149, November.
Cited by:
- Tarlok Singh, 2007. "Intertemporal Optimizing Models Of Trade And Current Account Balance: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 21(1), pages 25-64, February.
- Piotr Misztal, 2011. "The Feldstein-Horioka Hypothesis in Countries with Varied Levels of Economic Development," Contemporary Economics, Vizja University, vol. 5(2), June.
- Ketenci, Natalya, 2013. "The Feldstein–Horioka puzzle in groupings of OECD members: A panel approach," Research in Economics, Elsevier, vol. 67(1), pages 76-87.
- Dilem Yıldırım & Onur A. Koska, 2018. "Puzzling out the Feldstein-Horioka Paradox for Turkey by a Time-Varying Parameter Approach," ERC Working Papers 1808, ERC - Economic Research Center, Middle East Technical University, revised Apr 2018.
- Ketenci, Natalya, 2018. "Impact of the Global Financial Crisis on the Level of Capital Mobility in EU Members," MPRA Paper 100075, University Library of Munich, Germany.
- Jérôme Héricourt & Mathilde Maurel, 2005.
"A new look at the Feldstein-Horioka puzzle: an "European-Regional" perspective,"
Cahiers de la Maison des Sciences Economiques
j05070, Université Panthéon-Sorbonne (Paris 1).
- Jérôme Héricourt & Mathilde Maurel, 2006. "A New Look at the Feldstein-Horioka Puzzle: A “European-Regional” Perspective," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00267478, HAL.
- Jérôme Héricourt & Mathilde Maurel, 2005. "A new look at the Feldstein-Horioka puzzle: an "European-regional" perspective," Post-Print halshs-00196383, HAL.
- Jérome Hericourt & Mathilde Maurel, 2006. "A new look at the Feldstein-Horioka puzzle: a European-regional perspective," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 49(2), pages 147-168.
- Jérôme Héricourt & Mathilde Maurel, 2005. "A new look at the Feldstein-Horioka puzzle: an "European-regional" perspective," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00196383, HAL.
- Jérôme Héricourt & Mathilde Maurel, 2006. "A New Look at the Feldstein-Horioka Puzzle: A “European-Regional” Perspective," Post-Print halshs-00267478, HAL.
- Khan, Saleheen, 2017. "The savings and investment relationship: The Feldstein–Horioka puzzle revisited," Journal of Policy Modeling, Elsevier, vol. 39(2), pages 324-332.
- Phiri, Andrew, 2019.
"The Feldstein-Horioka Puzzle and the Global Financial Crisis: Evidence from South Africa using Asymmetric Cointegration Analysis,"
Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 72(2), pages 139-170.
- Andrew Phiri, 2017. "The Feldstein-Horioka puzzle and the global financial crisis: Evidence from South Africa using asymmetric cointegation analysis," Working Papers 1701, Department of Economics, Nelson Mandela University, revised May 2017.
- Antonis Adam & Margarita Katsimi & Thomas Moutos, 2012.
"Inequality and the import demand function,"
Oxford Economic Papers, Oxford University Press, vol. 64(4), pages 675-701, October.
- Margarita Katsimi & Thomas Moutos, 2006. "Inequality and the US Import Demand Function," CESifo Working Paper Series 1827, CESifo.
- Antonis Adam & Margarita Katsimi & Thomas Moutos, 2008. "Inequality and the Import Demand Function," CESifo Working Paper Series 2196, CESifo.
- Katsimi, Margarita & Moutos, Thomas, 2011. "Inequality and the US import demand function," Journal of International Money and Finance, Elsevier, vol. 30(3), pages 492-506, April.
- Singh, Tarlok, 2008. "Testing the Saving-Investment correlations in India: An evidence from single-equation and system estimators," Economic Modelling, Elsevier, vol. 25(5), pages 1064-1079, September.
- Holmes, Mark J. & Otero, Jesús, 2014. "Re-examining the Feldstein–Horioka and Sachs' views of capital mobility: A heterogeneous panel setup," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 1-11.
- Katsimi, Margarita & Moutos, Thomas, 2007.
"A Note on Human Capital and the Feldstein-Horioka Puzzle,"
Economics Discussion Papers
2007-30, Kiel Institute for the World Economy (IfW Kiel).
- Margarita Katsimi & Thomas Moutos, 2009. "A Note On Human Capital And The Feldstein–Horioka Puzzle," Manchester School, University of Manchester, vol. 77(3), pages 398-409, June.
- Kollias, Christos & Mylonidis, Nikolaos & Paleologou, Suzanna-Maria, 2008. "The Feldstein-Horioka puzzle across EU members: Evidence from the ARDL bounds approach and panel data," International Review of Economics & Finance, Elsevier, vol. 17(3), pages 380-387.
- Solarin Sakiru Adebola & Jauhari Dahalan, 2012. "Capital Mobility: An Application of Savings-Investment Link for Tunisia," International Journal of Economics and Financial Issues, Econjournals, vol. 2(1), pages 1-11.
- Eslamloueyan, Karim & Jafari, Mahboubeh, 2014. "Financial crisis and saving–investment dynamics in the presence of cross-sectional dependence: The case of East Asia," China Economic Review, Elsevier, vol. 30(C), pages 209-220.
- Onur ÖZDEMIR, 2022. "High-Income Countries and Feldstein-Horioka Puzzle: Econometric Evidence from Dynamic Common-Correlated Effects Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 45-67, April.
- Ketenci, Natalya, 2010.
"The Feldstein –Horioka Puzzle and structural breaks: evidence from EU members,"
MPRA Paper
26010, University Library of Munich, Germany.
- Ketenci, Natalya, 2012. "The Feldstein–Horioka Puzzle and structural breaks: Evidence from EU members," Economic Modelling, Elsevier, vol. 29(2), pages 262-270.
- Dilem Yıldırım & Ethem Erdem Orman, 2016. "The Feldstein-Horioka Puzzle in the Presence of Structural Breaks: Evidence from China," ERC Working Papers 1601, ERC - Economic Research Center, Middle East Technical University, revised Jan 2016.
- Costantini, Mauro & Gutierrez, Luciano, 2013. "Capital mobility and global factor shocks," Economics Letters, Elsevier, vol. 120(3), pages 513-515.
- Phiri, Andrew, 2017. "The Feldstein-Horioka puzzle and the global recession period: Evidence from South Africa using asymmetric cointegration analysis," MPRA Paper 79096, University Library of Munich, Germany.
- Natalya Ketenci, N., 2010. "The Feldstein Horioka Puzzle by groups of OECD members: the panel approach," MPRA Paper 25848, University Library of Munich, Germany.
- Ibrahim Raheem & Kazeem Ajide & Oluwatosin Adeniyi, 2015. "Is there a role for governance in the saving-investment nexus for Sub-Saharan Africa?," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 17(2), pages 120-134, October.
- Margarita Katsimi & Thomas Moutos, 2007. "Human Capital and the Feldstein-Horioka Puzzle," CESifo Working Paper Series 1914, CESifo.
- Ekrem ERDEM & Ahmet KOSEOGLU & Ali Gokhan YUCEL, 2016. "Testing the validity of the Feldstein-Horioka Puzzle: New evidence from structural breaks for Turkey," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(607), S), pages 17-26, Summer.
- Kumar Narayan, Paresh, 2005. "The relationship between saving and investment for Japan," Japan and the World Economy, Elsevier, vol. 17(3), pages 293-309, August.
- Guglielmo Maria Caporale & Nikolaos Philippas & Nikitas Pittis, 2004.
"Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market,"
Applied Financial Economics, Taylor & Francis Journals, vol. 14(14), pages 981-989.
Cited by:
- Antonakakis, Nikolaos & Chang, Tsangyao & Cunado, Juncal & Gupta, Rangan, 2018.
"The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis,"
Finance Research Letters, Elsevier, vol. 24(C), pages 1-9.
- Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016. "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers 201619, University of Pretoria, Department of Economics.
- Roberto Savona, 2006. "Do mutual funds styles reflect a country-specific investment philosophy? The Italian case," Applied Financial Economics, Taylor & Francis Journals, vol. 16(4), pages 303-318.
- Carlos Alves & Victor Mendes, 2007.
"Are mutual fund investors in jail?,"
Applied Financial Economics, Taylor & Francis Journals, vol. 17(16), pages 1301-1312.
- Carlos F. Alves & Victor Mendes, 2006. "Are mutual fund investors in jail?," FEP Working Papers 203, Universidade do Porto, Faculdade de Economia do Porto.
- Oludele Akinboade & Emilie Kinfack, 2014. "An Econometric Analysis of the Relationship Between Millennium Development Goals, Economic Growth and Financial Development in South Africa," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 118(2), pages 775-795, September.
- Yue Meinn GOH & Ros Zam Zam SAPIAN, 2017. "Return, Volatility And Fund Flows Linkages: Malaysian Evidence," Management and Marketing Journal, University of Craiova, Faculty of Economics and Business Administration, vol. 0(2), pages 59-69, November.
- Watson, John & Wickramanayake, J., 2012. "The relationship between aggregate managed fund flows and share market returns in Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 451-472.
- Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo, 2021.
"Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis,"
Empirical Economics, Springer, vol. 60(2), pages 539-555, February.
- Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo, 2016. "Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis," Discussion Papers of DIW Berlin 1583, DIW Berlin, German Institute for Economic Research.
- Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo, 2016. "Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis," CESifo Working Paper Series 5932, CESifo.
- Eleni Thanou & Dikaios Tserkezos, 2008. "Nonlinear Diachronic Effects Between Stock Returns and Mutual Fund Flows: Additional Empirical Evidence from the Athens Stocks Exchange," Working Papers 0826, University of Crete, Department of Economics.
- Alexakis, Christos & Dasilas, Apostolos & Grose, Chris, 2013. "Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 1-8.
- Antonakakis, Nikolaos & Chang, Tsangyao & Cunado, Juncal & Gupta, Rangan, 2018.
"The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis,"
Finance Research Letters, Elsevier, vol. 24(C), pages 1-9.
- Ekaterini Panopoulou & Nikitas Pittis, 2004.
"A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error,"
Econometrics Journal, Royal Economic Society, vol. 7(2), pages 585-617, December.
Cited by:
- Esmaeil Ebadi, 2020. "Comparison of the Marshall-Lerner condition in OECD and Asian countries: new evidence from pooled mean group estimation," Economics Bulletin, AccessEcon, vol. 40(2), pages 1332-1348.
- Marcel Aloy & Gilles de Truchis, 2012.
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"Taxation, Debt and Relative Prices in the Long Run: The Irish Experience,"
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"Model Selection Criteria for the Leads-and-Lags Cointegrating Regression,"
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"¿La inflación está de vuelta en Sudamérica?. Choques exógenos, expectativas y credibilidad de la política monetaria,"
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Revista de Análisis del BCB, Banco Central de Bolivia, vol. 11(1), pages 111-146, December.
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Econometrics, MDPI, vol. 5(1), pages 1-17, February.
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PLOS ONE, Public Library of Science, vol. 15(4), pages 1-40, April.
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International Economics, Elsevier, vol. 159(C), pages 140-150.
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Econometrics, MDPI, vol. 5(1), pages 1-17, February.
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"Cointegration Tests Of Ppp:Do They Also Exhibit Erratic Behaviour?,"
Economics and Finance Discussion Papers
06-18, Economics and Finance Section, School of Social Sciences, Brunel University.
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"Are PPP Tests Erratically Behaved? Some Panel Evidence,"
Economics and Finance Discussion Papers
06-22, Economics and Finance Section, School of Social Sciences, Brunel University.
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Energy Economics, Elsevier, vol. 53(C), pages 182-192.
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"Modelling volatility of cryptocurrencies using Markov-Switching GARCH models,"
Research in International Business and Finance, Elsevier, vol. 48(C), pages 143-155.
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"Volatility Regimes in Central and Eastern European Countries’ Exchange Rates,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(1), pages 2-21, February.
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"Testing for Causality-in-Variance: An Application to the East Asian Markets,"
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"¿La inflación está de vuelta en Sudamérica?. Choques exógenos, expectativas y credibilidad de la política monetaria,"
Revista de Análisis del BCB, Banco Central de Bolivia, vol. 11(1), pages 111-146, December.
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"The Role of Credit in Great Moderation: a Multivariate GARCH Approach,"
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European Journal of Management and Business Economics, Emerald Group Publishing Limited, vol. 26(3), pages 278-293, October.
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"Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship,"
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0407013, University Library of Munich, Germany, revised 15 Feb 2006.
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"On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010,"
Discussion Papers of DIW Berlin
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- Bezemer, Dirk J & Grydaki, Maria, 2012. "Mortgage Lending and the Great moderation: a multivariate GARCH Approach," MPRA Paper 36356, University Library of Munich, Germany.
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"Financial integration in emerging market economies: effects on volatility transmission and contagion,"
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"Parameter Instability and Forecasting Performance. A Monte Carlo Study,"
Economics Series
160, Institute for Advanced Studies.
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Economics Series
160, Institute for Advanced Studies.
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Money Macro and Finance (MMF) Research Group Conference 2005
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"Parameter Instability and Forecasting Performance. A Monte Carlo Study,"
Economics Series
160, Institute for Advanced Studies.
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"Does the PPP need the UIP?,"
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97, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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Centre for Growth and Business Cycle Research Discussion Paper Series
152, Economics, The University of Manchester.
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Computing in Economics and Finance 2002
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"Stockholding: Recent Lessons from Theory and Computations,"
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"Interest rate convergence in the EMS prior to European Monetary Union,"
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"Constructing Historical Euro Area Data,"
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Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra
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"Reforms of Environmental Policies in the presence of Cross-border Pollution and Two-stage Clean-up,"
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"Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds,"
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Studies on the Spanish Economy
52, FEDEA.
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"Was there Monetary Autonomy in Europe on the eve of EMU? The German Dominance Hypothesis Re-Examined,"
Journal of Applied Economics, Universidad del CEMA, vol. 5, pages 185-207, November.
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"Forward versus reverse regression and cointegration,"
Economics Letters, Elsevier, vol. 65(2), pages 157-163, November.
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The Quarterly Review of Economics and Finance, Elsevier, vol. 39(2), pages 213-231.
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"Stockholding: Recent Lessons from Theory and Computations,"
University of Cyprus Working Papers in Economics
0206, University of Cyprus Department of Economics.
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"Reforms of Environmental Policies in the presence of Cross-border Pollution and Two-stage Clean-up,"
Royal Economic Society Annual Conference 2002
97, Royal Economic Society.
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- Panos Hatzipanayotou & Sajal Lahiri & Michael S. Michael, 2002. "Reforms of Environmental Policies in the Presence of Cross-border Pollution and Two-stage Clean-up," CESifo Working Paper Series 638, CESifo.
- Panos Pashardes & Soteroula Hajispyrou, 2002. "Consumer Demand and Welfare under Increasing Block Pricing," University of Cyprus Working Papers in Economics 0207, University of Cyprus Department of Economics.
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- Michael Haliassos, 2002.
"Stockholding: Recent Lessons from Theory and Computations,"
University of Cyprus Working Papers in Economics
0206, University of Cyprus Department of Economics.
- Caporale, Guglielmo Maria & Hassapis, Christis & Pittis, Nikitas, 1998.
"Unit roots and long-run causality: investigating the relationship between output, money and interest rates,"
Economic Modelling, Elsevier, vol. 15(1), pages 91-112, January.
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"Stockholding: Recent Lessons from Theory and Computations,"
University of Cyprus Working Papers in Economics
0206, University of Cyprus Department of Economics.
- Michael Haliassos, 2003. "Stockholding: Recent Lessons from Theory and Computations," Palgrave Macmillan Books, in: Luigi Guiso & Michael Haliassos & Tullio Jappelli (ed.), Stockholding in Europe, chapter 2, pages 30-49, Palgrave Macmillan.
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"What is the linkage between real growth in the Euro area and global financial market conditions?,"
Economics Bulletin, AccessEcon, vol. 32(3), pages 2464-2480.
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- Hatzipanayotou, Panos & Sajal Lahiri & Michael S.Michael, 2002.
"Reforms of Environmental Policies in the presence of Cross-border Pollution and Two-stage Clean-up,"
Royal Economic Society Annual Conference 2002
97, Royal Economic Society.
- Panos Hatzipanayotou & Sajal Lahiri & Michael S. Michael, 2002. "Reforms of Environmental Policies in the Presence of Cross-border Pollution and two Stage Clean Up," University of Cyprus Working Papers in Economics 0203, University of Cyprus Department of Economics.
- Panos Hatzipanayotou & Sajal Lahiri & Michael S. Michael, 2002. "Reforms of Environmental Policies in the Presence of Cross-border Pollution and Two-stage Clean-up," CESifo Working Paper Series 638, CESifo.
- Nasim Shah Shirazi & Turkhan Ali Abdul Manap, 2004. "Exports and Economic Growth Nexus: The Case of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 43(4), pages 563-581.
- Panos Pashardes & Soteroula Hajispyrou, 2002. "Consumer Demand and Welfare under Increasing Block Pricing," University of Cyprus Working Papers in Economics 0207, University of Cyprus Department of Economics.
- Peter Howells, 2005. "The Endogeneity of Money: Empirical Evidence," Working Papers 0513, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
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- Christis Hassapis, 2003. "Financial variables and real activity in Canada," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 36(2), pages 421-442, May.
- Michael Haliassos, 2002.
"Stockholding: Recent Lessons from Theory and Computations,"
University of Cyprus Working Papers in Economics
0206, University of Cyprus Department of Economics.
- Caporale, Guglielmo Maria & Hassapis, Christis & Pittis, Nikitas, 1998.
"Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns,"
Journal of Policy Modeling, Elsevier, vol. 20(5), pages 581-601, October.
Cited by:
- Emekter, Riza & Jirasakuldech, Benjamas & Snaith, Sean M., 2009. "Nonlinear dynamics in foreign exchange excess returns: Tests of asymmetry," Journal of Multinational Financial Management, Elsevier, vol. 19(3), pages 179-192, July.
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- Caporale, G. M. & Pittis, N., 1998.
"Cointegration and predictability of asset prices1,"
Journal of International Money and Finance, Elsevier, vol. 17(3), pages 441-453, June.
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- Bang Nam Jeon & Euiseong Lee, 2002. "Foreign exchange market efficiency, cointegration, and policy coordination," Applied Economics Letters, Taylor & Francis Journals, vol. 9(1), pages 61-68.
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"Modelling evolving long-run relationships: the linkages between stock markets in Asia,"
Japan and the World Economy, Elsevier, vol. 13(2), pages 145-160, April.
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- Sergio Da Silva & Roberto Meurer & Caio Guttler, 2008. "Is the Brazilian stockmarket efficient?," Economics Bulletin, AccessEcon, vol. 7(1), pages 1-16.
- Umberto Triacca, 2013. "The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process," Econometrics, MDPI, vol. 1(3), pages 1-10, November.
- Alan Speight & David McMillan, 2001. "Cointegration and predictability in prereform east European black-market exchange rates," Applied Economics Letters, Taylor & Francis Journals, vol. 8(12), pages 755-759.
- Christian Jochum & Gebhard Kirchgässner & Mariusz Platek, 1999. "A long-run relationship between Eastern European stock markets? Cointegration and the 1997/98 crisis in emerging markets," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 135(3), pages 454-479, September.
- Heejoon Kang, 1999. "The Applied Cointegration Analysis for the Open Economy: A Critical Review," Open Economies Review, Springer, vol. 10(3), pages 325-346, July.
- José L. Fernández-Serrano & Simón Sosvilla-Rivero, "undated".
"Modelling the linkages between US and Latin American stock markets,"
Working Papers
2002-14, FEDEA.
- Jose Fernandez-Serrano & Simon Sosvilla-Rivero, 2003. "Modelling the linkages between US and Latin American stock markets," Applied Economics, Taylor & Francis Journals, vol. 35(12), pages 1423-1434.
- Guttler, Caio & Meurer, Roberto & Da Silva, Sergio, 2006. "Informational inefficiency of the Brazilian stockmarket," MPRA Paper 1980, University Library of Munich, Germany.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2002. "Fractional integration and mean reversion in stock prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(3), pages 599-609.
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"Fractional cointegration and tests of present value models,"
Review of Financial Economics, John Wiley & Sons, vol. 13(3), pages 245-258.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Fractional cointegration and tests of present value models," Review of Financial Economics, Elsevier, vol. 13(3), pages 245-258.
- Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000. "Fractional cointegration and tests of present value models," SFB 373 Discussion Papers 2000,15, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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- Focker, Fulvia & Triacca, Umberto, 2006. "Interpreting the concept of joint unpredictability of asset returns: A distance approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 369(2), pages 765-770.
- Jeon, Bang Nam & Seo, Byeongseon, 2003. "The impact of the Asian financial crisis on foreign exchange market efficiency: The case of East Asian countries," Pacific-Basin Finance Journal, Elsevier, vol. 11(4), pages 509-525, September.
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"Term structure and interest differentials as predictors of future inflation changes and inflation differentials,"
Applied Financial Economics, Taylor & Francis Journals, vol. 8(6), pages 615-625.
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- Telatar, Erdinc & Telatar, Funda & Ratti, Ronald A., 2003. "On the predictive power of the term structure of interest rates for future inflation changes in the presence of political instability: the Turkish economy," Journal of Policy Modeling, Elsevier, vol. 25(9), pages 931-946, December.
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"The Term Structure and the Expectations Hypothesis: a Threshold Model,"
Working Papers
2008_36, Business School - Economics, University of Glasgow.
- Modena, Matteo, 2008. "The term structure and the expectations hypothesis: a threshold model," MPRA Paper 9611, University Library of Munich, Germany.
- Pelin ÖGE GÜNEY, 2013. "The Term Structure of Interest Rates: A Cointegration Analysis in the Non-Linear STAR Framework," Journal of Economics and Behavioral Studies, AMH International, vol. 5(12), pages 851-860.
- Tronzano, Marco, 2015. "The Expectations Hypothesis of the Term Structure in Emerging Financial Markets: Some Evidence from Malaysia (1999-2015) - La struttura a termine dei tassi di interesse nei paesi emergenti: alcune evi," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 68(4), pages 521-550.
- Modena, Matteo, 2008. "Yield curve, time varying term premia, and business cycle fluctuations," MPRA Paper 8873, University Library of Munich, Germany.
- Guglielmo Maria Caporale & Nikitas Pittis, 1997.
"Domestic and external factors in interest rate determination,"
Applied Financial Economics, Taylor & Francis Journals, vol. 7(5), pages 465-471.
Cited by:
- Biswajit Maitra, 2017. "Monetary and fiscal factors in nominal interest rate variations in Sri Lanka under a deregulated regime," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 3(1), pages 1-17, December.
- GUO, Jianfeng & LIU, Xiaojie & CUI, Changnan & GU, Fu, 2021. "Influence of nonspecific factors on the interest rate of online peer-to-peer microloans in China," Finance Research Letters, Elsevier, vol. 41(C).
- Oludele Akinboade & Emilie Kinfack, 2014. "An Econometric Analysis of the Relationship Between Millennium Development Goals, Economic Growth and Financial Development in South Africa," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 118(2), pages 775-795, September.
- Frank A. G. Den Butter & Pieter Jansen, 2004. "An empirical analysis of the German long-term interest rate," Applied Financial Economics, Taylor & Francis Journals, vol. 14(10), pages 731-741.
- Caporale, Guglielmo Maria & Pittis, Nikitas, 1996.
"Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails,"
Economic Modelling, Elsevier, vol. 13(1), pages 1-14, January.
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"Tail behaviour of the euro,"
Applied Economics, Taylor & Francis Journals, vol. 37(7), pages 827-840.
- John Cotter, 2011. "Tail Behaviour of the Euro," Papers 1103.5418, arXiv.org.
- John Cotter, 2011. "Tail Behaviour of the Euro," Working Papers 200417, Geary Institute, University College Dublin.
- Cotter, John, 2004. "Tail Behaviour of the Euro," MPRA Paper 3531, University Library of Munich, Germany, revised 2005.
- Pollock, Andrew C. & Macaulay, Alex & Thomson, Mary E. & Onkal, Dilek, 2005. "Performance evaluation of judgemental directional exchange rate predictions," International Journal of Forecasting, Elsevier, vol. 21(3), pages 473-489.
- Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas, 1996.
"Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS,"
Journal of Macroeconomics, Elsevier, vol. 18(4), pages 693-714.
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"Dynamics of Intra-EMS Interest Rate Linkages,"
Computing in Economics and Finance 2002
13, Society for Computational Economics.
- Christopher F. Baum & John Barkoulas, 2001. "Dynamics of Intra-EMS Interest Rate Linkages," Boston College Working Papers in Economics 492, Boston College Department of Economics, revised 04 May 2004.
- Baum, Christopher F. & Barkoulas, John, 2006. "Dynamics of Intra-EMS Interest Rate Linkages," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(2), pages 469-482, March.
- Kleimeier, Stefanie & Sander, Harald, 2000. "Regionalisation versus globalisation in European financial market integration: Evidence from co-integration analyses," Journal of Banking & Finance, Elsevier, vol. 24(6), pages 1005-1043, June.
- Amigo Dobaño, Lucy, 2000. "Cointegration Analysis: Exchange Rate Markets Of The European Monetary System," ERSA conference papers ersa00p270, European Regional Science Association.
- M. Frömmel & R. Kruse, 2009.
"Interest rate convergence in the EMS prior to European Monetary Union,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
09/610, Ghent University, Faculty of Economics and Business Administration.
- Frömmel, Michael & Kruse, Robinson, 2015. "Interest rate convergence in the EMS prior to European Monetary Union," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 990-1004.
- Michael Frömmel & Robinson Kruse, 2009. "Interest rate convergence in the EMS prior to European Monetary Union," CREATES Research Papers 2009-23, Department of Economics and Business Economics, Aarhus University.
- Paulo M. M. Rodrigues & Philipp Sibbertsen & Michelle Voges, 2024. "The stability of government bond markets’ equilibrium and the interdependence of lending rates," Empirical Economics, Springer, vol. 67(6), pages 2503-2538, December.
- Kremer, Manfred, 1999. "Die Kapitalmarktzinsen in Deutschland und den USA: Wie eng ist der Zinsverbund? Eine Anwendung der multivariaten Kointegrationsanalyse," Discussion Paper Series 1: Economic Studies 1999,02, Deutsche Bundesbank.
- William Bryant & Roselyne Joyeux, 2010. "Interest linkages between the US, UK and German interest rates: should the UK join the European Monetary Union?," International Review of Applied Economics, Taylor & Francis Journals, vol. 24(6), pages 633-647.
- Heejoon Kang, 1999. "The Applied Cointegration Analysis for the Open Economy: A Critical Review," Open Economies Review, Springer, vol. 10(3), pages 325-346, July.
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"Credibility of Monetary Policy in Four Accession Countries: A Markov Regime-Switching Approach,"
Economics Working Paper Archive
wp_371, Levy Economics Institute.
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"Is there a trade-off between inflation variability and output-gap variability in the EMU countries?,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
238, National Institute of Economic and Social Research.
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- Philip Arestis & Kostas Mouratidis, 2003. "Is There A Trade-Off Between Inflation Variability And Output-Gap Variability in The EMU Countries?," Macroeconomics 0301005, University Library of Munich, Germany.
- Philip Arestis & Kostas Mouratidis, 2002. "Is There A Trade-Off Between Inflation Variability and Output-Gap Variability in The EMU Countries?," Economics Working Paper Archive wp_359, Levy Economics Institute.
- Marco Barassi & Guglielmo Maria Caporale & Stephen Hall, 2005. "Interest rate linkages: identifying structural relations," Applied Financial Economics, Taylor & Francis Journals, vol. 15(14), pages 977-986.
- Guglielmo Caporale & Nikitas Pittis, 1995. "Inflation convergence in the EMS: Some additional evidence. A reply," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 131(3), pages 587-593, September.
- Nuruddeen Usman & Martins Apinran, 2024. "Policy rates in ECOWAS: are they fractionally cointegrated?," SN Business & Economics, Springer, vol. 4(11), pages 1-15, November.
- Marco Barassi & Guglielmo Caporale & Stephen Hall, 2005. "A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates," Open Economies Review, Springer, vol. 16(2), pages 107-133, April.
- Kerkemeier, Marco & Kruse-Becher, Robinson, 2022. "Join the club! Dynamics of global ESG indices convergence," Finance Research Letters, Elsevier, vol. 49(C).
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- Christopher F Baum & John Barkoulas, 2002.
"Dynamics of Intra-EMS Interest Rate Linkages,"
Computing in Economics and Finance 2002
13, Society for Computational Economics.
- Guglielmo Maria Caporale & Nikitas Pittis, 1995.
"Interest rate linkages within the European Monetary System: an alternative interpretation,"
Applied Economics Letters, Taylor & Francis Journals, vol. 2(2), pages 45-47.
Cited by:
- Oscar Bajo-Rubio & M. Dolores Montávez-Garcés, 2002.
"Was there Monetary Autonomy in Europe on the eve of EMU? The German Dominance Hypothesis Re-Examined,"
Journal of Applied Economics, Universidad del CEMA, vol. 5, pages 185-207, November.
- Oscar Bajo-Rubio & M. Dolores Montávez-Garcés, 2002. "Was There Monetary Autonomy in Europe on the Eve of Emu? the German Dominance Hypothesis Re-Examined," Journal of Applied Economics, Taylor & Francis Journals, vol. 5(2), pages 185-207, November.
- Oscar Bajo & Maria Dolores Montavez, 1999. "There Was Monetary Autonomy In Europe On the Eve Of Emu? The German Dominance Hypothesis Re-Examined," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 9906, Departamento de Economía - Universidad Pública de Navarra.
- Bajo-Rubio, Oscar & Montavez-Garces, M. Dolores, 2002. "Was there Monetary Autonomy in Europe on the eve of EMU? The German Dominance Hypothesis Re-Examined," Journal of Applied Economics, Universidad del CEMA, vol. 5(2), pages 1-26, November.
- M. Frömmel & R. Kruse, 2009.
"Interest rate convergence in the EMS prior to European Monetary Union,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
09/610, Ghent University, Faculty of Economics and Business Administration.
- Frömmel, Michael & Kruse, Robinson, 2015. "Interest rate convergence in the EMS prior to European Monetary Union," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 990-1004.
- Michael Frömmel & Robinson Kruse, 2009. "Interest rate convergence in the EMS prior to European Monetary Union," CREATES Research Papers 2009-23, Department of Economics and Business Economics, Aarhus University.
- Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas, 1996. "Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 693-714.
- Oscar Bajo-Rubio & M. Dolores Montávez-Garcés, "undated".
"There was monetary autonomy in Europe on the eve of EMU?. The German dominance hypothesis re-examined,"
Studies on the Spanish Economy
52, FEDEA.
- Oscar Bajo & Maria Dolores Montavez, 1999. "There Was Monetary Autonomy In Europe On the Eve Of Emu? The German Dominance Hypothesis Re-Examined," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 9906, Departamento de Economía - Universidad Pública de Navarra.
- Oscar Bajo-Rubio & M. Dolores Montávez-Garcés, 2002.
"Was there Monetary Autonomy in Europe on the eve of EMU? The German Dominance Hypothesis Re-Examined,"
Journal of Applied Economics, Universidad del CEMA, vol. 5, pages 185-207, November.
- Guglielmo Caporale & Nikitas Pittis, 1995.
"Inflation convergence in the EMS: Some additional evidence. A reply,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 131(3), pages 587-593, September.
Cited by:
- William Bryant & Roselyne Joyeux, 2010. "Interest linkages between the US, UK and German interest rates: should the UK join the European Monetary Union?," International Review of Applied Economics, Taylor & Francis Journals, vol. 24(6), pages 633-647.
- Caporale, Guglielmo Maria & Pittis, Nikitas, 1995.
"Nominal exchange rate regimes and the stochastic behavior of real variables,"
Journal of International Money and Finance, Elsevier, vol. 14(3), pages 395-415, June.
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- Stéphane Goutte & Benteng Zou, 2012. "Continuous time regime switching model applied to foreign exchange rate," Working Papers hal-00643900, HAL.
- Daniel Aromi & Marcos Dal Bianco, 2014. "Un analisis de los desequilibrios del tipo de cambio real argentino bajo cambios de regimen," Working Papers 1431, BBVA Bank, Economic Research Department.
- Dushko Josheski & Darko Lazarov, 2012.
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Journal Articles, Center For Economic Analyses, pages 17-24, June.
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