United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD
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- Salisu, Afees A., 2019. "United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD," Finance Research Letters, Elsevier, vol. 28(C), pages 343-347.
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Cited by:
- Hu, Haiqing & Wei, Wei & Chang, Chun-Ping, 2019. "Do shale gas and oil productions move in convergence? An investigation using unit root tests with structural breaks," Economic Modelling, Elsevier, vol. 77(C), pages 21-33.
- Frederique Bec & Melika Ben Salem, 2020.
"An asymmetrical overshooting correction model for G20 nominal effective exchange rates,"
Economics Bulletin, AccessEcon, vol. 40(3), pages 1937-1947.
- Frédérique Bec & Mélika Ben Salem, 2020. "An asymmetrical overshooting correction model for G20 nominal effective exchange rates," Working Papers hal-02908680, HAL.
More about this item
Keywords
Panel unit root; PANICCA; Stock exchanges; OECD;JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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