ARMS RACE BETWEEN TURKEY AND GREECE: A THRESHOLD COINTEGRATION ANALYSIS

Defence and Peace Economics ◽

10.1080/10242690801962254 ◽

2009 ◽

Vol 20 (2) ◽

pp. 123-129

Author(s):

Nadir Öcal ◽

Jülide Yildirim

Keyword(s):

Cointegration Analysis ◽

Arms Race ◽

Threshold Cointegration

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South Africa’s Short and Long Term Interest Rates: A Threshold Cointegration Analysis

Business and Economic Research ◽

10.5296/ber.v3i1.3121 ◽

2013 ◽

Vol 3 (1) ◽

Author(s):

Smile Dube ◽

Yan Zhou

Keyword(s):

Interest Rates ◽

Cointegration Analysis ◽

Threshold Cointegration ◽

Short And Long Term

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Threshold Cointegration Analysis of Crude Oil Benchmarks

The Energy Journal ◽

10.5547/issn0195-6574-ej-vol29-no4-4 ◽

2008 ◽

Vol 29 (4) ◽

Author(s):

Shawkat M. Hammoudeh ◽

Bradley T. Ewing ◽

Mark A. Thompson

Keyword(s):

Crude Oil ◽

Cointegration Analysis ◽

Threshold Cointegration

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Price Transmission and Volatility in the Greek Broiler Sector: A Threshold Cointegration Analysis

Journal of Agricultural & Food Industrial Organization ◽

10.2202/1542-0485.1340 ◽

2011 ◽

Vol 9 (1) ◽

Author(s):

Anthony N Rezitis ◽

Konstantinos S Stavropoulos

Keyword(s):

Cointegration Analysis ◽

Price Transmission ◽

Threshold Cointegration

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A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices

Economics Letters ◽

10.1016/j.econlet.2005.05.037 ◽

2005 ◽

Vol 89 (2) ◽

pp. 233-239 ◽

Author(s):

Li-Hsueh Chen ◽

Miles Finney ◽

Kon S. Lai

Keyword(s):

Crude Oil ◽

Cointegration Analysis ◽

Price Transmission ◽

Gasoline Prices ◽

Threshold Cointegration ◽

Asymmetric Price Transmission

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ASYMMETRIC ANALYSIS IN OKUN’S LAW IN CASE OF PAKISTAN: A THRESHOLD COINTEGRATION ANALYSIS

Paradigms ◽

10.24312/paradigms100210 ◽

2016 ◽

Vol 10 (02) ◽

pp. 104-119

Author(s):

UMER HUSSAIN ◽

◽

HAFSA HINA

Keyword(s):

Cointegration Analysis ◽

Threshold Cointegration ◽

Okun’S Law ◽

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Nonlinear adjustment between the Eonia and Euribor rates: a two-regime threshold cointegration analysis

Applied Financial Economics ◽

10.1080/09603107.2013.868586 ◽

2014 ◽

Vol 24 (2) ◽

pp. 139-143 ◽

Author(s):

Go Tamakoshi ◽

Shigeyuki Hamori

Keyword(s):

Cointegration Analysis ◽

Threshold Cointegration ◽

Nonlinear Adjustment

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Adjustment dynamics between broker–dealer leverage and stock market: a threshold cointegration analysis

Empirical Economics ◽

10.1007/s00181-020-01866-8 ◽

2020 ◽

Author(s):

M. Iqbal Ahmed ◽

Quazi Fidia Farah

Keyword(s):

Stock Market ◽

Cointegration Analysis ◽

Threshold Cointegration ◽

Adjustment Dynamics

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TRANSACTIONS COSTS, INDEX ARBITRAGE AND NON-LINEAR DYNAMICS BETWEEN FTSE100 SPOT AND FUTURES: A THRESHOLD COINTEGRATION ANALYSIS

International Journal of Finance & Economics ◽

10.1002/ijfe.463 ◽

2011 ◽

Vol 18 (2) ◽

pp. 175-187 ◽

Author(s):

Juan Tao ◽

Christopher J. Green

Keyword(s):

Cointegration Analysis ◽

Threshold Cointegration ◽

Transactions Costs ◽

Linear Dynamics ◽

Index Arbitrage

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A threshold cointegration analysis of interest rate pass-through to UK mortgage rates

Economic Modelling ◽

10.1016/j.econmod.2012.08.004 ◽

2012 ◽

Vol 29 (6) ◽

pp. 2504-2513 ◽

Author(s):

Ralf Becker ◽

Denise R. Osborn ◽

Dilem Yildirim

Keyword(s):

Interest Rate ◽

Cointegration Analysis ◽

Threshold Cointegration ◽

Mortgage Rates ◽

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CO2 emissions, energy consumption and economic growth in the EU countries: Evidence from threshold cointegration analysis

2015 12th International Conference on the European Energy Market (EEM) ◽

10.1109/eem.2015.7216646 ◽

2015 ◽

Author(s):

Mariola Pilatowska ◽

Aneta Wlodarczyk ◽

Marcin Zawada

Keyword(s):

Economic Growth ◽

Energy Consumption ◽

Cointegration Analysis ◽

Threshold Cointegration ◽

Eu Countries ◽

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