fractional cointegration Latest Research Papers

Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence

Resources Policy ◽

10.1016/j.resourpol.2021.102369 ◽

2021 ◽

Vol 74 ◽

pp. 102369

Author(s):

Tirimisiyu F. Oloko ◽

Ahamuefula E. Ogbonna ◽

Abdulfatai A. Adedeji ◽

Noman Lakhani

Keyword(s):

Inflation Rate ◽

Gold Price ◽

Fractional Cointegration

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Long memory linkages amongst Latin American stock markets. A fractional cointegration approach

Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad ◽

10.1080/02102412.2021.1992867 ◽

2021 ◽

pp. 1-25

Author(s):

José Carlos Vides

Keyword(s):

Latin American ◽

Long Memory ◽

Stock Markets ◽

Fractional Cointegration

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Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis

Resources Policy ◽

10.1016/j.resourpol.2021.102040 ◽

2021 ◽

Vol 72 ◽

pp. 102040

Author(s):

Manuel Monge ◽

Luis A. Gil-Alana

Keyword(s):

Wavelet Transform ◽

Crude Oil ◽

Continuous Wavelet Transform ◽

Oil Prices ◽

Continuous Wavelet ◽

Fractional Cointegration ◽

Crude Oil Prices ◽

Wavelet Transform Analysis ◽

The U.S

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Gold and silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach

Resources Policy ◽

10.1016/j.resourpol.2021.102045 ◽

2021 ◽

Vol 72 ◽

pp. 102045

Author(s):

OlaOluwa S. Yaya ◽

Xuan Vinh Vo ◽

Hammed A. Olayinka

Keyword(s):

Fractional Cointegration ◽

Robust Approach

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Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach

Economic Analysis and Policy ◽

10.1016/j.eap.2021.02.014 ◽

2021 ◽

Vol 70 ◽

pp. 259-275

Author(s):

Tirimisiyu F. Oloko ◽

Ahamuefula E. Ogbonna ◽

Abdulfatai A. Adedeji ◽

Noman Lakhani

Keyword(s):

Inflation Rate ◽

Oil Price ◽

Oil Price Shocks ◽

Fractional Cointegration ◽

Price Shocks

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Fractional cointegration in bitcoin spot and futures markets

Journal of Futures Markets ◽

10.1002/fut.22216 ◽

2021 ◽

Author(s):

Jinghong Wu ◽

Ke Xu ◽

Xinwei Zheng ◽

Jian Chen

Keyword(s):

Futures Markets ◽

Fractional Cointegration

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Value at risk and returns of cryptocurrencies before and after the crash: long-run relations and fractional cointegration

Research in International Business and Finance ◽

10.1016/j.ribaf.2020.101347 ◽

2021 ◽

Vol 56 ◽

pp. 101347

Author(s):

Zhengxun Tan ◽

Yilong Huang ◽

Binuo Xiao

Keyword(s):

At Risk ◽

Value At Risk ◽

Fractional Cointegration ◽

Long Run ◽

Before And After

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Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2021.101371 ◽

2021 ◽

Vol 56 ◽

pp. 101371

Author(s):

Zhengxun Tan ◽

Binuo Xiao ◽

Yilong Huang ◽

Li Zhou

Keyword(s):

At Risk ◽

Long Memory ◽

Stock Markets ◽

Value At Risk ◽

Fractional Cointegration ◽

Risk And Return ◽

The Us

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On the Relationship between Bitcoin and Other Assets During the Outbreak of Coronavirus: Evidence from Fractional Cointegration Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.3947714 ◽

2021 ◽

Author(s):

Béjaoui Azza ◽

Nidhal Mgadmi ◽

Wajdi Moussa

Keyword(s):

Cointegration Analysis ◽

Fractional Cointegration ◽

The Relationship

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A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis

International Economics ◽

10.1016/j.inteco.2020.02.002 ◽

2020 ◽

Vol 163 ◽

pp. 163-175

Author(s):

Carlos Poza ◽

Manuel Monge

Keyword(s):

Wavelet Transform ◽

Text Mining ◽

Real Time ◽

Continuous Wavelet Transform ◽

Economic Indicator ◽

Continuous Wavelet ◽

Fractional Cointegration ◽

Spanish Economy ◽

Wavelet Transform Analysis

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fractional cointegration
Recently Published Documents

TOTAL DOCUMENTS

H-INDEX

Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence

Long memory linkages amongst Latin American stock markets. A fractional cointegration approach

Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis

Gold and silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach

Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach

Fractional cointegration in bitcoin spot and futures markets

Value at risk and returns of cryptocurrencies before and after the crash: long-run relations and fractional cointegration

Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration

On the Relationship between Bitcoin and Other Assets During the Outbreak of Coronavirus: Evidence from Fractional Cointegration Analysis

A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis

Export Citation Format

fractional cointegrationRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence

Long memory linkages amongst Latin American stock markets. A fractional cointegration approach

Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis

Gold and silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach

Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach

Fractional cointegration in bitcoin spot and futures markets

Value at risk and returns of cryptocurrencies before and after the crash: long-run relations and fractional cointegration

Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration

On the Relationship between Bitcoin and Other Assets During the Outbreak of Coronavirus: Evidence from Fractional Cointegration Analysis

A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis

fractional cointegration
Recently Published Documents