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

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

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

2021 ◽  
Vol 72 ◽  
pp. 102045
Author(s):  
OlaOluwa S. Yaya ◽  
Xuan Vinh Vo ◽  
Hammed A. Olayinka
Keyword(s):  
Fractional Cointegration ◽  
Robust Approach

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

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

Fractional cointegration in bitcoin spot and futures markets

2021 ◽  
Author(s):  
Jinghong Wu ◽  
Ke Xu ◽  
Xinwei Zheng ◽  
Jian Chen
Keyword(s):  
Futures Markets ◽  
Fractional Cointegration

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

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 ◽  
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