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Asymmetric generalized impulse responses with an application in finance
10 references·16 citing·42 second hop
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this work references cited by second hop

References

  • 1970The Market for "Lemons": Quality Uncertainty and the Market Mechanism24,221 cited
  • 1973Job Market Signaling19,221 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,394 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1994Threshold heteroskedastic models2,346 cited
  • 1990Alternative models for conditional stock volatility1,272 cited
  • 2011Asymmetric causality tests with an application880 cited
  • 1997Generalised Impulse Response Analysis in Linear Multivariate Models417 cited

Cited by

  • 2019Dynamic interaction between financial development and natural resources: Evaluating the ‘Resource curse’ hypothesis272 cited
  • 2020Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective138 cited
  • 2016The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests97 cited
  • 2020The crypto‐trade volume, GDP, energy use, and environmental degradation sustainability: An analysis of the top 20 crypto‐trader countries85 cited

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2019
Asymmetric information phenomenon in the link between CEO pay and firm performance
75 cited
  • 2018Hidden panel cointegration60 cited
  • 2015Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing55 cited
  • 2020Impact of COVID-19 on the Economic Output of the US Outbreak’s Epicenter54 cited
  • 2018Oil price fluctuations and exchange rate dynamics in the MENA region: Evidence from non-causality-in-variance and asymmetric non-causality tests50 cited
  • 2022Extreme risk transmission among bitcoin and crude oil markets47 cited
  • 2016An extension of the asymmetric causality tests for dealing with deterministic trend components47 cited
  • 2022Nexus Among Innovations, Financial Development and Economic Growth in Developing Countries28 cited
  • 2019Assessment of asymmetric effects on exchange market pressure: Empirical evidence from emerging countries26 cited
  • 2021The asymmetric effects of exchange rate volatility on US–Pakistan trade flows: new evidence from nonlinear ARDL approach22 cited
  • 2021Impulse response analysis in conditional quantile models with an application to monetary policy21 cited
  • 2024Inflation-poverty causal nexus in sub-Saharan African countries: an asymmetric panel causality approach20 cited