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Asian financial crisis: the pre‐ and post‐crisis analysis of Asian equity markets
16 references·0 citing·23 second hop
Asian financial crisis: the pre‐ and post‐crisis analysis of Asian equity markets (2003)Asian financial crisis: the pre‐ and post…Some Recent Developments in a Concept of Causality (2010)Some Recent Developments in a…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…What caused the Asian currency and financial crisis? (1999)What caused the Asian currenc…Predicting currency crises: (1999)Predicting currency crises:Financial Market Contagion in the Asian Crisis (1999)Financial Market Contagion in…Are Currency Crises Predictable? A Test (1999)Are Currency Crises Predictab…Leading Indicators of Currency Crises (1998)Leading Indicators of Currenc…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Some recent development in a concept of causality (1988)Some recent development in a …Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Statistical analysis of cointegration vectors (1988)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Book Review: Time Series Analysis: Forecasting and Control (1977)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Bounds testing approaches to the analysis of level relationships (2001)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Macroeconomics and Reality (1980)In Search of Complementarity in Innovation Strategy: Internal R&D and External Knowledge Acquisition (2006)Introductory Econometrics for Finance (2008)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in Turkey (2012)Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy (2016)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 2010Critical Values for Cointegration Tests2,587 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1998Leading Indicators of Currency Crises1,857 cited
  • 1999What caused the Asian currency and financial crisis?918 cited
  • 2010Some Recent Developments in a Concept of Causality790 cited
  • 1999Financial Market Contagion in the Asian Crisis594 cited
  • 1999Predicting currency crises:500 cited

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  • 1999Are Currency Crises Predictable? A Test472 cited
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