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Loom of Symmetric Pass-Through
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Loom of Symmetric Pass-Through (2019)Loom of Symmetric Pass-ThroughShort interest and aggregate stock returns (2016)Short interest and aggregate …Time Series and Panel Data Econometrics (2015)Time Series and Panel Data Ec…Does gold act as a hedge or a safe haven for stocks? A smooth transition approach (2014)Does gold act as a hedge or a…Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (2012)Likelihood Inference for a Fr…Relationship between Interest Rate and Stock Price: Empirical Evidence from Developed and Developing Countries (2009)Relationship between Interest…Introductory Econometrics for Finance (2008)Introductory Econometrics for…Applied Time Series Econometrics (2004)Applied Time Series Econometr…A New Measure of Monetary Shocks: Derivation and Implications (2004)A New Measure of Monetary Sho…Dollar exchange rate and stock price: evidence from multivariate cointegration and error correction model (2003)Dollar exchange rate and stoc…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Testing weak exogeneity and the order of cointegration in UK money demand data (1992)Testing weak exogeneity and t…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…ON WEAK EXOGENEITY IN ERROR CORRECTION MODELS (1992)ON WEAK EXOGENEITY IN ERROR C…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…The Pricing of Options and Corporate Liabilities (1973)Econometric Analysis of Cross Section and Panel Data (2001)Oil prices and the stock prices of alternative energy companies (2007)Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)The Impact of Corporate Social Responsibility Disclosure on Financial Performance: Evidence from the GCC Islamic Banking Sector (2016)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)The federal funds rate and the channels of monetary transmission (1989)Interpreting the macroeconomic time series facts (1992)Measuring Monetary Policy (1998)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Testing for an unstable root in conditional and structural error correction models (1994)Explaining Cointegration Analysis: Part II (2001)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)Bounds testing approaches to the analysis of level relationships (2001)Panel unit root tests under cross‐sectional dependence (2005)Commodity prices, interest rates and the dollar (2009)BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (2013)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Panel Smooth Transition Regression Models (2005)How do environmental technologies affect green growth? Evidence from BRICS economies (2020)The use of ecological footprint in estimating the Environmental Kuznets Curve hypothesis for BRICST by considering cross-section dependence and heterogeneity (2020)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
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References

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284 cited
  • 2003Dollar exchange rate and stock price: evidence from multivariate cointegration and error correction model274 cited
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