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Kredi Temerrüt Swapları (CDS) ile Borsa İstanbul 100 Endeksi Arasındaki İlişki: Kısa ve Uzun Dönemli Zaman Serisi Analizleri (The Relationship between Credit Default Swaps and Borsa Istanbul 100 Index: The Short and Long Term Time Series Analysis)
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Kredi Temerrüt Swapları (CDS) ile Borsa İstanbul 100 Endeksi Arasındaki İlişki: Kısa ve Uzun Dönemli Zaman Serisi Analizleri (The Relationship between Credit Default Swaps and Borsa Istanbul 100 Index: The Short and Long Term Time Series Analysis) (2020)Kredi Temerrüt Swapları (CDS) ile Borsa İ…Introductory Econometrics for Finance (2008)Introductory Econometrics for…Estimating Granger Causality from Fourier and Wavelet Transforms of Time Series Data (2008)Estimating Granger Causality …Testing the Null of Cointegration with Structural Breaks* (2006)Testing the Null of Cointegra…Minimum LM Unit Root Test with One Structural Break (2004)Minimum LM Unit Root Test wit…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Statistical inference in vector autoregressions with possibly integrated processes (1995)Statistical inference in vect…A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration (1994)A Residual-Based Test of the …A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation (1992)Estimation and Testing of Coi…Canonical Cointegrating Regressions (1992)Canonical Cointegrating Regre…Asymptotic Properties of Residual Based Tests for Cointegration (1990)Asymptotic Properties of Resi…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Macroeconomics and Reality (1980)Macroeconomics and RealityTesting for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables (1978)Testing for Higher Order Seri…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)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Further evidence on breaking trend functions in macroeconomic variables (1997)The saving and investment nexus for China: evidence from cointegration tests (2005)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Understanding spurious regressions in econometrics (1986)Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Structural analysis of vector error correction models with exogenous I(1) variables (2000)Dealing with Structural Breaks (2005)Testing for a Unit Root in Time Series Regression (1988)Tourism as a long-run economic growth factor: the Spanish case (2002)Energy consumption, income, and carbon emissions in the United States (2006)Energy consumption, carbon emissions, and economic growth in China (2009)Spurious regression and residual-based tests for cointegration in panel data (1999)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for Error Correction in Panel Data* (2007)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)
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References

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346 cited
  • 2006Testing the Null of Cointegration with Structural Breaks*181 cited
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