This study applies the bootstrap panel causality test proposed by
Ko´ nya (2006. Econ Modell 23, 978) to investigate the causal link
between political uncertainty and stock prices for seven OECD
countries over the monthly ...
This article attempts to examine whether the equity premium in the United States can be
predicted from a comprehensive set of 18 economic and
financial predictors over a monthly
out-of-sample period of 2000:2–2011:12, ...
This article adopts a nonparametric quantile causality approach to examine the causal effects of the U.S. and Japan stock markets on the stock markets of the Pacific-Rim region. This approach allows us to detect not only ...
This study examines the risk spillovers between energy futures prices and Europe-based carbon
futures contracts. We use a Markov regime-switching dynamic correlation, generalized
autoregressive conditional heteroscedasticity ...
