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 study applies asymmetric causality tests, proposed by Hatemi-J (Asymmetric panel causality tests with an application to the impact of fiscal policy on economic performance in Scandinavia, 2011; Empir Econ 43(1):447–456, ...
This paper examines the efficiency market hypothesis for the art market using a novel nonlinear quantile‐based unit root test while accounting for sharp shifts and smooth breaks in the data. We use quarterly data which ...
