We compare a nonlinear (time-varying) cointegration test with the
standard cointegration test in studying the long-run relationship of the
Dow Jones Islamic finance index with three other conventional global
equity ...
Commodities markets due to their unique characteristics as diversification tools have
recently garnered investors’ attention especially through the development of
commodity index financial products. This financialization ...
The relationship between oil and the price level has always garnered the attention from policy makers and researchers. Periods of high oil price volatility is thought to induce negative repercussions for domestic price ...
In this paper we examine the real estate returns predictability employing US Real Estate Investment Trusts (REITs) and a set of possible predictors for the period January 1991 to December 2014. To this end we employ several ...
