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1Academic Journal
المؤلفون: Boutabba, Mohamed Amine, Lardic, Sandrine
المساهمون: Centre d'Etudes des Politiques Economiques (EPEE), Université d'Évry-Val-d'Essonne (UEVE)
المصدر: ISSN: 0254-5330.
مصطلحات موضوعية: Carbon leakage, Competitiveness, EU ETS, Rolling cointegration, [SHS.ECO]Humanities and Social Sciences/Economics and Finance
Relation: hal-02877954; https://hal.science/hal-02877954
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2
المؤلفون: Alexander Ludwig
المصدر: Economics Bulletin. 34(1):16-24
مصطلحات موضوعية: rolling cointegration, rolling trace test, rolling unit root test, lag selection, window selection, stock market integration, jel:C2, jel:C5
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3
المؤلفون: Mohamed Amine Boutabba, Sandrine Lardic
المساهمون: Centre d'Etudes des Politiques Economiques (EPEE), Université d'Évry-Val-d'Essonne (UEVE)
المصدر: Annals of Operations Research
Annals of Operations Research, Springer Verlag, 2017, 255, pp.47--61. ⟨10.1007/s10479-016-2246-9⟩
Annals of Operations Research, 2017, 255, pp.47--61. ⟨10.1007/s10479-016-2246-9⟩مصطلحات موضوعية: 020209 energy, General Decision Sciences, 02 engineering and technology, 010501 environmental sciences, Management Science and Operations Research, 7. Clean energy, 01 natural sciences, EU ETS, Carbon price, 0202 electrical engineering, electronic engineering, information engineering, Economics, media_common.cataloged_instance, European union, Empirical evidence, 0105 earth and related environmental sciences, media_common, Cement, Carbon leakage, Cointegration, International economics, [SHS.ECO]Humanities and Social Sciences/Economics and Finance, Competitiveness, Rolling cointegration, Economy, 13. Climate action, Emissions trading
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4
المؤلفون: Chor Foon Tang, Hooi Hooi, Lean
المصدر: ResearcherID
مصطلحات موضوعية: jel:E2, jel:C1, Malaysia, Rolling cointegration test, Savings-investment nexus
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5Conference
المؤلفون: Andriès, Natalia
المساهمون: Centre de recherche en économie et management (CREM), Université de Caen Normandie (UNICAEN), Normandie Université (NU)-Normandie Université (NU)-Université de Rennes (UR)-Centre National de la Recherche Scientifique (CNRS)
المصدر: 10ème Journée d'Économétrie - Développements récents de l'économétrie appliquée à la finance
https://shs.hal.science/halshs-00657058
10ème Journée d'Économétrie - Développements récents de l'économétrie appliquée à la finance, Nov 2011, Paris, Franceمصطلحات موضوعية: interest rate pass-through, monetary policy, retail bank interest rates, Euro area, ARDL approach to cointegration, rolling cointegration, JEL: C - Mathematical and Quantitative Methods/C.C2 - Single Equation Models • Single Variables/C.C2.C22 - Time-Series Models • Dynamic Quantile Regressions • Dynamic Treatment Effect Models • Diffusion Processes, JEL: E - Macroeconomics and Monetary Economics/E.E5 - Monetary Policy, Central Banking, and the Supply of Money and Credit/E.E5.E52 - Monetary Policy, JEL: G - Financial Economics/G.G2 - Financial Institutions and Services/G.G2.G21 - Banks • Depository Institutions • Micro Finance Institutions • Mortgages, [SHS.ECO]Humanities and Social Sciences/Economics and Finance
Relation: halshs-00657058; https://shs.hal.science/halshs-00657058
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6
المؤلفون: Sehgal, Sanjay, Gupta, Priyanshi, Deisting, Florent
مصطلحات موضوعية: jel:G14, jel:G15, EMU, Global Financial crisis, Eurozone Debt Crisis, Stock Market integration, Time-varying financial integration, Beta Convergence, Sigma Convergence, Variance Ratio, Asymmetric DCC, Rolling Cointegration, Carhart four factor model, Markov Regime Switching Model, jel:E44, jel:C22, jel:F36
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7Academic Journal
المساهمون: M. Peri, L. Baldi
مصطلحات موضوعية: Rapeseed oil market, Biofuel policy, Diesel price, Multiple structural change, Rolling cointegration, Settore AGR/01 - Economia ed Estimo Rurale
Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000313995300002; volume:35; issue:1; firstpage:18; lastpage:37; numberofpages:20; journal:RESOURCE AND ENERGY ECONOMICS; http://hdl.handle.net/2434/232094; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-84870154601
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8Academic Journal
المؤلفون: Mylonidis, N., Kollias, C.
المصدر: ://WOS:000280211000004
مصطلحات موضوعية: Euro, Stock market integration, Structural breaks, Rolling cointegration, COMMON STOCHASTIC TRENDS, NUMERICAL DISTRIBUTION-FUNCTIONS, MULTIPLE, STRUCTURAL-CHANGES, LIKELIHOOD RATIO TESTS, UNIT-ROOT, MONETARY-UNION, MODELS, INTEGRATION, HYPOTHESIS, VOLATILITY, Business, Finance, Economics
Relation: http://hdl.handle.net/11615/31238
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9Academic Journal
المؤلفون: Μυλωνίδης, Νικόλαος, Kollias, C.
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10
المؤلفون: Kollias, C.
مصطلحات موضوعية: common stochastic trends, numerical distribution-functions, monetary-union, volatility, unit-root, integration, stock market integration, multiple structural-changes, likelihood ratio tests, rolling cointegration, models, euro, hypothesis, structural breaks
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11
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12
مصطلحات موضوعية: Target zones, ØMU, ERM, Euro, Shadow exchange rates, Valutakurser, Recursive and rolling cointegration tests, Convergence
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13Academic Journal
المؤلفون: Chor Foon Tang, Hooi Hooi Lean
المساهمون: The Pennsylvania State University CiteSeerX Archives
المصدر: http://www.buseco.monash.edu.au/units/dru/papers/working-papers-08/p6608savingstanglean.pdf.
مصطلحات موضوعية: Malaysia, Rolling cointegration test, Savings-investment nexus
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.411.3306; http://www.buseco.monash.edu.au/units/dru/papers/working-papers-08/p6608savingstanglean.pdf
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14Electronic Resource
المؤلفون: Ates, Aysegul
المصدر: Journal of Economic & Financial Studies; Vol. 4 No. 01 (2016): February; 35-42; 2379-9471; 2379-9463
مصطلحات الفهرس: Emerging markets, Index futures, ISE 30, Rolling cointegration., G10, G13, G14, G15., info:eu-repo/semantics/article, info:eu-repo/semantics/publishedVersion, Peer-reviewed Article