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Asymmetric generalized impulse responses with an application in finance

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Cited by:

  1. Awartani, Basel & Maghyereh, Aktham & Ayton, Julie, 2020. "Oil price changes and industrial output in the MENA region: Nonlinearities and asymmetries," Energy, Elsevier, vol. 196(C).
  2. Ozcelebi, Oguzhan, 2019. "Assessment of asymmetric effects on exchange market pressure: Empirical evidence from emerging countries," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 498-513.
  3. Huang, Shupei & An, Haizhong & Wen, Shaobo & An, Feng, 2017. "Revisiting driving factors of oil price shocks across time scales," Energy, Elsevier, vol. 139(C), pages 617-629.
  4. Orkideh Gharehgozli & Peyman Nayebvali & Amir Gharehgozli & Zaman Zamanian, 2020. "Impact of COVID-19 on the Economic Output of the US Outbreak’s Epicenter," Economics of Disasters and Climate Change, Springer, vol. 4(3), pages 561-573, October.
  5. Wojciech Charemza & Svetlana Makarova & Imran Shah, 2015. "Making the most of high inflation," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3723-3739, July.
  6. Abdulnasser Hatemi-J & Abdulrahman Al Shayeb & Eduardo Roca, 2017. "The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests," Applied Economics, Taylor & Francis Journals, vol. 49(16), pages 1584-1592, April.
  7. Abdulnasser Hatemi-J, 2014. "On the interaction between government spending and economic performance in Sweden: an asymmetric approach," Applied Economics Letters, Taylor & Francis Journals, vol. 21(15), pages 1099-1103, October.
  8. Li, Dongxin & Hong, Yanran & Wang, Lu & Xu, Pengfei & Pan, Zhigang, 2022. "Extreme risk transmission among bitcoin and crude oil markets," Resources Policy, Elsevier, vol. 77(C).
  9. Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2016. "Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing," Applied Economics, Taylor & Francis Journals, vol. 48(24), pages 2301-2308, May.
  10. Hatemi-J, Abdulnasser & Mustafa, Alan, 2016. "Testing for Financial Market Integration of the Chinese Market with the US Market," MPRA Paper 72733, University Library of Munich, Germany.
  11. Chang, Tsangyao & Chen, Wen-Yi, 2017. "Revisiting the relationship between suicide and unemployment: Evidence from linear and nonlinear cointegration," Economic Systems, Elsevier, vol. 41(2), pages 266-278.
  12. Abdulnasser Hatemi-J & Youssef El-Khatib, 2016. "An extension of the asymmetric causality tests for dealing with deterministic trend components," Applied Economics, Taylor & Francis Journals, vol. 48(42), pages 4033-4041, September.
  13. Clement Olalekan Olaniyi, 2020. "Application of Bootstrap Simulation and Asymmetric Causal Approach to Fiscal Deficit-Inflation Nexus," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 12(2), pages 123-140, May.
  14. Alsamara, Mouyad & Mrabet, Zouhair & Hatemi-J, Abdulnasser, 2020. "Pass-through of import cost into consumer prices and inflation in GCC countries: Evidence from a nonlinear autoregressive distributed lags model," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 89-101.
  15. Nouira, Ridha & Hadj Amor, Thouraya & Rault, Christophe, 2019. "Oil price fluctuations and exchange rate dynamics in the MENA region: Evidence from non-causality-in-variance and asymmetric non-causality tests," The Quarterly Review of Economics and Finance, Elsevier, vol. 73(C), pages 159-171.
  16. Lin, Boqiang & Bai, Rui, 2021. "Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective," Research in International Business and Finance, Elsevier, vol. 56(C).
  17. Bala Dahiru Abdullahi, 2016. "Time-Varying VAR with Stochastic Volatility and Monetary Policy Dynamics in Nigeria," Economics Bulletin, AccessEcon, vol. 36(4), pages 2237-2249.
  18. Hatemi-J, Abdulnasser & Mustafa, Alan, 2016. "A MS-Excel Module to Transform an Integrated Variable into Cumulative Partial Sums for Negative and Positive Components with and without Deterministic Trend Parts," MPRA Paper 73813, University Library of Munich, Germany.
  19. Ayad Hicham, 2021. "Oil Prices and the Algerian Exchange Rate: Is there any Difference with Hidden Co-Integration?," Folia Oeconomica Stetinensia, Sciendo, vol. 21(1), pages 1-17, June.
  20. Javed Iqbal & Sitara Jabeen & Misbah Nosheen & Mark Wohar, 2024. "The Asymmetric Effects of Exchange Rate Volatility on Pakistan–Japan Commodity Trade: Evidence from Non-linear ARDL Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(3), pages 657-732, September.
  21. Abdulnasser Hatemi-J & Tsangyao Chang & Wen-Yi Chen & Feng-Li Lin & Rangan Gupta, 2018. "Asymmetric causality between military expenditures and economic growth in top six defense spenders," Quality & Quantity: International Journal of Methodology, Springer, vol. 52(3), pages 1193-1207, May.
  22. Audi, Marc & Ali, Amjad & Fayad Hamadeh, Hani, 2022. "Nexus among innovations, financial development and economic growth in developing countries," MPRA Paper 115220, University Library of Munich, Germany.
  23. Genc, Ismail H., 2022. "Are Indian Subcontinent remittance markets connected to each other?," Journal of Asian Economics, Elsevier, vol. 80(C).
  24. Hong, Yanran & Ma, Feng & Wang, Lu & Liang, Chao, 2022. "How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test," Resources Policy, Elsevier, vol. 78(C).
  25. Veli Yilanci & Onder Ozgur & Muhammed Sehid Gorus, 2021. "Stock prices and economic activity nexus in OECD countries: new evidence from an asymmetric panel Granger causality test in the frequency domain," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-22, December.
  26. Hatemi-J, Abdulnasser & Irandoust, Manuchehr, 2015. "Modelling Asymmetry in Oil, Gold and Stock Markets by a Hidden Cointegration Technique. - Modelli di asimmetria nel mercato del petrolio, dell’oro e nei mercati azionari attraverso una tecnica di coin," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 68(2), pages 213-228.
  27. Asif, Muhammad & Khan, Khan Burhan & Anser, Muhammad Khalid & Nassani, Abdelmohsen A. & Abro, Muhammad Moinuddin Qazi & Zaman, Khalid, 2020. "Dynamic interaction between financial development and natural resources: Evaluating the ‘Resource curse’ hypothesis," Resources Policy, Elsevier, vol. 65(C).
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