Stationarity; VARMA; Common Trends; Co integration; Granger Causality; Volatility; Spillover Index - Articles

Co-movements of Oil, Gold, the U.S. Dollar, and Stocks (Articles)

Subarna K. Samanta, Ali H. M. Zadeh

Modern Economy Vol.3 No.1, January 5, 2012

DOI: 10.4236/me.2012.31015 10,256 Downloads 19,035 Views Citations
A Co-Integration Analysis of the Interdependencies between Crude Oil and Distillate Fuel Prices (Articles)

Jane Aduda, Patrick Weke, Philip Ngare

Journal of Mathematical Finance Vol.8 No.2, May 31, 2018

DOI: 10.4236/jmf.2018.82030 1,085 Downloads 2,727 Views Citations
A Comparison of Spillover Effects before, during and after the 2008 Financial Crisis (Articles)

Alethea Rea, William Rea, Marco Reale, Carl Scarrott

Applied Mathematics Vol.5 No.4, March 10, 2014

DOI: 10.4236/am.2014.54057 4,194 Downloads 6,270 Views Citations
Causality Nexus of Electricity Consumption and Economic Growth: An Empirical Evidence from Ghana (Articles)

Bismark Ameyaw, Amos Oppong, Lucille Aba Abruquah, Eric Ashalley

Open Journal of Business and Management Vol.5 No.1, November 18, 2016

DOI: 10.4236/ojbm.2017.51001 2,780 Downloads 6,203 Views Citations
Revisiting Exports, Imports and Economic Growth Nexus: Empirical Evidence from Bangladesh (1981-2017) (Articles)

Md. Sazib Miyan, Md. Nurul Kabir Biplob

Modern Economy Vol.10 No.2, February 26, 2019

DOI: 10.4236/me.2019.102036 1,362 Downloads 3,664 Views Citations
An Empirical Analysis about Optimal Scale of China’s Foreign Exchange Reserves (Articles)

Tingting Cheng, Jiajie Zhu

Journal of Service Science and Management Vol.13 No.2, April 26, 2020

DOI: 10.4236/jssm.2020.132024 975 Downloads 3,012 Views Citations
Capital Market Liberalization: Effect of Foreign Investors on Saudi Stock Market Performance (Articles)

Abeer Faleh H. Almutiri

Journal of Mathematical Finance Vol.10 No.2, May 18, 2020

DOI: 10.4236/jmf.2020.102017 850 Downloads 2,825 Views Citations
Time Series Modeling of Dynamic Responses of Commodity Prices to Monetary Policy Shocks in Ghana (Articles)

Ernest Yeboah Boateng, Paul K. Yeboah, Isaac Christopher Otoo, Joseph Otoo

Journal of Financial Risk Management Vol.9 No.4, November 6, 2020

DOI: 10.4236/jfrm.2020.94020 685 Downloads 2,073 Views Citations
Study on the Extreme Risk Spillover between China and World Stock Market after China’s Share Structure Reform (Articles)

Liangyu Wang

Journal of Financial Risk Management Vol.3 No.2, June 12, 2014

DOI: 10.4236/jfrm.2014.32006 3,367 Downloads 5,844 Views Citations
The Impact of US Stock Market on the Co-Movements of BRIC Stock Markets—Evidence from Linear Conditional Granger Causality (Articles)

Lu Wang, Yang Yang, Yuanhui Ma

Open Journal of Statistics Vol.7 No.5, October 27, 2017

DOI: 10.4236/ojs.2017.75060 1,252 Downloads 2,918 Views Citations
Economic Interdependence: Evidence from China and ASEAN-5 Countries (Articles)

Arunnan Balasubramaniam, Chin-Hong Puah, Shazali Abu Mansor

Modern Economy Vol.3 No.1, January 5, 2012

DOI: 10.4236/me.2012.31017 7,031 Downloads 12,805 Views Citations
Dynamic Interactive Cycles during the 2008 Financial Crisis (Articles)

Ioannis M. Neokosmidis, Vassilis Polimenis

Modern Economy Vol.1 No.1, June 7, 2010

DOI: 10.4236/me.2010.11001 5,381 Downloads 10,198 Views Citations
Research on the Relationship between Entrepreneur Confidence Index and Producer Price Index Based on Quantile Granger Causality (Articles)

Qiying Lao, Guoqiang Tang, Huifang Qu

Open Journal of Social Sciences Vol.6 No.10, October 23, 2018

DOI: 10.4236/jss.2018.610006 1,043 Downloads 2,102 Views Citations
Empirical Study on the Influence of Rural Labor Transfer upon Rural Economic Development in China Jiangxi__Based on Industrial Structure Deviation (Articles)

Zhongwen Chen, Qiong Chen, Yuhong Li

Journal of Service Science and Management Vol.5 No.2, May 22, 2012

DOI: 10.4236/jssm.2012.52022 5,088 Downloads 8,390 Views Citations
The Impact of Investor Attention on China’s Corn Futures Price (Articles)

Lu Zhang, Yinpeng Zhang, Li Sun, Junwei Cheng

Journal of Mathematical Finance Vol.13 No.2, May 23, 2023

DOI: 10.4236/jmf.2023.132009 277 Downloads 1,098 Views Citations
This article belongs to the Special Issue on Mathematical Methods in Finance
Dynamic Causal Relationships in Stock Market: A Three-Dimensional Granger Causality Network Approach (Articles)

Panmeng Huang, Yuan Liu, Huanghao Chen, Jerome Yen, Naixue Xiong, Hui Bu

Open Journal of Social Sciences Vol.14 No.4, April 30, 2026

DOI: 10.4236/jss.2026.144046 40 Downloads 276 Views Citations
Characterizing the Volatility Transmission across International Stock Markets (Articles)

Amarnath Mitra, Vishwanathan Iyer, Anto Joseph

Theoretical Economics Letters Vol.5 No.4, August 24, 2015

DOI: 10.4236/tel.2015.54067 3,717 Downloads 5,768 Views Citations
Leading Indicators of Heating Coal Pricing in Turkey: A Coal Pricing Model (2003-2009) (Articles)

Mehmet Mithat Mithat Uner, Nezir Kose, Soner Gokten

Natural Resources Vol.2 No.2, June 17, 2011

DOI: 10.4236/nr.2011.22014 4,720 Downloads 9,634 Views Citations
Exploring the Cointegration Relation among Top Eight Asian Stock Markets (Articles)

Muhammad Rizwanullah, Lizhi Liang, Xiuyuan Yu, Jinan Zhou, Muhammad Nasrullah, Muhammad Uzair Ali

Open Journal of Business and Management Vol.8 No.3, April 21, 2020

DOI: 10.4236/ojbm.2020.83068 1,199 Downloads 2,595 Views Citations
Black Lives Matter and Granger Causal Testing: A Signal of Economic Deprivation (Articles)

Jacob Gifford, Jeffrey Oliver

Modern Economy Vol.12 No.11, November 29, 2021

DOI: 10.4236/me.2021.1211084 460 Downloads 2,501 Views Citations

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