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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
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Search: subject:"state-space model"
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State space model
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Mansur Masih
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Obiyathulla Ismath Bacha
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Dewandaru, Ginanjar
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Masih, Mansur
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Najeeb, Syed Faiq
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Abdul Aziz Buriev
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Abul Mansur Mohammed Masih
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Aloui, Chaker
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Discussion paper / Tinbergen Institute
94
Economic modelling
82
Economics letters
55
Computational economics
54
Journal of econometrics
54
Energy economics
52
International journal of forecasting
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Journal of forecasting
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Journal of economic dynamics & control
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Applied economics
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Finance research letters
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CAMA working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / Department of Econometrics and Business Statistics, Monash University
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of economics & finance : IREF
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Working paper
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International review of financial analysis
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Discussion paper / Centre for Economic Policy Research
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Econometric reviews
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Journal of applied econometrics
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Working paper series / European Central Bank
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Finance and economics discussion series
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Journal of empirical finance
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CREATES research paper
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CESifo working papers
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Journal of macroeconomics
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Bank of Finland research discussion papers
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of risk and financial management : JRFM
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NBER Working Paper
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NBER working paper series
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Tinbergen Institute Discussion Paper
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International journal of finance & economics : IJFE
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Contagion of capital markets in CEE countries : evidence from wavelet analysis
Cărăuşu, Dumitru Nicuşor
;
Filip, Bogdan Florin
; …
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
1/2/3
,
pp. 618-641
Persistent link: https://www.econbiz.de/10012123340
Saved in:
2
A multiple and partial wavelet analysis of the oil price, inflation, exchange rate, and economic growth nexus in Saudi Arabia
Aloui, Chaker
;
Hkiri, Besma
;
Hammoudeh, Shawkat
; …
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
4/5/6
,
pp. 935-956
Persistent link: https://www.econbiz.de/10012123535
Saved in:
3
Exploring portfolio diversification opportunities through venture capital financing : evidence from MGARCH-DCC, Markov switching, and wavelet approaches
Yusuf Jaffar
;
Dewandaru, Ginanjar
;
Mansur Masih
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
4/5/6
,
pp. 1320-1336
Persistent link: https://www.econbiz.de/10012123592
Saved in:
4
Do Islamic stock returns hedge against inflation? : a wavelet approach
Haniff, Norazza M.
;
Abul Mansur Mohammed Masih
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
10/11/12
,
pp. 2348-2366
Persistent link: https://www.econbiz.de/10012124725
Saved in:
5
The onshore-offshore exchange rate differential, interest rate spreads, and internationalization : evidence from the Hong Kong offshore renminbi market
Ren, Ying-hua
;
Chen, Lin
;
Liu, Ye
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
13/14/15
,
pp. 3100-3116
Persistent link: https://www.econbiz.de/10012125693
Saved in:
6
Portfolio diversification benefits at different investment horizons during the Arab Uprisings : Turkish perspectives based on MGARCH-DCC and wavelet approaches
Abdul Aziz Buriev
;
Dewandaru, Ginanjar
;
Mohd Pisal Zainal
; …
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
13/14/15
,
pp. 3272-3293
Persistent link: https://www.econbiz.de/10012125782
Saved in:
7
An empirical investigation of eastern European bond markets
Wang, Jinghua
;
Bilson, John F.
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
1
,
pp. 199-212
Persistent link: https://www.econbiz.de/10011763968
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8
Do imported commodities cause inflation in China? : an armington substitution elasticity analysis
Wu, Chongyu
;
Zhou, Jiantao
;
Li, Hui
;
Liu, Zhongyi
;
Cai, …
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
2
,
pp. 400-415
Persistent link: https://www.econbiz.de/10011764233
Saved in:
9
Re-examining the determinants of Islamic bank performance : new evidence from dynamic GMM, quantile regression, and wavelet coherence approaches
Chowdhury, Mohammad Ashraful Ferdous
;
Haque, Md. Mahmudul
; …
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1519-1534
Persistent link: https://www.econbiz.de/10011823816
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10
Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? : a multi-scale continuous wavelet correlation analysis
Najeeb, Syed Faiq
;
Obiyathulla Ismath Bacha
;
Mansur Masih
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2377-2393
Persistent link: https://www.econbiz.de/10011825987
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