Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Hyunjoo Kim Karlsson"'
Publikováno v:
Empirical Economics. 60:2323-2350
This study investigates Granger causality and instantaneous causality between financial development and economic development for 76 economies of four different income levels. The main novelty of the study is that it fills a gap in existing studies on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::940cb323525e1efae051d1e1dc258c44
https://doi.org/10.1007/s00181-020-01885-5
https://doi.org/10.1007/s00181-020-01885-5
Autor:
Yushu Li, Hyunjoo Kim Karlsson
Publikováno v:
Computational Economics
This paper investigates the asymmetric behavior of oil price volatility using different types of Asymmetric Power ARCH (APARCH) model. We compare the estimation and forecasting performance of the models estimated from the maximum likelihood estimatio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::da5f61da1cce794544333d3e82ef87e7
https://hdl.handle.net/11250/3060743
https://hdl.handle.net/11250/3060743
Autor:
Hyunjoo Kim Karlsson
Publikováno v:
Journal of the Asia Pacific Economy. 25:250-269
Unlike previous studies on causal relationships between government revenue and expenditures in China, this study takes into consideration structural breaks in the data by performing wavelet decompo...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::baded14df137e2fd17176673de81107a
https://doi.org/10.1080/13547860.2019.1646573
https://doi.org/10.1080/13547860.2019.1646573
Publikováno v:
The Energy Journal. 41
The objective of this paper is to re-examine the relationship between real oil prices and real effective exchange rates (REER) for major oil-exporting countries with floating exchange rates. We app ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b3aa20ee4e7d59bd562624652a8f0043
https://doi.org/10.5547/01956574.41.6.hkar
https://doi.org/10.5547/01956574.41.6.hkar
Publikováno v:
Applied Economics Letters. 25:335-339
This article examines whether the purchasing power parity (PPP) theory holds or not for the economies in different developing regions located in Africa, Asia and Latin America. In order to investig...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f283c68e655817d92d0d3a348724220b
https://doi.org/10.1080/13504851.2017.1321830
https://doi.org/10.1080/13504851.2017.1321830
Publikováno v:
Sustainability
Volume 10
Issue 8
Sustainability, Vol 10, Iss 8, p 2792 (2018)
Volume 10
Issue 8
Sustainability, Vol 10, Iss 8, p 2792 (2018)
This paper applies wavelet multi-resolution analysis (MRA), combined with two types of causality tests, to investigate causal relationships between three variables: real oil price, real interest rate, and unemployment in Norway. Impulse response func
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::2da25f9d5f6c0f16878b513d0c8d5337
Autor:
Hyunjoo Kim Karlsson, R. Scott Hacker
Publikováno v:
Applied Financial Economics. 23:1155-1168
The time-varying behaviour of the market and exchange risk betas of the US sectoral returns are estimated using a random walk process in connection with the Kalman filter. The empirical findings, in general, show that the market risks tend to shrink
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6b8ee81eec12a7403a293774af04edab
https://doi.org/10.1080/09603107.2013.797555
https://doi.org/10.1080/09603107.2013.797555
Publikováno v:
The World Economy. 35:1162-1185
This paper uses wavelet analysis to investigate the relationship between the spot exchange rate and interest rate differential for seven pairs of countries, with a small country, Sweden, included ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e486037afe52dda1155d337d49a16c23
https://doi.org/10.1111/j.1467-9701.2012.01466.x
https://doi.org/10.1111/j.1467-9701.2012.01466.x
This paper uses wavelet analysis to investigate causality between the spot exchange rate and the nominal interest rate differential for seven country pairs, which includes Sweden. Impulse response functions are also utilized to examine the signs of h
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4d4ab522a852bcd439f6fdb10101b20c
https://static.sys.kth.se/itm/wp/cesis/cesiswp215.pdf
https://static.sys.kth.se/itm/wp/cesis/cesiswp215.pdf