|
Adekoya, O.B., and Oliyide, J.A. (2020). How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. Resources Policy, 70, 1-17. Alam, M.M., Alam, K.A., and Shuvo, A. (2011). An empirical evidence of international Fisher effect in Bangladesh with India and China: A time-series approach. Elixir Finance, 36, 3078-3081. Alizadeth, H.N., Nassir, A.M., and Masoudi, S.Y. (2014). An empirical investigation of international Fisher effect on 10 ASEAN countries. Asian Network for Scientific information, 14(6), 531-536. Anokye, M.A., and Ofori, D. (2017). Validity of international Fisher effect in the West African Monetary Zone. Journal of Economic Cooperation and Development, 38(3), 121-143. Atsalakis, G.S., Bouri, E., and Pasiouras, F. (2021). Natural disasters and economic growth: A quantile on quantile approach. Annals of Operations Research, 306(1), 83-109. Bossman, A., Umar, Z., and Tapioca, T. (2022). Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis. Journal of Economic Asymmetries, DOI: 10.1016/j.jeca.2022.e00257. Bouoiyour, J., Selmi, R., and Wohar, M.E. (2018). Measuring the response of gold prices to uncertainty: An analysis beyond the mean. Economic Modelling, 75, 105-116. Fisher, I. (1930). The theory of interest. New York: The MacMillan Company. Galvao Jr., A.F., (2009). Unit root quantile autoregression testing using covariates. Journal of Econometrics, 152 (2), 165-178. Giddy, I., and Dufey, G. (1975). The random behavior of flexible Exchange rates: Implications for forecasting. Journal of International Business Studies, 6, 1-32. He, Y. (2018). A study on the international Fisher effect: an investigation from South Korea and China. International Journal of Industrial Distribution & Business, 9(7), 33-42. Joksimović, M., Joksimović, D., and Vučkovski, B.G. (2020). A test of international Fisher effect: Researching from Serbia and the European Union. Економика, 66(2), 49-61. Khan, K., Su, C.W., and Umar, M. (2022). The dynamic interaction between COVID-19 and shipping freight rates: A quantile on quantile analysis. European Transport Research Review, DOI: 10.1186/s12544-022-00566-x. Khawaga, A.E., Esam, M., and Hammam, R. (2014). Exchange rates and interest rates: An empirical investigation of international Fisher effect theory - The case of Egypt (2003-2012). Working Papers 869, Economic Research Forum. Khubchandani, A., and Abrol, K. (2017). The international Fisher effect and Japan: An empirical analysis. International Journal of Social Science and Economic Research, 2(11), 5158-5165. Koenker, R., and Xiao, Z, (2004). Unit root quantile autoregression inference. Journal of the American Statistical Association, 99(467), 775-787. Machobani, D., Boako, G., and Alagidede, P. (2017). Uncovered interest parity, purchasing power parity and the Fisher effect: Evidence from South Africa. Frontiers in Finance and Economics, 14(2), 88-134. Madura, J. (2010). International Financial Management, 10th Edition, South-Western, College Publishing. Puci, J., and Mansaku, S. (2016). An empirical evidence of the international Fisher effects on the USD to CHY exchange rate. Academic Journal of Interdisciplinary Studies, 5(1), 249-256. Robinson, W., and Warburton, P. (1980). Managing currency holdings: Lessons from the floating period. Economic Outlook, 4(5), 18-27. Shalishali, M.K. (2012). A test of the international Fisher effect in selected Asian Countries. International Journal of Humanities and Social Science, II, 86-92. Shapiro, A.C. (1998). Foundations of multinational financial management. Prentice-Hall, Inc. London. Sim, N., and Zhou, H. (2015). Oil prices, US stock return, and the dependence between their quantiles. Journal of Banking and Finance, 55, 1-8. Umar, M. (2021). The impact of cyber-attacks on cryptocurrency price, return and liquidity: evidence from quantile-on-quantile regression. Available at SSRN: https://ssrn.com/abstract=3945849. Varamini, H., Clough, J., and McCall, M. (2017). An empirical investigation of the international Fisher effect: Mexican Peso and United States Dollar. International Journal of Economics and Financial Research, 3(7), 110-113. Wu, Po-Chin, Liu, Shiao-Yen, Wang, Kou-Bau (2017). Does unemployment matter for lottery sales and their persistence? A new estimation approach. Social Indicators Research, 130, 581-592. Wu, Po-Chin, Liu, Shiao-Yen, Zhai, Rui-Xiang (2018a). Nonlinear impacts of operating risk and demand management policy on banks’ performance: The role of leading indicator. Economic Analysis and Policy, 59, 40-53. Wu, Po-Chin, Lee, Chung-Chih (2018b). The non-linear impact of monetary policy on international reserves-macroeconomic variables nexus. Empirica, 45, 165-185. Wu, C.F., Chang, T., Wang, C.M., Wu, T.P., Lin, M.C., and Huang, S.C. (2021). Measuring the impact of health on economic growth using pooling data in regions of Asia: Evidence from a quantile-on-quantile analysis. Frontier in Public Health, DOI: 10.3389/fpubh.2021.689610.
|
| |