... are analyzed using wavelet analysis, which has been less explored to study the Indian AFC. Secondly, the main contribution of this research lies in its integrated three-step framework used to examine the short-term, long-term and comovement dynamics. Lastly, we analyze the causal direction between the two...

...Erdost Torun; Berna Doğan Başar; Ibrahim Halil Ekşi; Dadang Lesmana; Rizky Yudaruddin Purpose This study aims to examine the causality relationship between environmental, social and governance (ESG) indices and traditional asset class indices across six countries with diverse economic conditions...

... was utilized. Advanced econometric techniques, including the Granger Causality (GC) test and the autoregressive distributed lag (ARDL) bounds test, were employed to examine both immediate and enduring connections among stock returns, trading volume and volatility. Findings The ARDL bounds test demonstrates...

... relationship among the variables. For the robustness of cointegration analysis, the authors also employ ARDL bound testing in the presence of structural break years. Moving forward, the authors apply VECM Granger causality to find out the direction of causality. Subsequently, variance decomposition approach...

..., this paper aims to study the impact of OFDI from these countries on home country exports by using panel data for BRICS for time period 1993–2015. Design/methodology/approach The author use panel unit root tests, panel cointegration, VECM and causality tests in the study. Findings The results reveal...

... to establish the strength of the causal relationship between the examined variables. Findings The results confirm that the examined variables are cointegrated. FDI, domestic investment, trade openness, human capital (HC) and institutional quality were found to have significantly positive effects...

...Cahit Adaoglu; Salih Turan Katircioglu Purpose The purpose of this paper is to investigate the direction of causality between the monthly stock returns and the monthly net foreign investor flows, and the existence of feedback trading by foreign investors for the “blue chip” stocks of the Istanbul...