Consumption asymmetry and the stock market: Empirical evidence
By N. Apergis, Stephen M. Miller. 2006
145 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/36f44f69a1bff6ba298592baaf87fcae85320924
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In Economics and Econometrics
- Sujata Saha
- Mohsen Bahmani-Oskooee *
- Salah A. Nusair
- Ferda Halicioglu
- S. Hegerty
- Dr. Gour Gobinda Goswami
- Ali M. Kutan
- Orhan Kara
In Finance
Citations in the corpus
- On the relation between stock prices and exchange rates: a review article (2015, background): “Apergis and Miller (2006), Delatte and Lopez-Villavicencio (2012), Verheyen (2013), Bahmani-Oskooee and Fariditavana (2014) and Bahmani-Oskooee and Bahmani (2015) we decompose the movement of the LnEX variable into its negative (depreciation) and positive (appreciation) partial sums as LnEX 1⁄4 LnEX”
- Do exchange rate changes have symmetric or asymmetric effects on stock prices (2016, unknown): “4 For more on the applications of this concept see Apergis and Miller (2006), Delatte and Lopez-Villavicencio (2012), Verheyen (2013), Bahmani-Oskooee and Fariditavana (2014), Bahmani-Oskooee and Bahmani (2015), BahmaniOskooee and Ghodsi (2016) and Shin et al. (2014).”
- Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2013, unknown): “…to13 yt D yt 1 C xt 1 C p 1X iD1 i yt i C q 1X iD0 Ci x C t i C i x t i C et : (9.14) Models of this form have also been employed by Shirvani and Wilbratte (2000) and Apergis and Miller (2006) in their analysis of short-run asymmetric wealth effects on consumption due to liquidity constraints.”