Mar 30 2024 Houssam Bouzgarrou , Zied Ftiti , Wael Louhichi and Mohamed Youssfi   Stock market performance under COVID-19: Evidence from investor behavior   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 30 2022 Paulo Matos , Cristiano Da Silva and Antonio Costa   On the relationship between COVID-19 and G7 banking co-movements   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 23 2020 Juanjuan Zhuo and Masao Kumamoto   Stock market reactions to COVID-19 and containment policies: A panel VAR approach   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 12 2020 Muhammad Shahbaz , Naceur Khraief and Robert L. Czudaj   Renewable energy consumption-economic growth nexus in G7 countries: New evidence from a nonlinear ARDL approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 05 2018 Mihai Mutascu   G7 countries: between trade openness and CO2 emissions   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 18 2015 Joao Tovar Jalles   How Quickly is News Incorporated in Fiscal Forecasts?   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 05 2011 Virginie Coudert and Hélène Raymond-Feingold   Gold and financial assets: Are there any safe havens in bear markets?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 09 2010 Haifeng Xu and Shigeyuki Hamori   Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 09 2010 Venus Khim-Sen Liew , Zhuo Qiao and Wing-keung Wong   Linearity and stationarity of G7 government bond returns   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 17 2008 Frédérique Bec , Anders Rahbek and Mélika Ben Salem   Purchasing power parity: A nonlinear multivariate perspective   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 31 2008 Jue-Shyan Wang and Mei-Yin Lin   Mean Reversion of Balance of Payments¡GEvidence from Sequential Trend Break Unit Root Tests   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 02 2003 Valerie Mignon and Sandrine Lardic   Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries   Abstract  Contact Information  Citation  Full Text  -  Note