This paper examines the relationship between energy consumption and economic growth
for the United States both at a country and at a sectoral level (Industry, Residential, Electric …

Statistical Arbitrage (SA) is a common financial term. However, there is no common
definition in the literature while investors use the expression SA for a variety of different …

We empirically investigate the short-and long-run dynamic relationship between security
broker–dealer leverage and stock prices. To explore various potential adjustment dynamics …

This paper examines the dynamics of price integration among Asian financial markets
during the postfinancial crisis period. We employ the autoregressive distributed lag (ARDL) …

This research article focused on discovering appropriate liquidity risk concerns in the
financial Sector. Primarily, it deals with the appropriate liquidity factors that affect financial …

Empirical studies show that market concentration and pricing policies regulation have an
important impact on price transmission. These factors lead to an asymmetric price …

The use of asymmetrical threshold cointegration test is adopted in this study to investigate
whether any significant relationship or asymmetric adjustment exists in transmission of …

This paper attempts to estimate the relationship between oil prices and financial stress using
weekly data for the period December 31, 1993 to July 15, 2016. The analysis is carried out …