29   Artículos

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en línea
Raziyeh AmirTeymoori, Seyed AbdolMajid Jalaee, Mohsen ZayandehRoodi     Pág. 124 - 134
The synchronization of business cycles is one of the new topics that have been raised in recent decades in the field of international business at the same time of increased economic integration between countries. Accordingly, considering the influenced I... ver más

 
en línea
Nagmi Moftah Aimer(1), Abdulmula Albashir Lusta(2), (1) Department of Economics, Higher Institute of Marine Sciences Techniques, Sabratha, Libya (2) Department of E-commerce, Faculty of Economics and Political Science, Tripoli University, Libya     Pág. 200 - 215
Revista: Economic Journal of Emerging Markets    Formato: Electrónico

 
en línea
John Weirstrass Muteba Mwamba and Sutene Mwambetania Mwambi    
This paper investigates the dynamic tail dependence risk between BRICS economies and the world energy market, in the context of the COVID-19 financial crisis of 2020, in order to determine optimal investment decisions based on risk metrics. For this purp... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Yi-Chang Chen, Hung-Che Wu, Yuanyuan Zhang and Shih-Ming Kuo    
The aim of this study is to investigate the herding of beta transmission between return and volatility. We have used the dynamic conditional correlation model with the mixed-data sampling (DCC-MIDAS) model for the analysis. The evidence demonstrates that... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Bachar FAKHRY     Pág. 1 - 42
We review market participants' actions and the EU afterthe introduction of the euro and during the crises period and Brexit process. The crucial factor is the feedback effect in the reactions of the market participants and the EU. The euro was introduced... ver más
Revista: Journal of Economics and Political Economy    Formato: Electrónico

 
en línea
Byron J. Idrovo-Aguirre, Francisco J. Lozano and Javier E. Contreras-Reyes    
In this paper, we approached the concept of real estate bubble, analyzing the risk its bursting could generate for the Chilean financial market. Specifically, we analyzed the relationship between real housing prices, the economic activity index, and mort... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Stelios Bekiros and Christos Avdoulas    
We examined the dynamic linkages among money market interest rates in the so-called ?BRICS? countries (Brazil, Russia, India, China, and South Africa) by using weekly data of the overnight, one-, three-, and six- months, as well as of one year, Treasury ... ver más
Revista: Forecasting    Formato: Electrónico

 
en línea
Aniek Hindrayani,Fadikia K Putri,Inda F Puspitasari  10.21831/economia.v15i2.26314     Pág. 232 - 242
Abstract: This study analyzes the spillover effects of the US monetary policy on the ASEAN stock market with Markov switching model and investigates differences in empirical results of each country from ASEAN member. The results of this study have import... ver más
Revista: Jurnal Economia    Formato: Electrónico

 
en línea
Muhammad Zubair Mumtaz, Zachary Alexander Smith     Pág. 89 - 124
This study empirically examines the spillover effect from US monetary policy to nineteen European economies using Markov-switching models. The results of the univariate Markov-switching models validate the presence of two distinct regimes for both US mon... ver más
Revista: Estudios de Economía    Formato: Electrónico

 
en línea
Michele Rílany Rodrigues Machado,Ivan Ricardo Gartner,Lúcio de Souza Machado     Pág. 435 - 468
This paper examined if macroeconomic variables individually have long-term relationship with Brazilian stock return rates, where the Ibovespa. For this, we applied the Markov-switching dynamic model with change in variance, between macroeconomic variable... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

 
en línea
Tarlok Singh     Pág. 47 - 68
This study estimates the Markov-switching model and examines the Keynesian business cycle dynamics ofeconomic growth for a comprehensive set of eight OECD countries. The estimated duration of regime one is (i)shorter for Denmark, Sweden and Switzerland, ... ver más
Revista: Review of Economic Analysis    Formato: Electrónico

 
en línea
Lei Gao, Jeffery D. Connor and Peter Dillon    
This paper explores the potential economic benefits of water banking in aquifers to meet drought and emergency supplies for cities where the population is growing and changing climate has reduced the availability of water. A simplified case study based o... ver más
Revista: Water    Formato: Electrónico

 
en línea
Pierre-Julien Trombe, Pierre Pinson and Henrik Madsen    
Accurate wind power forecasts highly contribute to the integration of wind power into power systems. The focus of the present study is on large-scale offshore wind farms and the complexity of generating accurate probabilistic forecasts of wind power fluc... ver más
Revista: Energies    Formato: Electrónico

 
en línea
Katleho Makatjane and Ntebogang Moroke    
During the past decades, seasonal autoregressive integrated moving average (SARIMA) had become one of a prevalent linear models in time series and forecasting. Empirical research advocated that forecasting with non-linear models can be an encouraging alt... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Mahdieh Iranmanesh, Sayyed Abdolmajid JALAEE, Professor of Economics, Shahid Bahonar U, Mohsen ZAYANDERODI     Pág. 282 - 304
In Iran, one of the most important economic problems in recent decades is the phenomenon of inflation. Achieving a stable inflation rate requires the ability to use efficient and effective tools in economic policy-making. Hence, economic policymakers sho... ver más

 
en línea
Mishelle Doorasamy,Prince Kwasi Sarpong     Pág. 93 - 100
Peters (1994) proposed the fractal market hypothesis (FMH) as an alternative to the efficient market hypothesis, following his criticism of the EMH. In this study, we analyse whether the fractal nature of a financial market determines its riskiness and d... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Ritika Jaiswal,Rashmi Uchil     Pág. 144 - 150
This study incorporates the regime switching framework to investigate the hedge and safe haven property of gold futures against the stock and bond market movements. The Markov-Switching Vector Autoregression (MS-VAR) model is adopted, which splits the wh... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Huiming Wu and Sicong Guo    
The switching system model of a closed-loop supply chain with Markov jump parameters is established. The system is modeled as a switching system with Markov jump parameters, taking into account the uncertainties of the process and the inventory decay fac... ver más
Revista: Applied Sciences    Formato: Electrónico

 
en línea
Taha Bahadir Sarac,Okyay Ucan     Pág. 874 - 884
The monetary authority affects the aggregate demand and investment expenditure via controlling short run interest rates.  It is important to satisfy the price stability together with working interest rate channel. This study aims to investigate the ... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Tadashi Yamamoto and Toyohiro Hamaguchi    
In this study, we aimed to evaluate the effectiveness of a brain robot in rehabilitation that combines motor imagery (MI), robotic motor assistance, and electrical stimulation. Thirteen in-patients with severe post-stroke hemiplegia underwent electroence... ver más
Revista: Applied Sciences    Formato: Electrónico

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