|
|
|
|
|
Ünzüle KURT, Feyza BALAN
Pág. 1 - 10
Climate change which caused to dramatic economic impact is a key issue for the world in the 21st century. Using data for Portugal, Ireland, Italy and Spain (PIIGS) countries over the years 1990-2009, this study investigates the causal relationship from c...
ver más
|
|
|
|
|
|
|
|
|
|
|
Benjamin Mudiangombe Mudiangombe and John Weirstrass Muteba Mwamba
This paper examines the effects of the Standard and Poor?s 500 (SP500) stock index crash during the global financial crisis and the COVID-19 pandemic periods on the South African top sector indices (basic materials, consumer goods, consumer services, fin...
ver más
|
|
|
|
|
|
|
|
|
|
|
Aamir Aijaz Syed, Muhammad Abdul Kamal, Simon Grima and Assad Ullah
The relationship between financial development indicators and non-performing loans (NPLs) has garnered significant attention, especially in emerging countries. The puzzle of whether financial sector development increases or decreases Non-performing Loans...
ver más
|
|
|
|
|
|
|
|
|
|
|
Apostolos Ampountolas
Over the past years, cryptocurrencies have drawn substantial attention from the media while attracting many investors. Since then, cryptocurrency prices have experienced high fluctuations. In this paper, we forecast the high-frequency 1 min volatility of...
ver más
|
|
|
|
|
|
|
|
|
|
|
Arifa Jannat, Kentaka Aruga, Jun Furuya and Miyuki Iiyama
To maintain a sustainable market for major non-cereal crops in Bangladesh, the present study evaluated the asymmetric effect of the key macroeconomic variables on the imported and exported non-cereal crops. In this connection, this study evaluated the no...
ver más
|
|
|
|
|
|
|
|
|
|
|
Hatice Erkekoglu,Aweng Peter Majok Garang,Adire Simon Deng
Pág. 268 - 281
Symmetric and asymmetric GARCH models-GARCH (1,1); PARCH(1;1); EGARCH(1,1,); TARCH(1,1) and IGARCH(1,1)- were used to examine stylized facts of daily USD/UGX return series from September 1st, 2005 to August 30th, 2018. Modeling and forecasting were perfo...
ver más
|
|
|
|
|
|
|
|
|
|
|
Haytem Ahmed Troug,Matt Murray
Pág. 282 - 296
This paper examines the presence of asymmetry in the response of the Libyan economy to fluctuations in oil prices, subsequent to discovery of oil in the country. Three Vector Autoregressive (VAR) models are illustrated and estimated along with a multivar...
ver más
|
|
|
|
|
|
|
|
|
|
|
Gülsah Gençer Çelik
Pág. 158 - 165
This paper examines the volatility of the tourism sector in Borsa Istanbul in Turkey, paying special attention to the role of exchange rate exposure in the process. The GARCH, BJR (TARCH) and EGARCH models are employed to estimate the volatility in the s...
ver más
|
|
|
|
|
|
|
|
|
|
|
Salma Zaiane,Rabeb Jrad
Pág. 245 - 254
The paper investigates the dynamic linkages between exchange rate (against US dollar) and the stock market (local currency) of Tunisia from January 2004 to April 2017. In particular, the paper tries to answer if there are any correlations between these v...
ver más
|
|
|
|
|
|
|
|
|
|
|
Vina Nurlita,Prima Naomi
Pág. 29 - 38
This study has the purpose to examine the effect of political events on the volatility of stocks traded on the Indonesia Stock Exchange (IDX). Furthermore, this study also sees whether such political events also influence the shares that have direct link...
ver más
|
|
|
|
|
|