55   Artículos

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en línea
Rashid Sbia,Helmi Hamdi,Bedri Kamil Onur Tas,Sahel Al Rousane     Pág. 629 - 639
The aim of this paper is to analyze the effect of monetary policy on stock returns and stock return variability in the Gulf Cooperation Council (GCC) Countries namely; Bahrain, Kuwait, Oman, Qatar and Saudi Arabia (United Arab Emirates was excluded for n... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Matloob Ullah Khan,Ambrish Gupta,Sadaf Siraj     Pág. 87 - 98
The main objectives of this paper are to incorporate modification in Black-Scholes option pricing model formula by adding some new variables on the basis of given assumption related to risk-free interest rate, and also shows the calculation process of ne... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Ajmalud Din, Rozina Gul, Hamayoon Khan, Julian Garcia-Abadillo Velasco, Reyna Persa, Julio Isidro y Sánchez and Diego Jarquin    
Chickpea is the second most important legume crop in pulses, and its performance is greatly influenced by environmental factors inducing a change in the response patterns, complicating the selection of the best cultivar(s). The genotype-by-environment (G... ver más
Revista: Agriculture    Formato: Electrónico

 
en línea
Ali Trabelsi Karoui,Aida Kammoun     Pág. 89 - 106
This paper represents a new approach in the exchange rate determination by using microstructural and macroeconomic variables. We test a combination of fundamentals and microstructure variables in cointegrated relationship of the USD/JPY and USD/GBP curre... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Nidhi Malhotra,Saumya Gupta     Pág. 208 - 215
Although, the growth in the cryptocurrency market slowed down after the meteoric rise in late 2017, the market is still enjoying steady capital inflow. This has made the study of market dynamics between the cryptocurrencies and equity market indispensabl... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Raúl de Jesús-Gutiérrez,Roberto J. Santillán-Salgado     Pág. 127 - 141
The purpose of this work is to extend McNeil and Frey´s (2000) methodology by combining two component GARCH models and extreme value theory to evaluate the performance of the Value at Risk (VaR) and Expected Shortfall (ES) measures in the Latin American ... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Kalai Lamia,Kasraoui Naziha     Pág. 160 - 168
The aim of this paper is to study financial integration between emerging MENA countries and developed countries. We study short-term price series dynamics using Johansen's (1991) multivariate cointegration test to determine the number of cointegration ve... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Sisili Rahman,Biplab Das,Tazrina Farah     Pág. 76 - 83
This paper seeks to identify the spillover effect of remittance and private sector credit disbursement, on the capital market and real estate of Bangladesh during the period of 2003-2013. The paper applied Vector Auto regression and Cholesky Factorizatio... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Ozkan Haykir     Pág. 148 - 153
In this paper, I investigate a recent asset pricing anomaly proposed by Bali et al. (2011) in the Turkish stock markets during the period between January 2011 and December 2017 using univariate and bivariate sorting methodologies. Bali et al. (2011) sugg... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
I. Made Suidarma,Yulia Indrawati,I. Gusti Nengah Darma Diatmika,I. Nyoman Anggaradana     Pág. 299 - 306
The objective of this research is to analyze the indicators that cause vulnerability to financial system stability in Indonesia. The data used in this research is secondary data monthly with a range of 2006.1 to 2015.6. The method were used in this study... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Mustapha Ammari,Ghizlane Lakhnati     Pág. 779 - 785
The Basel Committee offers banks the opportunity to estimate Loss Given Default (LGD) if they wish to calculate their own value for the capital required to cover credit losses. The flexibility to determine LGD values tailored to a bank?s portfolio will l... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Ahmed Bouteska,Boutheina Regaieg     Pág. 208 - 214
This paper aims to investigate the effect of financial analysts? recommendations on the overconfidence and over or under-reaction to previous years? earnings, as well as their impact on investment decisions in the Tunisian stock market. Literature mostly... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Mustapha Ammari,Ghizlane Lakhnati     Pág. 415 - 425
The asset correlation is a key regulatory parameter in the calculation of the capital charge for credit risk under the second Baselagreement. This parameter has been set in a uniform manner for all banking institutions wishing to integrate the Baselframe... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Zi-Yi Guo     Pág. 507 - 512
The so-called ?foreign exchange rate determination puzzle? has been a hard topic in international finance for several decades. The puzzle illustrates the weak explanatory power of macroeconomic-based models of the nominal exchange rate fluctuations. We i... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Andre Tomfort     Pág. 46 - 55
Asset price bubbles and deep financial crises have occurred frequently over the past three decades. No wonder that decision makers are searching for ways to protect their economies. Recognizing price bubbles in time could be very helpful in this regard t... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Vasile Bratian,Claudiu Opreana,Amelia Bucur     Pág. 307 - 316
The paper presents, theoretically and practically, the evaluation of the stock quote using the stochastic technique, market efficiency and the technical analysis, and the object of the study is the stock quote of Electrica SA, listed on the Bucharest Sto... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Rangga Handika,Sigit Triandaru     Pág. 6 - 9
This paper investigates Value-at-Risk (VaR) in the Australian interconnected power markets. We model the price change using seven different volatility models and perform the back testing from both investors? (sellers? side) and retailers? (buyers? side) ... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Monira Essa Aloud     Pág. 87 - 95
An event-based framework of directional changes and overshoots maps financial market price time series into the so-called Intrinsic Time where events are the time scale of the price time series. This allows for multi-scale analysis of financial data. &nb... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Mansoor Maitah,Petr Procházka,Michal Cermak,Karel ?rédl     Pág. 176 - 178
This paper is focused on evaluating the trading rule of indicator Commodity Channel Index, using selected agricultural commodities. The reason of testing is that this indicator is calculated with respect to fluctuation of commodity market ? volatility. T... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Adil EL Fakir,Mohamed Tkiouat     Pág. 221 - 230
In Islamic banking, the offering of a Mudaraba contract to a privately informed agent results in adverse selection. In incentive theory, a hypothesis is that the seller, in our case the Islamic bank, may offer different menu of contracts to separate non-... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

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