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source:"repec"
~subject:"Demand and Price Analysis"
~subject:"Trading volume"
~subject:"VOLATILITY"
~subject:"emerging markets"
~subject:"growth"
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Demand and Price Analysis
Trading volume
VOLATILITY
emerging markets
growth
volatility
1,163
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1,017
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155
exchange rates
45
risk
43
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Poelhekke, Steven
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2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota
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2009 Conference, April 20-21, 2009, St. Louis, Missouri
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2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil
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2013 Annual Meeting, August 4-6, 2013, Washington, D.C.
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2013 Second Congress, June 6-7, 2013, Parma, Italy
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Agricultural Economics of Agricultural Economists
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Banco de España Working Papers
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Banque de France - Direction Generale des Etudes
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Bio-based and Applied Economics Journal
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RePEc
ECONIS (ZBW)
1,010
BASE
25
EconStor
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Other ZBW resources
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1
The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency
Franses, Philip Hans
;
Bodeutsch, Bodeutsch, D.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2014
__Abstract__ The empirical properties of stock returns are studied for 10 companies listed at the Suriname Stock Exchange (SSE), which is a young and growing stock market. Individual stock returns are found to be predictable from the own past to some extent, but the equal-weighted index returns...
Persistent link: https://www.econbiz.de/10011149293
Saved in:
2
СТАНДАРТЫ ДОЛЖНИКА
ВАСИЛЬЕВИЧ, ЛУТИКОВ КОНСТАНТИН
- In:
Известия Тульского …
(
2014
)
3
,
pp. 325-331
Рассмотрены проблемы денежно кредитного регулирования, реализуемого в нашей стране, Выявлено ряд очень специфических фактов размещения резервов при наличии...
Persistent link: https://www.econbiz.de/10011228950
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3
A DSGE-RBC Approach to Measuring Impacts of Wealth Transfers
Annen, Kurt
;
Batu, Michael
;
Kosempel, Stephen
-
Department of Economics and Finance, College of …
-
2014
In this paper we quantify the impact of wealth transfers such as remittances and foreign aid using a DSGE-RBC model. We calibrate and simulate the model using data from 85 recipient countries. Within this framework we demonstrate: First, the income eect created from a permanent increase in...
Persistent link: https://www.econbiz.de/10010812356
Saved in:
4
How Strong Do Global Commodity Prices Influence Domestic Food Prices? A Global Price Transmission Analysis
Kalkuhl, Matthias
-
Agricultural and Applied Economics Association - AAEA
-
2014
This paper analyzes the transmission from global commodity to domestic food prices for a large set of countries. First, a theoretical model is developed to explain price transmission for different trade regimes. Drawing from the competitive storage model under rational expectations, it is shown...
Persistent link: https://www.econbiz.de/10011068580
Saved in:
5
Performance and Relevance of Wheat Futures Market in India – An Exploratory Analysis
Sendhil, R.
;
Ramasundaram, P.
-
Agricultural and Applied Economics Association - AAEA
-
2014
The present study highlights the context of wheat futures trading in India and examines its performance in terms of price transmission between Indian and US futures, domestic futures and spot markets, and, extent of integration between those markets. Role of wheat futures in price...
Persistent link: https://www.econbiz.de/10011068681
Saved in:
6
Multi-markets analysis of cereals prices and price volatility transmission and implication for food security
Didier, Y. Alia
;
Reed, Michael R.
-
Agricultural and Applied Economics Association - AAEA
-
2014
We examine the dynamic inter-dependencies between soybean and majors cereal prices. The importance of this analysis is justified by the high volatility in grain prices and the need to understand how shocks are diffused across markets. We use monthly prices on the international markets of the...
Persistent link: https://www.econbiz.de/10011068874
Saved in:
7
Event Study of Energy Price Volatility: An Application of Distributional Event Response Model
Ye, Shiyu
;
Karali, Berna
;
Ramirez, Octavio A.
-
Agricultural and Applied Economics Association - AAEA
-
2014
We apply the Distributional Event Response Model (DERM), which is appropriate in studying relatively slowly-evolving information events, to nineteen years of daily crude oil futures returns and volatility to analyze the pattern of market responses to selected events. The results show that all...
Persistent link: https://www.econbiz.de/10011069106
Saved in:
8
Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH
Sinha, Pankaj
;
Agnihotri, Shalini
-
Volkswirtschaftliche Fakultät, …
-
2014
Joint dynamics of market index returns, volume traded and volatility of stock market returns can unveil different dimensions of market microstructure. It can be useful for precise volatility estimation and understanding liquidity of the financial market. In this study, the joint dynamics is...
Persistent link: https://www.econbiz.de/10011114116
Saved in:
9
ПРИСУТСТВИЕ ЦИКЛОВ АНДЕРРАЙТИНГА В РОССИИ
АЛЕКСЕЕВИЧ, ТЕТИН ИЛЬЯ
- In:
Вестник Томского …
(
2014
)
3
,
pp. 114-124
В статье дан анализ наличия циклов андеррайтинга на российском страховом рынке. Проводится исследование колебания убыточности на нескольких линиях бизнеса....
Persistent link: https://www.econbiz.de/10011269887
Saved in:
10
МАКРОЭКОНОМИЧЕСКИЕ ФАКТОРЫ ВЛИЯНИЯ НА ДИНАМИКУ РОССИЙСКОГО РЫНКА АКЦИЙ И ИНСТРУМЕНТЫ ГОСУДАРСТВЕННОГО РЕГУЛИРОВАНИЯ...
ЕВЛАХОВА Ю. С.
- In:
Проблемы современной экономики
(
2013
)
3
,
pp. 50-55
В статье рассматриваются вопросы классификации макроэкономических факторов влияния на российский рынок акций, приводятся исследования по оценке значимости...
Persistent link: https://www.econbiz.de/10011238719
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