Search Results - subject:"asymmetric adjustments"

Dynamics and asymmetric rent adjustments in the office market in Warsaw

Nowak, Krzysztof; Gluszak, Michal; Belniak, Stanisław - In: International journal of strategic property management 24 (2020) 6, pp. 428-440

Persistent link: https://www.econbiz.de/10013415017

Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate

Olayeni, Olaolu Richard; Tiwari, Aviral Kumar; Wohar, … - In: Energy economics 92 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012518924

Are fiscal deficits inflationary in African countries? : A new evidence from an asymmetric cointegration analysis

Ahmad, Ahmad Hassan; Aworinde, Olalekan Bashir - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-11

Persistent link: https://www.econbiz.de/10012202878

The asymmetry in firms’ mechanisms of cash holdings adjustments : evidence from the G-5 economies

Nguyen, Cuong - In: Review of quantitative finance and accounting 53 (2019) 2, pp. 429-463

Persistent link: https://www.econbiz.de/10012173183

Asymmetric Adjustments in the Ethanol and Grains Markets

Chang, Chia-Lin; McAleer, Michael; Chen, Li-Hsueh; … - Facultad de Ciencias Económicas y Empresariales, … - 2012

This paper examines the long- and short-run asymmetric adjustments and pairs trades for nine pairs of spot and futures … the agricultural products and an ethanol futures price. Most of the spreads’ asymmetric adjustments generally occur during … markets. The short-run asymmetric adjustments for individual prices in the nine pairs, with the exception of the corn own pair …

Persistent link: https://www.econbiz.de/10010778700

A BOOTSTRAP APPROACH TO TESTING FOR SYMMETRY IN THE GRANGER AND LEE ASYMMETRIC ERROR CORRECTION MODEL

DE-GRAFT, ACQUAH HENRY - In: Russian Journal of Agricultural and Socio-Economic Sciences 11 (2012) 3, pp. 33-36

The power of the Granger and Lee (1989) model of asymmetry is examined via bootstrap simulation. The results of the bootstrap simulation indicate that the Granger and Lee model has low power in rejecting the hypothesis of symmetric adjustments. The power of the test depends on the bootstrap...

Persistent link: https://www.econbiz.de/10011222474

Asymmetric price transmission in food markets in the highlands of central Kenya

Ngare, Lucy W; Wambugu, Stephen K; Nzuma, Jonathan M.; … - African Association of Agricultural Economists - AAAE - 2012

This paper investigates the non-linear adjustments between maize and beans markets in the highlands of central Kenya. Results are based on bi-weekly retail price data collected from ten markets in Mbeere and Meru south districts. The error correction model extended by the incorporation of...

Persistent link: https://www.econbiz.de/10011207537

Airfares and oil prices : "Feathers and Rockets" adjustments

Kaufmann, Robert Kurt - In: Energy economics 68 (2017), pp. 515-521

Persistent link: https://www.econbiz.de/10011906008

Asymmetric Adjustment in the Ethanol and Grains Markets

Chang, Chia-Lin; Hammoudeh, Shawkat; McAleer, Michael; … - Faculteit der Economische Wetenschappen, Erasmus … - 2011

This paper examines the long- and short-run asymmetric adjustments for nine pairs of spot and futures prices, itemized … products and an ethanol futures price. Most of the spreads’ asymmetric adjustments generally happen during narrowing. The three …-run asymmetric adjustments for individual prices in the nine pairs (with exception of the corn own pair underscore the importance of …

Persistent link: https://www.econbiz.de/10010732603

Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting

Lahiani, Amine; Hammoudeh, Shawkat; Gupta, Rangan - In: International review of economics & finance : IREF 43 (2016), pp. 443-456

Persistent link: https://www.econbiz.de/10011625854