Showing 1 - 7 of 7
The developing countries multiply incentive policies to attract foreign direct investment, to benefit from positive effects of "spillovers".. The objective of our paper is to check first whether the impact of these flows is automatic or otherwise requires a number of conditions within the host...
Persistent link: https://www.econbiz.de/10010601615
This study is the first attempt to investigate the relationship between firm’s leverage and systematic risk for seven European countries in relation to Shari’ah (Islamic) stock screening. This paper also aims to examine the shock transmission through the systematic risk and whether less debt...
Persistent link: https://www.econbiz.de/10011109107
The issue of market linkages (and price discovery) between stock indices and the lead-lag relationship are topics of interest to financial economists, financial managers and analysts. The lead-lag relationship analysis should take into account both the short and long-run investor. From a...
Persistent link: https://www.econbiz.de/10011112304
The developing countries multiply incentive policies to attract foreign direct investment, to benefit from positive effects of "spillovers".. The objective of our paper is to check first whether the impact of these flows is automatic or otherwise requires a number of conditions within the host...
Persistent link: https://www.econbiz.de/10011112527
There is a considerable literature relating to a lead-lag relationship between the stock index (spot) and stock index futures markets in developed countries compared to emerging countries. The analysis of this relationship in an emerging market based on a different investment horizon is...
Persistent link: https://www.econbiz.de/10011113744
Our study measures co-movements in Islamic and conventional equity markets, to discover contagion and to measure integration level. We apply wavelet decomposition to unveil the multi-horizon nature of co-movement. We find that the subprime crisis generates fundamental-based contagion for both...
Persistent link: https://www.econbiz.de/10011113785
The developing countries multiply incentive policies to attract foreign direct investment, to benefit from positive effects of "spillovers".. The objective of our paper is to check first whether the impact of these flows is automatic or otherwise requires a number of conditions within the host...
Persistent link: https://www.econbiz.de/10008855552