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Efficient market hypothesis in emerging stock markets : gradual shifts and common factors in panel data
Nazlıoğlu, Şaban; Pazarci, Sevket; Kar, Asim; Varol, … - In: Applied economics letters 31 (2024) 18, pp. 1773-1779
Persistent link: https://www.econbiz.de/10015077495
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Growth dynamics, financial crises and exchange rate regimes
Morales Zumaquero, Amalia; Sosvilla-Rivero, Simón - In: Applied economics letters 22 (2015) 10/12, pp. 767-771
Persistent link: https://www.econbiz.de/10011285368
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The impact of subprime mortgage on correlation between stock and FX markets
Chang, Hsiu-yun; Kuo, Yen-ching - In: Applied economics letters 17 (2010) 13/15, pp. 1309-1312
Persistent link: https://www.econbiz.de/10008938303
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Optimal policy under dollar pricing
Egorov, Konstantin; Mukhin, Dmitry - 2020
Recent empirical evidence shows that most international prices are sticky in dollars. This paper studies the optimal policy implications of this fact in the context of an open economy model, allowing for an arbitrary structure of asset markets, general preferences and technologies, time-or...
Persistent link: https://www.econbiz.de/10012213072
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The Euro/Dollar exchange rate : chaotic or non-chaotic?
Federici, Daniela; Gandolfo, Giancarlo - 2011
econometrically estimated in continuous time with Euro/Dollar data and examined for the possible presence of chaotic motion. Our …
Persistent link: https://www.econbiz.de/10009011774
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Statements of ECB officials and their effect on the level and volatility of the Euro-Dollar exchange rate
Jansen, David-Jan; Haan, Jakob de - 2003
This paper studies the reaction of the mean and volatility of the euro-dollar exchange rate to statements of ECB … officials during the first years of EMU. We focus on statements on monetary policy and the (potential) strength of the euro. We …. In some cases there are effects of statements on the level of the euro-dollar rate. Efforts to talk up the euro have not …
Persistent link: https://www.econbiz.de/10011507830
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The existence of informationally efficient markets when individuals are rational
Muendler, Marc-Andreas - 2004
A rational-expectations equilibrium with positive demand for financial information does exist under fully revealing asset price - contrary to a wide-held conjecture. Generalizing the common additive signal-return model with CARA utility to the family of distributions with moment generating...
Persistent link: https://www.econbiz.de/10011451345
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Identification of a basket peg : the model specification controversy
Moosa, Imad A. - In: Applied economics letters 23 (2016) 10/12, pp. 795-800
Persistent link: https://www.econbiz.de/10011628570
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Testing for alpha in linear factor pricing podels with a large number of securities
Pesaran, M. Hashem; Yamagata, Takashi - 2017
-Gaussianity and general forms of weakly cross correlated errors. It does not require estimation of an invertible error covariance …
Persistent link: https://www.econbiz.de/10011646274
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Tax competition in developed, emerging and developing regions : same same but different?
Mardan, Mohammed; Stimmelmayr, Michael - 2018
This paper analyzes tax competition between countries which differ in their country-specific risk. We show that the outcome of asymmetric tax competition crucially depends on the ability of multinational firms to shift profits. With high costs of profit shifting, higher-risk countries set lower...
Persistent link: https://www.econbiz.de/10011863532