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This study examines the impact of the Khartoum Stock Exchange market performance on economic growth in Sudan from Q1 1995 to Q4 2018. The data were collected from the Central Bank of Sudan (CBS) and Khartoum Stock Exchange (KSE). The autoregressive distributed lag (ARDL) bounds test was applied...
Persistent link: https://www.econbiz.de/10012311623
In this paper we use the tools and frameworks from Oxford University’s postgraduate diploma in financial strategy to study the performance and benefits of algorithmic trading strategies (algos), and specifically those that use artificial intelligence (AI) and machine learning (ML).We discover...
Persistent link: https://www.econbiz.de/10013235784
a financial cycle, followed by severe banking crises. Cointegration analysis and Granger causality tests suggest that …
Persistent link: https://www.econbiz.de/10011584527
cointegration test results confirm the existence of a long-run relationship among the variables in the model. Two equations were …
Persistent link: https://www.econbiz.de/10014264014
: variance bounds test, equity price bubbles test, and cointegration tests. The results from the variance bounds tests show that … West’s two-step test. There is no cointegration between stock prices and dividends from the results of both Engle …-Granger cointegration test and the bounds testing for cointegration. The divergence of stock prices from their fundamental value and no …
Persistent link: https://www.econbiz.de/10011108498
of this study is to investigate the direction of this relationship. Methods: Johansen test of Co-integration and Granger …
Persistent link: https://www.econbiz.de/10011808212
of this study is to investigate the direction of this relationship. Methods: Johansen test of Co-integration and Granger …
Persistent link: https://www.econbiz.de/10011542400
and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence …
Persistent link: https://www.econbiz.de/10010223077
This paper empirically reassesses the long-debated relationship between financial structure and economic growth. Specifically, we examine whether the effect of financial structure on economic growth is affected by the financial structure disproportion, banking crisis, economic volatility, and...
Persistent link: https://www.econbiz.de/10012889203
Economic Growth in Nigeria for the period 1970-2005. The econometric methodology employed was the Cointegration and Granger … Johansen multivariate approach to cointegration was applied to test for the long-run relationship among the variables but there …
Persistent link: https://www.econbiz.de/10013149593