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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
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
: 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
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
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
and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence …
Persistent link: https://www.econbiz.de/10013071385
The existing weight of evidence suggests that financial structure (the classification of a financial system as bank-based versus market-based) is irrelevant for economic growth. This contradicts the common belief that the institutional structure of a financial system matters. We re-examine this...
Persistent link: https://www.econbiz.de/10011787145