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Spillover Effects among the Greater China Region Stock Markets
Johansson, Anders C; Ljungwall, Christer - East Asian Bureau of Economic Research (EABER) - 2006
This paper explores the linkages between the different stock markets in the Greater China region. Cointegration tests indicate that the three markets are not cointegrated. A vector-autoregressive multivariate conditional volatility model that accounts for asymmetric volatility effects is used to...
Persistent link: https://www.econbiz.de/10009365377
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Stock Market Liberalisations in the South Asian Region
Husain, Fazal; Qayyum, Abdul - East Asian Bureau of Economic Research (EABER) - 2006
This study attempts to conduct an investigation of the characteristics of the South Asian stock markets including the effects of the opening of these markets. These markets were liberalised in early 1990s as a part of the economic reforms started in theSouth Asian region about two decadesago....
Persistent link: https://www.econbiz.de/10009365401
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Stock Market Co-Movement and Exchange Rate Flexibility : Experience of the Republic of Korea
Park, Yung Chul; Park, Hail - East Asian Bureau of Economic Research (EABER) - 2014
This paper argues that for countries where equity investments dominate cross-border capital flows, the proper framework for analyzing the role of a flexible exchange rate system as a buffer against external shocks is the uncovered stock return parity condition, rather than the uncovered interest...
Persistent link: https://www.econbiz.de/10010901623
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Stock Market Co-Movement and Exchange Rate Flexibility : Experience of the Republic of Korea
Park, Yung Chul; Park, Hail - East Asian Bureau of Economic Research (EABER) - 2014
This paper argues that for countries where equity investments dominate cross-border capital flows, the proper framework for analyzing the role of a flexible exchange rate system as a buffer against external shocks is the uncovered stock return parity condition, rather than the uncovered interest...
Persistent link: https://www.econbiz.de/10010901626
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Call auctions : A solution to some difficulties in Indian finance
Thomas, Susan - East Asian Bureau of Economic Research (EABER) - 2010
The Indian financial system has been revolutionised by the application of a new market design : continuous trading with an anonymous limit order book at NSE and BSE. However, in certain situations, this market design has limitations. Call auctions represent an alternative strategy, where the...
Persistent link: https://www.econbiz.de/10009363838
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The Use of Real Estate for the Settlement of Claims in Roman Palestine
Viswanath, P. V. - East Asian Bureau of Economic Research (EABER) - 2007
The Mishna in Tractate Gittin discusses land qualities, in a context where land is used to settle monetary obligations. The law is that land of different qualities must be used to pay claimants in different situations; in particular, claimants pursuant to a tort case have the right to have their...
Persistent link: https://www.econbiz.de/10009365378
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Modeling Transaction Data of Trade Direction and Estimation of Probability of Informed Trading
Tay, Anthony; Ting, Christopher; Tse, Yiu Kuen; … - East Asian Bureau of Economic Research (EABER) - 2007
This paper implements the Asymmetric Autoregressive Conditional Duration (AACD) model of Bauwens and Giot (2003) to analyze irregularly spaced transaction data of trade direction, namely buy versus sell orders. We examine the influence of lagged transaction duration, lagged volume and lagged...
Persistent link: https://www.econbiz.de/10009365398
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Analysis of the Impact of Changes in the Prices of Rice and Fuel on Poverty in the Philippines
Reyes, Celia M.; Sobrevinas, Alellie B.; Bancolita, Joel; … - East Asian Bureau of Economic Research (EABER) - 2009
The study aims to assess the impact of rising prices of rice and fuel on poverty in the Philippines. In particular, the … study confirm that the impact of increasing prices of rice and fuel vary across different groups of households depending on … from the recent increases in the prices of rice and fuel. In response to higher prices, households adopted different coping …
Persistent link: https://www.econbiz.de/10009363617
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A Significant Shift in Causal Relations of Money, Income, and Prices in Pakistan : The Price Hikes in the Early 1970s
Husain, Fazal; Rashid, Abdul - East Asian Bureau of Economic Research (EABER) - 2006
nominal money and nominal income, and between nominal money and prices using the annual data set from 1959-60 to 2003 … money in the Pakistani economy, as it is found to be leading variables in changing prices without any feedback. In the case …
Persistent link: https://www.econbiz.de/10009363999
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Deepening Association of Southeast Asian Nations’ Financial Markets
Lee, Choong Lyol; Takagi, Shinji - East Asian Bureau of Economic Research (EABER) - 2013
This paper discusses the financial landscape of the Association of Southeast Asian Nations (ASEAN), a region engaged in building an economic community (a “single market and production baseâ€) by 2015. In particular, it reviews where ASEAN’s financial markets and...
Persistent link: https://www.econbiz.de/10011278036