Showing 1 - 10 of 28
This paper has a methodological purpose, as we are aiming to show practices of accounting research designing. In that heuristic, we are basing our argument on Burrell's and Morgan's (1979), Feyerabend's (1975), Quattrone's (2000, 2004b) and Lowe's (2004a, b) epistemo-methodological writings and...
Persistent link: https://www.econbiz.de/10008788969
Purpose - This paper contributes to the sociology-of-science type of accounting literature, addressing how accounting knowledge is established, advanced and extended. Design/methodology/approach - The research question is answered through the example of research into linkages between accounting...
Persistent link: https://www.econbiz.de/10011026077
The aim of this paper is to study the contagion effects of the subprime financial crisis on the real economy of developed countries. The contagion of this crisis will be measured by increased linkages between markets after a shock has taken place (the stock market shocks, the interbank spread)....
Persistent link: https://www.econbiz.de/10010935036
The aim of this article is to answer the following question: can the considerable rise in the volatility of the LAC stock markets in the aftermath of the 2007/2008 crisis be explained by the worsening financial environment in the US markets? To this end, we rely on a time-varying transition...
Persistent link: https://www.econbiz.de/10009004294
The aim of this paper is to study the degree of interdependence between oil price and stock market index into two groups of countries: oil-importer countries (US, Italy, Germany, Netherland and France) and exporter ones (Emirate Arab Units, Kuwait Saudi Arabia and Venezuela). The dataset...
Persistent link: https://www.econbiz.de/10010899622
Venezuela, for the period 1951-2011. By relying on cointegration techniques and applying Bernard and Durlauf's (1995) stochastic …
Persistent link: https://www.econbiz.de/10010933150
We analyze, in a unified theoretical framework, the two main models for equilibrium exchange rate, namely, the BEER and the FEER approaches. In order to understand the interactions between them, we study in detail the temporal links between these two measures. Our results show that, in average,...
Persistent link: https://www.econbiz.de/10009645460
The aim of this paper is to study the performance of residual-based tests for cointegration in the presence of multiple … Westerlund and Edgerton (2007). This exercise allow us to cover a wide set of single-equation cointegration estimators. Monte …
Persistent link: https://www.econbiz.de/10010738963
cointegrated VAR (CVAR) framework. Using the Johansen cointegration procedure, results indicate the existence of one cointegrating …
Persistent link: https://www.econbiz.de/10010821130
classical co-integration methods and causality tests are based on OLS regresses. However the linear functional specification is …, significantly, have a better ability to identify long run co-integration and causal relationships than ordinary linear ones …
Persistent link: https://www.econbiz.de/10009151635