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We study the export performance of firms from developing countries based on the resource based view (RBV) of a firm. Drawing on the extant literature review, we found firm size, research and development (R&D) expenditure, advertising expenditure and business group affiliation to be important...
Persistent link: https://www.econbiz.de/10010799080
This article takes a time scale perspective to examine the interactions between crude oil and stock
Persistent link: https://www.econbiz.de/10010799066
Frontier markets are increasingly sought by investors in search of higher returns and low correlation with traditional assets. As such, it is important for financial market participants to understand the volatility transmission mechanism across these markets in order to make better portfolio...
Persistent link: https://www.econbiz.de/10011161636
This article uses the DCC-FIAPARCH model to examine the time-varying properties of conditional return and volatility of crude oil and US stock markets as well as their dynamic correlations over the period 1988-2013. Our results indicate that both the long memory and asymmetric behavior...
Persistent link: https://www.econbiz.de/10010891048