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The empirical analysis of dynamic relationship between financial intermediary connections and market return volatility

Karkowska, Renata - Volkswirtschaftliche Fakultät, … - 2013

the level of market volatility. Particularly important are the growing share of the links between hedge funds and other … was calculated the impact of the hedge fund market development measured in assets, leverage, the price volatility in … results show a significant correlation between the volatility in the stock market, bonds and CDS, and the activities of hedge …

Persistent link: https://www.econbiz.de/10011112004

Sovereign bond market integration: the euro, trading platforms and financial crises

Schulz, Alexander; Wolff, Guntram B. - Volkswirtschaftliche Fakultät, … - 2009

We disentangle different driving factors of sovereign bond market integration by studying yield co-movements of EMU countries, the UK, the US and 16 German states (Länder) since 1992. At a low frequency bond market integration has increased gradually in the course of the last 15 years in EMU...

Persistent link: https://www.econbiz.de/10005019453

Interaction Between The Economic Growth and the Construction Industry: A Time Series Analysis on Turkey (2000-2012)

KARGI, Bilal - Volkswirtschaftliche Fakultät, … - 2010

In this study the relation between the economic growth and the construction industry has been tackled. While the growth the rate of the construction industry in the developing countries is more than the GDP growth rate, it is detected that the percent age it takes in the GDP of developed...

Persistent link: https://www.econbiz.de/10011258731

A Time-series Analysis of Impact of FDI on Economic Development In India during Post-reforms Era (1991-2010)

Das, Seshanwita; Das, Tapas - Volkswirtschaftliche Fakultät, … - 2012

This paper examines the empirical association between Foreign Direct Investment (FDI) and Economic development (GDP) in India during 20-year-period (1991-2010) in the post-reforms era. With help of time-series regression model, where GDP has been regressed on FDI, after making both the...

Persistent link: https://www.econbiz.de/10011259039

A P* Model of Inflation in Puerto Rico

Rodríguez, Carlos A. - Volkswirtschaftliche Fakultät, … - 2004

One can analyze and forecast the inflationary potential in the Puerto Rican economy using the “P* model.” Given the nature of the monetary sector in Puerto Rico (PR), the model is put into the context of variables from the mainland United States (US). The results indicate a long-run...

Persistent link: https://www.econbiz.de/10011259136

Bazele Statisticii

Stefanescu, Răzvan; Dumitriu, Ramona - Volkswirtschaftliche Fakultät, … - 2007

This book approaches the elementary statistical concepts. It presents also some statistical methods of collecting and analysis of data.

Persistent link: https://www.econbiz.de/10011260205

West versus East: Early Globalization and the Great Divergence

Rafael, Dobado-González; Alfredo, García-Hiernaux; … - Volkswirtschaftliche Fakultät, … - 2013

This paper extends our previous work on grain market integration across Europe and the Americas in the eighteenth and nineteenth centuries (Dobado, García-Hiernaux and Guerrero, 2012). By using the same econometric methodology, we now present: 1) a search for statistical evidence in the East of...

Persistent link: https://www.econbiz.de/10011260321

Procesy s dlouhou pamětí a jejich vývoj ve výnosech indexu PX v letech 1999 – 2009

Kristoufek, Ladislav - Volkswirtschaftliche Fakultät, … - 2009

Long-term memory processes have been extensively examined in recent literature as they provide simple way to test for predictability in the underlying process. However, most of the literature interprets the results of estimated Hurst exponent simply by its comparison to its asymptotic limit of...

Persistent link: https://www.econbiz.de/10005087515

Economic Growth and Carbon Dioxide Emissions in Italy, 1861-2003

Annicchiarico, Barbara; Bennato, Anna Rita; Costa, Andrea - Volkswirtschaftliche Fakultät, … - 2009

This paper examines the relationship between economic growth and carbon dioxide emissions in Italy for the period 1861-2003. Using cointegration, rolling regression and error correction modeling techniques, we find that growth and carbon dioxide emissions are strongly interrelated, and...

Persistent link: https://www.econbiz.de/10005837399

Role of Institutional Credit on Agricultural Production: A Time Series Analysis of Pakistan

Sial, Maqbool Hussain; Awan, Masood Sarwar; Waqas, Muhammad - Volkswirtschaftliche Fakultät, … - 2011

In our predominant and cash-strapped agrarian sector, adequate credit provision is a definite buttress to implant technological advancements, achieve technical efficiency and hire efficient inputs to uplift agriculture output/income collectively and eradicate poverty eventually. In the midst of...

Persistent link: https://www.econbiz.de/10009147864

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