Similar Search Results

Antkiewicz, Agata; Whalley, John - 2005

economies (Brazil, Russia, China, India, South Africa, ASEAN, Mexico) who (with the exception of Mexico) are also outside of the …

Persistent link: https://www.econbiz.de/10010261298

Economic Policy Uncertainty : Persistence and Cross-Country Linkages

Aikins Abakah, Emmanuel Joel - 2020

This paper provides new evidence on the stochastic behaviour of the EPU (Economic Policy Uncertainty (EPU) index constructed by Baker et al. (2016) in six of the biggest economies (Canada, France, Japan, US, Ireland, and Sweden) over the period from January 1985 to October 2019. In particular,...

Persistent link: https://www.econbiz.de/10012833734

Persistence in the Market Risk Premium : Evidence Across Countries

Caporale, Guglielmo Maria - 2020

This paper provides evidence on the degree of persistence of one of the key components of the CAPM, namely the market risk premium, as well as its volatility. The analysis applies fractional integration methods to data for the US, Germany and Japan, and for robustness purposes considers...

Persistent link: https://www.econbiz.de/10012836946

Persistence in ESG and Conventional Stock Market Indices

Caporale, Guglielmo Maria; Gil-Alana, Luis A.; Plastun, Alex - 2021

This paper uses R/S analysis and fractional integration techniques to examine the persistence of two sets of 12 ESG and conventional stock price indices from the MSCI database over the period 2007-2020 for a large number of both developed and emerging markets. Both sets of results imply that...

Persistent link: https://www.econbiz.de/10013225332

Cryptocurrencies, Technology Stocks, COVID-19 and US Policy Responses : A Fractional Integration Analysis

Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - 2022

This paper assesses the impact of US policy responses to the Covid-19 pandemic on various cryptocurrencies and also technology stocks using fractional integration techniques. More precisely, it analyses the behaviour of the percentage returns in the case of nine major coins (Bitcoin - BITC,...

Persistent link: https://www.econbiz.de/10013296442

Stock Market Linkages between the ASEAN Countries, China and the Us : A Fractional Cointegration Approach

Caporale, Guglielmo Maria - 2019

This paper examines stock market integration between the ASEAN five and the US and China, respectively, over the period … exhibit long memory. There is cointegration between the ASEAN five and the US but almost none between the former and China … Chinese stock market plunge weakened the linkages between the ASEAN five and both China and the US. The implications of these …

Persistent link: https://www.econbiz.de/10012891049

Bringing the Copenhagen global climate change negotiations to conclusion

Whalley, John; Walsh, Sean - 2008

In this paper we discuss the global negotiations now underway and aimed at achieving new climate change mitigation and other arrangements after 2012 (the end of the Kyoto commitment period). These were initiated in Bali in December 2007 and are scheduled to conclude by the end of 2009 in...

Persistent link: https://www.econbiz.de/10010264483

Visas and work permits : possible global negotiating initiatives

Ng, Chi-Yung; Whalley, John - 2005

by national governments around the world. We first describe and document some of their effects, noting the relative lack …

Persistent link: https://www.econbiz.de/10010261381