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Sources of volatility in Australia's export prices: evidence from ARCH and GARCH modelling
Valadkhani, Abbas; Layton, Allan P.; Karunaratne, Neil D. - In: Global Business and Economics Review 7 (2005) 4, pp. 295-310
Australia has one of the more volatile set of export prices among OECD countries. This paper examines the extent to which Australia's export prices relate to the world prices, using quarterly time-series data spanning, the period 1969q4–2002q3. The empirical results based on dynamic least...
Persistent link: https://www.econbiz.de/10008538970
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Sources of volatility in Australia's export prices: evidence from ARCH and GARCH modelling
Valadkhani, Abbas; Layton, Allan P.; Karunaratne, Neil D. - In: Global Business and Economics Review 7 (2005) 4, pp. 295-310
Australia has one of the more volatile set of export prices among OECD countries. This paper examines the extent to which Australia's export prices relate to the world prices, using quarterly time-series data spanning, the period 1969q4â2002q3. The empirical results based on dynamic least...
Persistent link: https://www.econbiz.de/10005552991
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Sources of volatility in Australia's export prices: evidence from ARCH and GARCH modelling
Valadkhani, Abbas; Layton, Allan P.; Karunaratne, Neil D. - In: Global Business and Economics Review 7 (2005) 4, pp. 295-310
Australia has one of the more volatile set of export prices among OECD countries. This paper examines the extent to which Australia's export prices relate to the world prices, using quarterly time-series data spanning, the period 1969q4--2002q3. The empirical results based on dynamic least...
Persistent link: https://www.econbiz.de/10005817075
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Malmquist indices of productivity change in Botswana's financial institutions
Moffat, Boitumelo; Valadkhani, Abbas; Harvie, Charles - In: Global Business and Economics Review 11 (2009) 1, pp. 28-43
The productivity and efficiency of the financial sector is pivotal to the attainment of economic growth and development in developed and developing economies alike, and is of particular interest in the wake of financial sector reform and restructuring. This study applies the Malmquist...
Persistent link: https://www.econbiz.de/10008538844
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Malmquist indices of productivity change in Botswana's financial institutions
Moffat, Boitumelo; Valadkhani, Abbas; Harvie, Charles - In: Global Business and Economics Review 11 (2009) 1, pp. 28-43
The productivity and efficiency of the financial sector is pivotal to the attainment of economic growth and development in developed and developing economies alike, and is of particular interest in the wake of financial sector reform and restructuring. This study applies the Malmquist...
Persistent link: https://www.econbiz.de/10005048927
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The impact of natural events and disasters on the Australian stock market: a GARCH-M analysis of storms, floods, cyclones, earthquakes and bushfires
Worthington, Andrew C. - In: Global Business and Economics Review 10 (2008) 1, pp. 1-10
This paper examines the impact of natural events and disasters in Australia on Australian stock market returns. The data set employed consists of daily price and accumulation (including dividends and changes in capitalisation) returns from 1 January 1980 to 30 June 2003 and the complete timing...
Persistent link: https://www.econbiz.de/10008538969
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The impact of natural events and disasters on the Australian stock market: a GARCH-M analysis of storms, floods, cyclones, earthquakes and bushfires
Worthington, Andrew C. - In: Global Business and Economics Review 10 (2008) 1, pp. 1-10
This paper examines the impact of natural events and disasters in Australia on Australian stock market returns. The data set employed consists of daily price and accumulation (including dividends and changes in capitalisation) returns from 1 January 1980 to 30 June 2003 and the complete timing...
Persistent link: https://www.econbiz.de/10005753924