Similar Search Results

Effect of inflation uncertainty, output uncertainty and oil price on inflation and growth in Australia

Mallik, Girijasankar; Chowdhury, Anis - In: Journal of Economic Studies 38 (2011) September, pp. 414-429

and growth uncertainty for Australia. Design/methodology/approach – Multivariate EGARCH models has been used to estimate … quarterly data in multivariate EGARCH models, this study finds that both inflation uncertainty and output uncertainty have … inflation-targeting monetary policy in Australia. Research limitations/implications – Multivariate EGARCH model can be used to …

Persistent link: https://www.econbiz.de/10009319778

Effect of inflation uncertainty, output uncertainty and oil price on inflation and growth in Australia

Mallik, Girijasankar; Chowdhury, Anis - In: Journal of Economic Studies 38 (2011) 4, pp. 414-429

and growth uncertainty for Australia. Design/methodology/approach – Multivariate EGARCH models has been used to estimate … quarterly data in multivariate EGARCH models, this study finds that both inflation uncertainty and output uncertainty have … inflation‐targeting monetary policy in Australia. Research limitations/implications – Multivariate EGARCH model can be used to …

Persistent link: https://www.econbiz.de/10014863291

Dynamic linkages between Thai and international stock markets

Valadkhani, Abbas; Chancharat, Surachai - In: Journal of Economic Studies 35 (2008) October, pp. 425-441

Purpose – This purpose of this paper is to investigate the existence of cointegration and causality between the stock market price indices of Thailand and its major trading partners (Australia, Hong Kong, Indonesia, Japan, Korea, Malaysia, the Philippines, Singapore, Taiwan, the UK and the...

Persistent link: https://www.econbiz.de/10005081184

Outward FDI and economic growth

Herzer, Dierk - In: Journal of Economic Studies 37 (2010) September, pp. 476-494

Purpose – The purpose of this paper is to examine the impact of outward foreign direct investment (FDI) on economic growth. Design/methodology/approach – Two econometric approaches are used: cross-country regressions for a sample of 50 countries and time-series estimators for the USA....

Persistent link: https://www.econbiz.de/10009319780

A model of stock price adjustment after dividends

Borges, Maria Rosa - In: Journal of Economic Studies 36 (2009) October, pp. 508-521

Purpose – The purpose of this paper is to discuss the stock price adjustment after a dividend distribution, allowing for different types of investors and market imperfections, including taxes and transaction costs. Design/methodology/approach – An arbitrage model is developed to determine...

Persistent link: https://www.econbiz.de/10008481970

Intermarket timing in equity investments: Hong Kong versus Singapore

Wong, Kie Ann; Tai, Lawrence S. - In: Journal of Economic Studies 27 (2000) October, pp. 525-540

Market timing offers an attractive alternative to buying-and-holding assets if the investors can predict market movements accurately. The objective of this paper is to test the profitability of market timing between two national equity markets and to determine the required level of predictive...

Persistent link: https://www.econbiz.de/10004976611

The stock market reaction to dividend announcements: A UK study of complex market signals

Lonie, A.A.; Abeyratna, G.; Power, D.M.; Sinclair, C.D. - In: Journal of Economic Studies 23 (1996) January, pp. 32-52

Investigates the stock market response to interactive dividend and earnings announcements by a sample of 620 UK companies over the period January to June 1991. First, examines the possibility that the response to a dividend announcement may be influenced by whether the dividend is being...

Persistent link: https://www.econbiz.de/10005003327

Oil price shocks and stock market behaviour in Nigeria

Babatunde, Musibau Adetunji; Adenikinju, Olayinka; … - In: Journal of Economic Studies 40 (2013) 2, pp. 180-202

Purpose – The purpose of this study is to investigate the interactive relationships between oil price shocks and the Nigeria stock market. Design/methodology/approach – The paper applied the multivariate vector auto-regression that employed the generalized impulse response function and the...

Persistent link: https://www.econbiz.de/10010684933

Financial regulation and transparency of information: evidence from banking industry

Mendonça, Helder Ferreira de; Galvão, Délio José … - In: Journal of Economic Studies 39 (2012) 4, pp. 380-397

Purpose – The purpose of this paper is to see if a difference exists between the impact of the subprime crisis on countries with more transparency and more regulated finance than on others. A further objective is to explain the success of the Brazilian case in avoiding the financial crisis and...

Persistent link: https://www.econbiz.de/10010616619

Asset prices and monetary policy in Kenya

Misati, Roseline Nyakerario; Nyamongo, Esman Morekwa - In: Journal of Economic Studies 39 (2012) 4, pp. 451-468

Purpose – The purpose of this paper is to investigate the effectiveness of asset price channel in monetary policy transmission and the effect of stock market volatility on monetary policy in Kenya. Design/methodology/approach – Empirical analysis is based on quantitative analysis which...

Persistent link: https://www.econbiz.de/10010616635