Showing 1 - 6 of 6
We present a new method of estimating the asset stochastic volatility and return. In doing so, we overcome some of the limitations of the existing random walk models, such as the GARCH/ARCH models.
Persistent link: https://www.econbiz.de/10008623472
private investment: contrary to mainstream consensus where-in, English common-law countries are better at championing private …
Persistent link: https://www.econbiz.de/10009369595
intermediary channels of depth, efficiency, activity and size. Findings show that legal origin matters in the finance-investment … nexus; though its ability to explain aggregate investment dynamics only through financial intermediary channels is limited …
Persistent link: https://www.econbiz.de/10009369629
the rich to the detriment of the poor. The use of financial and investment dimensions previously missing in the literature …
Persistent link: https://www.econbiz.de/10009372548
Hitherto very few studies on the inequality-finance(investment) nexus have focused on the African continent owing to … lack of relevant data. This paper integrates previously missing investment and financial components in the assessment of … how finance affects pro-poor investment channels. Findings reveal, but for the case of foreign investment, financial …
Persistent link: https://www.econbiz.de/10009372610
-variance framework. We find that an increase in expected output price will surely cause the risk averse firm to increase the inputs …’ demand, while an increase in expected energy price will surely cause the risk averse firm to decrease the demand for energy … risk averse firm to decrease the demands for the non-risky inputs. Furthermore, we investigate the two cases with only …
Persistent link: https://www.econbiz.de/10011259317