Showing 1 - 10 of 10
This paper assesses the link between exchange volatility and exports in Egypt by combining wavelet analysis with an optimal GARCH model chosen among various extensions. The observed outcomes reveal that this relationship is complex and depends then widely to frequency-to-frequency variation and...
Persistent link: https://www.econbiz.de/10011259754
Using an econometric model, this paper investigates the determining factors of foreign direct investment (FDI) in Morocco from 1960 to 2000. During this period Morocco was one of the most important recipients of FDI inflows in the Middle East and North African. This period is characterized by...
Persistent link: https://www.econbiz.de/10011260639
How does inflation uncertainty interact with inflation rate? The purpose of this article is to assess this question in Egypt in a wavelets transform framework. We investigate the direction of causality in the relationship inflation-inflation uncertainty by combining component GARCH model,...
Persistent link: https://www.econbiz.de/10011107856
This paper proposes, by way of a theoretical model, that public subsidies for the arts act as a spur to the consumption of the arts which, in turn, increases the level of human capital, leading to increased economic growth. It points out that some recent studies in brain research deliver...
Persistent link: https://www.econbiz.de/10011107979
To effectively assess the link between exchange rate uncertainty and exports performance in Egypt, this article relies on an optimal GARCH model among decomposed series on a scale-by-scale basis via wavelet approach. The observed outcomes reveal that the focal connection depends substantially on...
Persistent link: https://www.econbiz.de/10011110922
We employ wavelet decomposition and nonlinear causality test to investigate the nexus between the real oil price and the real effective exchange rate in three GCC countries : Qatar, Saudi Arabia and UAE. We find strong evidence in favor of a feedback hypothesis in Qatar and UAE and of a...
Persistent link: https://www.econbiz.de/10011111083
The present paper seeks to effectively address the following question: What Bitcoin looks like? To do so, we regress Bitcoin price on different variables (potential Bitcoin fundamentals recorded in the literature) by applying an ARDL Bounds Testing approach for daily data covering the period...
Persistent link: https://www.econbiz.de/10011112206
The present paper seeks to effectively address the following question: What Bitcoin looks like? To do so, we regress Bitcoin price on a number of variables (Bitcoin fundamentals recorded in the literature) by applying an ARDL Bounds Testing approach for daily data covering the period from...
Persistent link: https://www.econbiz.de/10011113833
This paper proposes, by way of a theoretical model, that public subsidies for the arts act as a spur to the consumption of the arts which, in turn, increases the level of human capital, leading to increased economic growth. It points out that some recent studies in brain research deliver...
Persistent link: https://www.econbiz.de/10010551911
Using an econometric model, this paper investigates the determining factors of foreign direct investment (FDI) in Morocco from 1960 to 2000. During this period Morocco was one of the most important recipients of FDI inflows in the Middle East and North African. This period is characterized by...
Persistent link: https://www.econbiz.de/10010601618