Similar Search Results

Stock market uncertainty and interest rate behaviour : a panel GARCH approach

Valera, Harold Glenn A.; Holmes, Mark J.; Hassan, Gazi M. - In: Applied economics letters 24 (2017) 10/12, pp. 732-735

Persistent link: https://www.econbiz.de/10011714175

Is inflation targeting credible in Asia? : a panel GARCH approach

Valera, Harold Glenn A.; Holmes, Mark J.; Hassan, Gazi M. - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 523-546

Persistent link: https://www.econbiz.de/10011949277

How credible is inflation targeting in Asia? : a quantile unit root perspective

Valera, Harold Glenn A.; Holmes, Mark J.; Hassan, Gazi M. - In: Economic modelling 60 (2017), pp. 194-210

Persistent link: https://www.econbiz.de/10011734198

Does inflation targeting matter for the behavior of inflation and output growth? Some regime-based evidence for Asian economies

Valera, Harold Glenn A.; Holmes, Mark J.; Hassan, Gazi M. - In: Journal of Economic Studies 45 (2018) 5, pp. 932-955

Purpose: The purpose of this paper is to consider whether or not the introduction of inflation targeting (IT) impacts on the mean-reversion properties of inflation and output growth. Design/methodology/approach: Focusing on eight Asian countries of which four are inflation-targeters, the...

Persistent link: https://www.econbiz.de/10012074339