We analyze exchange rate volatility in the Visegrad Four countries in the course of their abandoning tight regimes for more flexible ones. We account for path dependence, asymmetric shocks, movements in interest rates, and allow for generalized error distribution. The overall findings are that...

Exchange rate stability was defined as one of the prerequisites for monetary integration in Europe. In this paper, we analyze recent developments in the volatility of exchange rates of the Central European countries (the Visegrad Group) and a selected group of European Union countries (the...

En este estudio investigamos los determinantes de las emisiones denominadas en dólares de deuda a largo plazo por parte de la banca europea. Para ello empleamos una base de datos que permite explorar los factores que, según la literatura, explican las emisiones en moneda extranjera. Incluimos...

Offshore outsourcing continues to gain prominence as the printing industrystrides into the future. With different segments of the industry looking at reducingcosts and, in exchange providing value-added services, more companies turntowards outsourcing services offshore as a solution. Although it...

This paper examines the transmission of equity returns and volatility among Asian equity markets and investigates the differences that exist in this regard between the developed and emerging markets. Three developed markets (Hong Kong, Japan and Singapore) and six emerging markets (Indonesia,...

The paper attempts to examine the market integration with the help of cointegration test on the prices of potato of Hooghly district in West Bengal. The analysis has been made at two levels, namely at the level of wholesale markets and at the retail markets. The cointegration test by Johansen...

The primary objective of this research was to measure the extent of market integration between major surplus and deficit maize markets in Mozambique namely, Chimoio-Maputo, Chimoio-Beira, Ribaue-Nampula, and Mocuba-Nampula. To achieve this objective, Threshold Vector Autoregressive models were...