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Measuring and explaining the volatility of capital flows towards emerging countries
Broto Pelegrín, Carmen; Díaz Cassou, Javier; Erce … - 2008
This paper analyzes the determinants of the volatility of different types of capital inflows to emerging countries …. After calculating a variable that proxies capital flows volatility, we study its possible causality relations with a set of …, various factors exhibit a non-robust effect on the volatility of the three different categories of capital flows, which poses …
Persistent link: https://www.econbiz.de/10012530210
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Transmission of equity returns and volatility in Asian developed and emerging markets : a multivariate Garch analysis
Worthington, Andrew C.; Higgs, Helen - 2004
This paper examines the transmission of equity returns and volatility among Asian equity markets and investigates the … volatility spillovers. Nevertheless, mean spillovers from the developed to the emerging markets are not homogeneous across the … emerging markets, and own-volatility spillovers are generally higher than cross-volatility spillovers for all markets, but …
Persistent link: https://www.econbiz.de/10009437447
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The Dimensions of Reputation in Electronic Markets
Ghose, Anindya; Panagiotis, Ipeirotis; Sundararajan, Arun - 2008
We analyze how di erent dimensions of a seller's reputation a ectpricing power in electronic markets. We do so by using text miningtechniques to identify and structure dimensions of importance fromfeedback posted on reputation systems, by aggregating and scoring thesedimensions based on the...
Persistent link: https://www.econbiz.de/10009435030
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A-REIT seasoned equity offerings : determinants and market reaction
Chikolwa, Bwembya - 2009
The paper examines the decision by Australian Real Estate Trusts (A-REITs) to issue seasoned equity offerings from 2000 - 2008 and stock market reaction to the offerings using panel data and event study methodologies, respectively. The global financial crisis has resulted in freezing of the...
Persistent link: https://www.econbiz.de/10009437605
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Investigating the quitting decision of nurses : panel data evidence of the British National Health Service
Frijters, Paul; Shields, Michael A.; Wheatley Price, Stephen - 2007
There is currently a worldwide shortage of registered nurses, driven by large shifts in both the demand for and supply of nurses. Consequently, various policies to increase the recruitment and retention of nurses are under discussion, in particular, the role that wage increases might have in...
Persistent link: https://www.econbiz.de/10009438191
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Macroeconomic and institutional determinants of stock market development in MENA region: new results from a panel data analysis
Cherif, Monther; Gazdar, Kaothar - 2010
This paper provides new evidence on the influence of macroeconomic environment and institutional quality on stock market development, using data from 14 MENA countries over the period of 1990-2007. Using both panel data and instrumental variable techniques, we find that income level, saving...
Persistent link: https://www.econbiz.de/10009441711
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Testing for Convergence Clubs in Income Per-Capita: A Predictive Density Approach
Canova, Fabio - 2001
The paper proposes a technique to jointly tests for groupings of unknown size in the cross sectional dimension of a panel and estimates the parameters of each group, and applies it to identifying convergence clubs in income per-capita. The approach uses the predictive density of the data,...
Persistent link: https://www.econbiz.de/10009442330
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Relationship between Trade Liberalisation, Growth and Balance of Payments in Developing Countries: An Econometric Study
Parikh, Ashok - 2004
The objectives of this paper are to study the impact of liberalisation on trade deficits and current accounts of developing countries. It is expected that trade liberalisation would promote economic growth from the supply side by leading to a more efficient use of resources, by encouraging...
Persistent link: https://www.econbiz.de/10009442371
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Do Japanese Foreign Direct Investment and Trade Stimulate Agricultural Growth in East Asia? Panel Cointegration Analysis
Sattapon, Weerapong - 2006
The agricultural sector is an important sector that most people in East Asia rely on and growth in this sector may help to lift their standard of living. This study assessed what factors contributed to agricultural growth by applying the panel econometric approach. First, the long-run...
Persistent link: https://www.econbiz.de/10009442485
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Spanish Demand for Food Away From Home: A Panel Data Approach
Angulo, Ana Maria; Gil, Jose Maria; Mur, Jesus - 2002
In this paper, the Spanish demand for food away from home is analysed. A panel data set is built and appropriate techniques for estimating limited dependent variable models have been applied. Results indicate that where there are zero expenditures, these are largely due to infrequency of...
Persistent link: https://www.econbiz.de/10009442599