Showing 1 - 10 of 381
volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …
Persistent link: https://www.econbiz.de/10009471738
Japan. We also test for the presence of causality-in-mean and volatility spillovers. The econometric framework is a four … found to play a role in a minority of cases, with mixed signs. Finally, most cases of volatility spillovers occur from …
Persistent link: https://www.econbiz.de/10009481428
policy of the European Union on the transformation of systems and the integration of Romania will be demonstrated. From a … comprehensive description of the process of the transformation and integration of Romania, conclusions as to how these processes can … be accelerated will then be drawn for political decision-makers from the European Union and Romania. To analyse the …
Persistent link: https://www.econbiz.de/10009451146
Rumänien ist seit 2007 Mitglied der Europäischen Union. 2004 hat die EU-Kommission die rumänische Volkswirtschaft als funktionierende Marktwirtschaft eingestuft. Trotzdem existieren hohe wirtschaftliche Unterschiede zwischen Rumänien und den restlichen EU-Staaten. Das Land ist relativ groß...
Persistent link: https://www.econbiz.de/10009459129
While much attention has focused on the modelling of the interdependencies between key aggregates and stock indices in industrialised countries, this thesis is focused on investments in emerging markets and real estate – two research branches that have up to now not been investigated to a...
Persistent link: https://www.econbiz.de/10009450173
published by the IMF, I test for the impact of the monetary policy instrument, the central bank's nominal interest rate, on the …
Persistent link: https://www.econbiz.de/10009460826
This research aim to analyse the influent of the domestic price sell, real fee and interest rate to domestic offering of crude palm oil (CPO) simultanly in North Sumatra. Analyse the influent of the export price sell, domestic price and Consumer Price Index (IHK) to export offering of crude palm...
Persistent link: https://www.econbiz.de/10009464125
In previous literature, the degree of exchange rate pass-through to importing country’s currency has often been found to be incomplete, which supports the idea of imperfect competition in the forest products markets. In this study, exchange rate pass-through is examined by employing a mark-up...
Persistent link: https://www.econbiz.de/10009444871
tests are conducted by means of the Johansen multivariate cointegration method and the error correction model. Among the ERM …
Persistent link: https://www.econbiz.de/10009445749
This paper examines the impact of multinational trade accords on the degree of stock market linkage using NAFTA as a case study. Besides liberalizing trade among the U.S., Canada and Mexico, NAFTA has also sought to strengthen linkage among stock markets of these countries. If successful, this...
Persistent link: https://www.econbiz.de/10009447946