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Econometric analysis of integration of selected new eu member cee stock markets with global stock market and eurozone: Impact of global financial crisis
Sucháček, Jan; Koutský, Jaroslav; Caridad y López … - In: Amfiteatru Economic Journal 23 (2021) 58, pp. 824-842
The period of the global financial crisis can be characterized by the spillover of negative innovations among stock markets worldwide. Stock markets in Central Europe were not excluded as they are not isolated from global stock markets. Recently published scientific studies dealing with this...
Persistent link: https://www.econbiz.de/10014461928
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Whither China? Reform and Economic Integration among Chinese Regions
Fidrmuc, Jan; Fidrmuc, Jarko; Huang, Shuo - 2013
This paper investigates the changing nature of economic integration in China. Specifically, we consider business …
Persistent link: https://www.econbiz.de/10010293979
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Global shocks and their impact on the Tanzanian economy
Haile, Fiseha - In: Economics: The Open-Access, Open-Assessment E-Journal 11 (2017) 2017-9, pp. 1-38
Plummeting commodity prices, China's economic slowdown and rebalancing, and global financial market turbulence have … intertwined shocks spillover into the Tanzanian economy. The author finds that a 1 percentage point (ppts) drop in China …
Persistent link: https://www.econbiz.de/10011635861
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The effects of imports and economic growth in Chinese economy: A Granger causality approach under VAR framework
Usman, Khalid; Bashir, Usman - In: Journal of Risk and Financial Management 15 (2022) 11, pp. 1-14
This study inspects the association between economic growth and imports from China, based on data sourced from 2000 to … GDP growth rate in the Peoples Republic of China. This hypothesis was rejected via the Granger causality test, as the only … implemented. The government of China should focus on policy implications that further promote export and substitute imported goods …
Persistent link: https://www.econbiz.de/10014332687
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Regulatory compliance as fulfilment of corporate social responsibility: an interpretative textual analysis on sustainability reports of two Chinese listed agribusinesses
Wang, Xiaorui - In: Asian Journal of Sustainability and Social … 2 (2017) 1, pp. 23-40
large agribusinesses in the People's Republic of China, this paper intends to reveal how these reports are used to respond … the differences in the two sets of reports are tightly linked to the broader social and institutional settings in China. …
Persistent link: https://www.econbiz.de/10012217615
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Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets
Canto, Bea; Kräussl, Roman - 2006
This study analyzes the short-term dynamic spillovers between the futures returns on the DAX, the DJ Eurostoxx 50 and the FTSE 100. It also examines whether economic news is one source of international stock return co-movements. In particular, we test whether stock market interdependencies are...
Persistent link: https://www.econbiz.de/10010298339
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Measuring financial asset return and volatilty spillovers, with application to global equity markets
Diebold, Francis X.; Yilmaz, Kamil - 2008
We provide a simple and intuitive measure of interdependence of asset returns and/or volatilities. In particular, we formulate and examine precise and separate measures of return spillovers and volatility spillovers. Our framework facilitates study of both non-crisis and crisis episodes,...
Persistent link: https://www.econbiz.de/10010303681
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The Dynamics of Earnings in Germany: Evidence from Social Security Records
Giesecke, Matthias; Bönke, Timm; Lüthen, Holger - 2011
We examine patterns of earnings volatility for male employees who are subject to statutory social security contributions in West Germany over the period 1986 - 2005. For this purpose, we analyse individual records covering highly reliable earnings biographies provided by the German Social...
Persistent link: https://www.econbiz.de/10010305927
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Decomposing R2 with the Owen value
Hüttner, Frank; Sunder, Marco - 2011
We provide an axiomatization-based justification for applying the Owen value to decompose R2 in OLS models if prior knowledge can be used to form groups of regressor variables. The assumptions made by the axioms are not only plausible with respect to the variables but also clarify the meaning of...
Persistent link: https://www.econbiz.de/10010307410
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Measuring connectedness of Euro area sovereign risk
Gätjen, Rebekka; Schienle, Melanie - 2015
We introduce a methodology for measuring default risk connectedness that is based on an out-of-sample variance decomposition of model forecast errors. The out-of-sample nature of the procedure leads to "realized" measures which, in practice, respond more quickly to crisis occurrences than those...
Persistent link: https://www.econbiz.de/10011335462