Narrow search
Showing 1 - 10 of 2,646
Cover Image
Price Discovery and Asymmetric Volatility Spillovers in Indian Spot-Futures Gold Markets
Srinivasan, P.; Ibrahim, P. - In: International Journal of Economic Sciences and Applied … 5 (2012) 3, pp. 65-80
This study attempts to examine the price discovery process and volatility spillovers in Gold futures and spot markets … Bivariate ECM-EGARCH(1,1) model. The empirical result confirms that the spot market of Gold plays a dominant role and serves as … effective price discovery vehicle. Besides the study results show that the spillovers of certain information take place from …
Persistent link: https://www.econbiz.de/10011310237
Cover Image
Testing for convergence in stock markets: a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, … - 2009
including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as …
Persistent link: https://www.econbiz.de/10010274513
Cover Image
Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, … - 2009
including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as …
Persistent link: https://www.econbiz.de/10010274514
Cover Image
Common influences, spillover and integration in Chinese stock markets
Weber, Enzo; Zhang, Yanqun - 2008
The Chinese stock market features an interesting history of divided market segments: domestic (A), foreigners' (B) and overseas (H). This puts forth questions of market integration as well as cross-divisional information transmission. We address these issues in a structural DCC framework, an...
Persistent link: https://www.econbiz.de/10010263757
Cover Image
Monetary effects on oil and gold prices
Gillman, Max; Nakov, Anton - 2008
flexible oil prices the US dollar oil price should follow the aggregate US price level. But with rigid nominal oil prices, the … nominal oil price jumps proportionally to nominal interest rate increases. We find evidence for structural breaks in the … nominal oil price that are used to illustrate the theory of oil price jumps. The evidence also indicates strong Granger …
Persistent link: https://www.econbiz.de/10010288811
Cover Image
Web use and offshoring
Hanley, Aoife; Ott, Ingrid - 2009
Formulating a model which summarises transportation costs, uncertainty and price, we describe how a switch to ICT …
Persistent link: https://www.econbiz.de/10010265246
Cover Image
Strategic Climate Cooperation and Greenhouse Gas Price Coordination
Clausing, Kimberly A.; Cramton, Peter C.; Ockenfels, Axel; … - In: Intereconomics 59 (2024) 1, pp. 55-56
Persistent link: https://www.econbiz.de/10014485020
Cover Image
Access and Interconnection Pricing Issues in Telecommunications
Vogelsang, Ingo - In: CESifo DICE Report 04 (2006) 3, pp. 3-9
Persistent link: https://www.econbiz.de/10011696586
Cover Image
Is gold a hedge against stock price risk in U.S. or Indian markets?
Manuj, Hemant - In: Risks 9 (2021) 10, pp. 1-15
We study whether gold acts as a hedge or a safe haven in U.S. and the Indian stock markets. These two stock markets …, the BSE Sensex, and gold prices. We find that, for the period of our study, 1980-2020, gold has not served as a hedge or a … our study period. Gold returns do not exhibit a significant negative relationship with stock returns in any of the chosen …
Persistent link: https://www.econbiz.de/10013200838
Cover Image
Inflation As Restructuring. A Theoretical and Empirical Account of the U.S. Experience
Nitzan, Jonathan - 1992
The thesis offers a new framework for inflation as a process of restructuring. Contrary to existing theories of inflation, which tend to take structure and institutions as given for the purpose of analysis, we argue that inflation could be understood only in terms of ongoing structural and...
Persistent link: https://www.econbiz.de/10011646704