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Time series models for growth of urban population in SAARC countries
Khan, Md. Atikur Rahman; Rahman, Md. Mostafizur - In: Advances in management & applied economics 2 (2012) 1, pp. 109-119
The purpose of our present study is to strike out suitable models to explain the growth pattern and to forecast for urban population in SAARC countries. Using the data from UNPD for the years 1950 to 2000 in five years interval, we fitted both exponential and ARMA models. We found the...
Persistent link: https://www.econbiz.de/10010009053
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Forecasting overnight interest rates volatility with asymmetric GARCH models
Dayioğlu, Tuğba - In: Journal of applied finance & banking 2 (2012) 6, pp. 151-162
leverage effects are seen in the estimation results. -- overnight interest rates volatility ; asymmetric Garch models …This study investigates models for overnight interest rate volatility in Turkey and USA using the Asymmetric GARCH … models and determines the best forecasting volatility models. These models are then completed with the use of out of sample …
Persistent link: https://www.econbiz.de/10010118418
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Community-based health insurance and social capital : a review
Donfouet, Hermann Pierre Pythagore; Mahieu, Pierre-Alexandre - In: Health economics review 2 (2012) 5, pp. 1-5
Community-Based Health Insurance (CBHI) is an emerging concept for providing financial protection against the cost of illness and improving access to quality health services for low-income rural households who are excluded from formal insurance. CBHI is currently being provided in some rural...
Persistent link: https://www.econbiz.de/10010030025
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The similarity between the square of the coefficient of variation and the Gini index of a general random variable
González Abril, Luis; Velasco Morente, Francisco; … - In: Revista de métodos cuantitativos para la economía y … 10 (2010), pp. 5-18
In this paper, several identities concerning expectation, variance, covariance, cumulative distribution functions, the coefficient of variation, and the Lorenz curve are obtained and they are used in establishing theoretical results. Furthermore, a graphical representation of the variance is...
Persistent link: https://www.econbiz.de/10009957383
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The forecasting performances of volatility models in emerging stock markets : is a generalization really possible?
Iltuzer, Zeynep; Tas, Oktay - In: Journal of applied finance & banking 3 (2013) 2, pp. 49-73
In almost all stages of forecasting volatility, certain subjective decisions need to be made. Despite of an enormous …. In order to find out outperforming model in general not just in the contexts of studies, volatility models should be …, EWMA), GARCH family models (GARCH, GRJ-GARCH, GARCH, APARCH, NAGARCH, FIGARCH) and Stochastic Volatility model. The …
Persistent link: https://www.econbiz.de/10010148073
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Currency exposure, second-moment exchange rate exposure and asymmetric volatility of stock returns : the effects of financial crises on Taiwanese firms
Varga, René Ferenc Franck - In: Journal of applied finance & banking 3 (2013) 2, pp. 15-37
- and second-moment exchange rate exposure on individual firm value and the stock return volatility underlying exchange rate … equity financing cost. -- exchange rate exposure ; asymmetric currency exposure ; financial crises ; asymmetric volatility …
Persistent link: https://www.econbiz.de/10010148075
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Banking stability, market structure and financial system in emerging countries
Wen, Shiow-ying; Yu, Jean - In: Journal of applied finance & banking 3 (2013) 3, pp. 1-13
The literature wisdom shows that both theoretical and empirical studies provide contradictory predictions about the relationship between market concentration or competiveness and financial stability in the banking system. In the past two decades, the structure of banking industry of many...
Persistent link: https://www.econbiz.de/10010148095
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The effects of surprise political events on quoted firms : the March 2004 election in Spain
Castells, Pau; Trillas, Francesc - In: SERIEs : Journal of the Spanish Economic Association 4 (2013) 1, pp. 83-112
In the last days of the electoral campaign for the 2004 general election in Spain, on Thursday March 11th 2004, a series of simultaneous terror attacks caused the death of 191 persons in commuting trains in the capital Madrid. Four days later, the opposition party won the election, against all...
Persistent link: https://www.econbiz.de/10010148155
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Incorporating weekend information in stock prices : evidence from Israeli stock market
Kudryavtsev, Andrey; Cohen, Gil; Pavlodsky, Julia - In: Journal of finance and investment analysis 1 (2012) 4, pp. 1-14
In present study, we contribute to the discussion on international stock market correlations, by analyzing interdependencies between stock returns in US and Israeli stock exchanges. In particular, we concentrate on the original feature of Tel Aviv Stock Exchange (TASE) where the trading week...
Persistent link: https://www.econbiz.de/10010148279
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Modeling the effects of investor sentiment and conditional volatility in international stock markets
Uygur, Utku; Taş, Oktay - In: Journal of applied finance & banking 2 (2012) 5, pp. 239-260
objective is to provide a framework to model conditional volatility regarding the changes in the investor sentiment by measuring … the effect of noise trader demand shocks on the volatility of stock market indexes of the various countries. GARCH, TARCH …, and EGARCH models are used to test whether earning shocks have more influence on the conditional volatility in high …
Persistent link: https://www.econbiz.de/10010058685