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Wage discrimination over the business cycle

Biddle, Jeff E.; Hamermesh, Daniel S. - In: IZA Journal of Labor Policy 2 (2013), pp. 1-20

Using CPS data from 1979–2009 we examine how cyclical downturns and industry-specific demand shocks affect wage differentials between white non-Hispanic men and women, Hispanics and non-Hispanic whites, and African-Americans and non-Hispanic whites. Women’s relative earnings are harmed by...

Persistent link: https://www.econbiz.de/10010161007

The International Monetary Fond as a creator of the global financial system

Kitanovic, Violeta Spaseska; Kozuharov, Saso - In: UTMS journal of economics / University of Tourism and … 3 (2012) 1, pp. 83-90

IMF and World Bank were created after the Second World War as a result of monetary and fiscal Conference of the United Nations (UN) in the Bretton Wood, New Hampshire in July 1944. This conference was part of the efforts to finance the construction of Europe which was destroyed in the Second...

Persistent link: https://www.econbiz.de/10010058702

Impact of economic reform on the Nigerian telecommunications sector

Babatunde, Onakoya Adegbemi - In: Advances in management & applied economics 3 (2013) 3, pp. 141-154

In the early days of nationalization, it seemed axiomatic that price and quality standards could be better managed by State Owned Enterprises (SOE). Subsequent experience, however demonstrates that public ownership and control are different as the challenges of imposing effective public...

Persistent link: https://www.econbiz.de/10010148035

Seasonal adjustment versus seasonality modelling : effect on tourism demand forecasting

Gasmi, Amira - In: Advances in management & applied economics 3 (2013) 4, pp. 119-132

In this study, we treat the seasonal variation in monthly time series in the context of the Western-European tourism demand for Tunisia, by presenting different techniques of detection of seasonality and the parametric and non-parametric approaches of seasonal adjustment. Then, we compare the...

Persistent link: https://www.econbiz.de/10010148054

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

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

Short and long-term effects of September 11 on stock returns : evidence from US defense firms

Essadam, Naceur; Douch, Mohamed - In: Journal of applied finance & banking 3 (2013) 3, pp. 239-253

time variation of stock return volatility (GARCH). In the long-term, our results suggest that the US defense firms only …. -- terrorism ; volatility ; GARCH ; event study …

Persistent link: https://www.econbiz.de/10010148080

Returns on investment of deposit money banks (DMBs) in Nigeria

Bosede, Adegboye Folasade; Olusegun, Olowe; … - In: Journal of applied finance & banking 3 (2013) 3, pp. 195-206

This paper provides an in-depth study on the history and evolution of Commercial Bank characteristic factors and other Macroeconomic variables on the financial industry performance indices in Nigeria from 1977 to 2010. The work employed a 3-stage procedure in the assessment of Commercial Bank...

Persistent link: https://www.econbiz.de/10010148083

The effect of target federal funds rate changes on the foreign exchange markets : an event study approach

Wang, Alan T.; Hung, Shu-hsun; Jiang, I-ming - In: Journal of applied finance & banking 3 (2013) 3, pp. 117-132

This paper examines the effect of target Federal funds rate changes on major five foreign exchange markets: Canada, Australia, Euro, Japan and the UK during the period from 2000 to 2007. Two different approaches of Rai, Seth and Mohanty (2007) and the event study of Brown and Warner (1980, 1985)...

Persistent link: https://www.econbiz.de/10010148088

An empirical investigation of the relationship between stock return and trading volume : evidence from the Jordanian banking sector

Al-Jafari, Mohamed Khaled; Tliti, Ahmad - In: Journal of applied finance & banking 3 (2013) 3, pp. 45-64

show a significant relationship between trading volumes and return volatility. Furthermore, Johansen’s cointegration …

Persistent link: https://www.econbiz.de/10010148092