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On the dynamics of the Greek twin deficits : empirical evidence over the period 1960 - 2007

Panagiotis, Pantelidis; Emmanouil, Trachanas; … - In: International journal of economic sciences and applied … 2 (2009) 2, pp. 9-32

One of the most important open macroeconomic issues, during the current global economic recession, concerns the sustainability of persistent budget and trade deficits as well as possible interactions between them. These deficits are most crucial due to severe debt servicing costs, faced by...

Persistent link: https://www.econbiz.de/10009958045

International portfolio movements : panel data analysis

Kabadayi, Burhan; Emsen, O. Selcuk; Nisanci, Murat - In: Journal of applied finance & banking 2 (2012) 5, pp. 189-198

In this study, the effects of GDP per capita growth rates, real exchange rates, Standard and Poor’s (S&P) sovereign ratings, the difference between Transition Economies’ (TE) interest rates and USA’s interest rates on TEs’ net portfolio inflows were analyzed. The results showed that GDP...

Persistent link: https://www.econbiz.de/10010058688

An investigation on the shuttle trade dynamics of a small-open-economy

Sahin, Afsin; Akdi, Yilmaz; Atakan, Cemal - In: International journal of economic sciences and applied … 1 (2008) 2, pp. 1-12

In this article we have tried to assess the possible relationships between shuttle trade and the expletory variables and the expletory variables, export (f.o.b.), import (c.i.f.) and CPI based real effective US dollar exchange rate. We employed monthly data of Turkey covering the years from...

Persistent link: https://www.econbiz.de/10009958032

Test of an inverted J-shape hypothesis between the expected real exchange rate and real output : the case of Ireland

Hsing, Yu - In: International journal of economic sciences and applied … 3 (2010) 1, pp. 39-47

output during 2001.Q4-2009.Q1. Other findings show that a higher real financial stock price, a higher world real interest …

Persistent link: https://www.econbiz.de/10009958051

Argentinean real exchange rate 1900 - 2006 : testing purchasing power parity theory

Bianco, Marcos José dal - In: Estudios de economía 35 (2008) 1, pp. 33-64

This paper tests the Purchasing Power Parity Theory of Exchange Rates dealing with Argentinean data for the period 1900 … theory is not verified in Argentina, since its RER appears as a non-stationary variable, and there is no evidence of …

Persistent link: https://www.econbiz.de/10009959087

Eine gemeinsame Arbeitslosenversicherung für den Euroraum

Dullien, Sebastian; Fichtner, Ferdinand - In: DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft 79 (2012) 44, pp. 9-15

result in countries becoming systematically net recipients or net contributors in such a system. Therefore, the risk of …

Persistent link: https://www.econbiz.de/10010079477

Problema de calibración de mercado y estructura implícita del modelo de bonos de Black-Cox

Sukhomlin, Nikolay; Santana Jiménez, Lisette Josefina - In: Revista de métodos cuantitativos para la economía y … 10 (2010), pp. 73-98

The main result of this paper consists in the resolution of the inverse problem for the Black-Cox (1976) model, using the method proposed by Sukhomlin (2007). Based on the backward approach, we obtain an exact expression of the implied volatility expressed as a function of quantifiable market...

Persistent link: https://www.econbiz.de/10009957380

Macroeconomic effects on DJSI-World returns

Sariannidis, Nikolaos; Koskosas, Ioannis; Kartalis, Nikos; … - In: International journal of economic sciences and applied … 2 (2009) 2, pp. 95-110

Index World (D.J.S.I.-World). By using the model of Generalized Autoregressive Conditional Heteroskedasticity (GARCH), the … relation between D.J.S.I.-World returns to 10 year bond returns and Yen/U.S. dollar exchange rate is investigated. Research … results show that 10 year bond value affects positively the value of D.J.S.I.-World. However, there is a negative relation …

Persistent link: https://www.econbiz.de/10009958040

The impact of stock, energy and foreign exchange markets on the sugar market

Sariannidis, Nikolaos - In: International journal of economic sciences and applied … 3 (2010) 1, pp. 109-117

This study examines the effect of financial factors on the sugar market by using Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models. The results show that changes in capital and energy markets returns have a positive impact on the mean returns of Sugar futures as opposed to...

Persistent link: https://www.econbiz.de/10009958046

The determinants of cash flows in Greek bond mutual funds

Grose, Christos - In: International journal of economic sciences and applied … 4 (2011) 1, pp. 55-77

determine their investment decisions in contrast with investors in the stock market. The risk weighted returns however represent …

Persistent link: https://www.econbiz.de/10009958067

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