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A VAR analysis of FDI and wages : the Romania's case

Mutascu, Mihai Ioan; Fleischer, Anne-Marie - In: International journal of economic sciences and applied … 3 (2010) 2, pp. 41-56

According to Lall (1997), the FDI are strongly interconnected with a series of variables, such as: economic conditions (markets, natural resources, competitiveness), host country policies (macro policies, private sector, trade and industry, FDI policies), as well as MNE strategy (risk...

Persistent link: https://www.econbiz.de/10009958059

MICA-BBVA : a factor model of economic and financial indicators for short-term GDP forecasting

Camacho, Máximo; Doménech, Rafael - In: SERIEs : Journal of the Spanish Economic Association 3 (2012) 4, pp. 475-497

In this paper we extend the Stock and Watson’s (Leading economic indicators, new approaches and forecasting records … indicators are useful for forecasting output growth, particularly when certain financial variables lead the common factor … of the Spanish Economy. -- business cycles ; output growth ; short-term forecasting …

Persistent link: https://www.econbiz.de/10010078109

Identifying Taiwan real estate cycle turning points : an application of the multivariate Markov-switching autoregressive Model

Lee, Chun-chang; Liang, Chih-min; Chou, Hsing-jung - In: Advances in management & applied economics 3 (2013) 2, pp. 1-23

The identification of real estate cycles has always been an important issue in the study of real estate. This paper selected as indicators the Composite Leading Index and Reference Cycle Index regarding the real estate cycles in Taiwan, as they incorporate real estate activities, such as...

Persistent link: https://www.econbiz.de/10010097699

Aktuelle Steuerreformvorschläge haben kaum Auswirkungen auf das Wirtschaftswachstum

Bach, Stefan; Brüggemann-Borck, Imke; Fichtner, Ferdinand - In: DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft 80 (2013) 35, pp. 3-10

Nach den Wahlen im September sind größere Änderungen beim Einkommensteuertarif zu erwarten. Ferner wird häufig gefordert, Familien mit Kindern stärker zu fördern. Aus diesem Anlass hat das DIW Berlin einige Änderungsvorschläge hinsichtlich ihrer gesamtwirtschaftlichen Auswirkungen...

Persistent link: https://www.econbiz.de/10010185909

A factor analysis for the Spanish economy

Cuevas, Ángel; Quilis, Enrique M. - In: SERIEs : Journal of the Spanish Economic Association 3 (2012) 3, pp. 311-338

; temporal disaggregation ; forecasting ; nowcasting …

Persistent link: https://www.econbiz.de/10010030016

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

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

This paper examines the factors that affect inflows - outflows of capital in bond mutual funds that operated in the Greek market during the period 1997-2005. Investors in bond mutual funds do not seek for high gross returns in order to determine their investment decisions in contrast with...

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

Testing for linear and nonlinear causality between crude oil price changes and stock market returns

Anoruo, Emmanuel - In: International journal of economic sciences and applied … 4 (2011) 3, pp. 75-92

This paper examines both the linear and nonlinear causal relationships between crude oil price changes and stock market returns for the United States. In particular, the study applied a battery of unit root tests to ascertain the time series properties of crude oil price changes and stock market...

Persistent link: https://www.econbiz.de/10009958081

The stock selection problem : is the stock selection approach more important than the optimization method? : evidence from the Danish stock market

Grobys, Klaus - In: Journal of applied finance & banking 1 (2011) 1, pp. 143-162

Passive investment strategies basically aim to replicate an underlying benchmark. Thereby, the management usually selects a subset of stocks being employed in the optimization procedure. Apart from the optimization procedure, the stock selection approach determines the stock portfolios's...

Persistent link: https://www.econbiz.de/10009958479

Market timing and statistical arbitrage : which market timing opportunities arise from equity price busts coinciding with recessions? : the Swedish stock market in the financial cr...

Grobys, Klaus - In: Journal of applied finance & banking 1 (2011) 1, pp. 53-81

Even though a random walk process is from a statistical point of view not predictable, some movements can be correlated with specific events concerning other variables. Then, predictable patterns may arise being dependent on this joint event. There is evidence given that equity price busts being...

Persistent link: https://www.econbiz.de/10009958483