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The monetary transmission mechanisms have influence on saving and investment decisions of firms and households by affecting their balance sheets. This study examines the effects of monetary policy through the balance sheet channel (also known as ‘financial accelerator’), which affects net...
Persistent link: https://www.econbiz.de/10010160671
Development Planning in Zanzibar and Ministry of Finance (MoF), Tanzania. In addition, data were collected from the World Bank (WB …
Persistent link: https://www.econbiz.de/10010148059
We study optimal hedging design for returns on an Italian equity mutual fund index since 2008. Alternative hedging instruments include one-month futures contracts for FTSE-MIB, FTSE100 and Xetra DAX. We use bivariate models of our Italian equity mutual fund index and each hedging instrument to...
Persistent link: https://www.econbiz.de/10010148077
This study investigates the dynamic relationship between stock return and trading volume in the banking sector of Amman Stock Exchange (ASE). In addition, it reveals the nature and direction of this relationship. Therefore, several tests were utilized to include: Bivariate regression model,...
Persistent link: https://www.econbiz.de/10010148092
. The main contribution of the paper is the estimation of dynamic betas for Ibovespa shares, which can be useful for …
Persistent link: https://www.econbiz.de/10010148297
The capacity of input-output tables to reflect the structural peculiarities of an economy and to forecast, on this basis, its evolution, depends essentially on the characteristics of the matrix A—matrix of I-O (or technical) coefficients. However, the temporal behaviour of these coefficients...
Persistent link: https://www.econbiz.de/10010186053
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
This paper sets out a comprehensive framework to identify regional business cycles within Spain and analyses their stylised features and the degree of synchronisation both within them and between them and the Spanish economy. We show that the regional cycles are quite heterogeneous although they...
Persistent link: https://www.econbiz.de/10010078111
This contribution studies the application of heteroskedasticity robust estimation of Vector-Autoregressive (VAR) models … ; heteroskedasticity robust estimation ; non-parametric approach ; stock market data …
Persistent link: https://www.econbiz.de/10010079546
This study examines the factors that positively influence the propensity of Indian investors to invest in the real estate market. This paper also seeks to extend the findings of Gill and Biger [1]. Individuals from India were surveyed to find out their perceptions, feelings, and beliefs on the...
Persistent link: https://www.econbiz.de/10010079551