Showing 1 - 10 of 438
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
Leybourne et al. (1998) have proved the possibility of a `converse Perron phenomenon' when conventional Dickey-Fuller tests are applied to deter-mine the order of integration of a time series. That is, if the true generating process is I(1) but with a break, frequent spurious rejections of the...
Persistent link: https://www.econbiz.de/10009957378
theory is not verified in Argentina, since its RER appears as a non-stationary variable, and there is no evidence of …This paper tests the Purchasing Power Parity Theory of Exchange Rates dealing with Argentinean data for the period 1900 …
Persistent link: https://www.econbiz.de/10009959087
This study examines the relationships between the employment and foreign direct investment (FDI) in Malaysia. The Malaysian government continues to put efforts in attracting more FDI inflows as it seems that FDI plays a major role in the economic development of Malaysia. Besides, there is...
Persistent link: https://www.econbiz.de/10010009045
Malaysia-Singapore has the smallest standard deviation. Moreover, the volatility analysis on the UIRP deviation using simple … volatility shocks on UIRP deviation does not exist in any cases. -- Malaysia ; UIRP ; volatility ; OLS ; GARCH …
Persistent link: https://www.econbiz.de/10010009075
This study considers financial performances of commercial banks of Turkey in the period of 2003 and 2010. The financial performance of banks is measured using an indexing model developed in this study. The model considers fundamental performance characteristics of banks and chooses related...
Persistent link: https://www.econbiz.de/10010009085
This study tests the efficiency and profitability of banks that belongs to two different sectors: a) Islamic Banks (IBs) and b) Traditional Banks (TBs). The study concentrates on the pre and post 2008 financial crisis with an aim to test if there are any significant differences in performance...
Persistent link: https://www.econbiz.de/10010009118
The purpose of this research is to investigate the weak form of market efficiency of Asian four selected stock markets. We have taken a daily closing price of stock markets under the study from the 1st January 2000 to 31st March 2011 and also divided full sample in three interval periods, and...
Persistent link: https://www.econbiz.de/10010009119
Insurance companies have to estimate reserves and provisions to cover the payment of either unreported claims or unsettled claims. In this paper, we apply the Chain-Ladder method to obtain a point estimate of reserves, and then we use the bootstrap technique to estimate the margin of error and...
Persistent link: https://www.econbiz.de/10010118388
This study examines the effects of a joint audit on auditor’s report consensus and accuracy. We investigate whether a joint audit, particularly the report issued, improves an audit’s quality. We measure the audit’s quality using the degree of auditor consensus in the auditor’s report. We...
Persistent link: https://www.econbiz.de/10010039592