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Global economic crisis 2007–2010: Is it really so recent? Implications for the future from the lessons of economic history
Salavrakos, Ioannis-Dionysios - In: International Journal of Economics and Business Research 3 (2011) 6, pp. 655-683
international competition from EU, Japan, and later from China and the other emerging economies had played a pivotal role in the …
Persistent link: https://www.econbiz.de/10009352458
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International financial contagion of the US sub-prime crisis: evidence through the adjusted correlation test and non-linear Error Correction Models (ECM)
Omri, Anis; Ghorbel-Zouari, Sonia - In: International Journal of Monetary Economics and Finance 4 (2011) 2, pp. 135-149
markets of USA, France, Germany, Japan and UK during the current crisis. …
Persistent link: https://www.econbiz.de/10009352484
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The 2007 global financial crisis and the Malaysian stock market: a sectoral analysis
Kassim, Salina H.; Majid, M. Shabri Abd.; Hamid, Zarinah - In: Afro-Asian Journal of Finance and Accounting 2 (2011) 3, pp. 185-209
The study assesses the impact of the 2007 US sub-prime crisis on the Malaysian stock market by analysing both the benchmark and sectoral indices. Specifically, it empirically examines the integration of the Malaysian, US and Japanese stock markets at the sectoral level, such as finance,...
Persistent link: https://www.econbiz.de/10009352984
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Household consumption smoothing through equity investment in the USA and Japan: an empirical examination of the consumption-capital asset pricing model (C-CAPM)
Setiawan, Kusdhianto - In: International Journal of Economics and Business Research 7 (2014) 1, pp. 72-103
:12-2010:7 period for the USA and Japan. In contrast with previous empirical research, the findings show that the C-CAPM fits well for … both countries yet for different time periods (1987:12-1996:11 and 1987:12-2001:1 for the USA and Japan respectively … Japan (around one). I also find that there is no relationship between USA stock market returns and Japanese household …
Persistent link: https://www.econbiz.de/10010732432
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Growth, foreign investment and trade-openness interactions in ten OECD countries: a panel-VAR approach
Pradhan, Rudra P.; Bagchi, Tapan P.; Chowdhury, Khorshed; … - In: International Journal of Banking, Accounting and Finance 4 (2012) 4, pp. 273-293
, Japan, Norway, Spain, Switzerland and the USA, between 1970 and 2010. We find that foreign direct investment, trade openness …
Persistent link: https://www.econbiz.de/10010668774
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Analysing export market for marine fisheries and seafood products in India
Malhotra, Gunjan; Ranjan, Jayanthi - In: International Journal of Logistics Economics and … 3 (2011) 4, pp. 268-281
the USA and Japan due to different food requirements and the variety of products being exported from India. The USA …The purpose of the paper is to explore trends and demand of Indian marine fisheries and seafood exports to the USA and … Japan. We have identified various parameters that affect the demand of these products from India. The results show that the …
Persistent link: https://www.econbiz.de/10010668813
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Bayesian portfolio selection under a multifactor asset return model with predictive model selection
Ando, Tomohiro - In: Global Business and Economics Review 14 (2012) 1/2, pp. 77-101
This paper addresses the problem of portfolio selection under a multifactor asset return model, using Bayesian analysis to deal with uncertainties in parameter estimation and model specification. These sources of error are ignored in the classical mean-variance method. We apply two approaches:...
Persistent link: https://www.econbiz.de/10010669060
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Financial determinants of corn market
Sariannidis, Nikolaos - In: International Journal of Economics and Business Research 5 (2013) 2, pp. 204-213
This paper studies the effects of the TNX ten-year treasury note, the crude oil light sweet, the denatured fuel ethanol, the S%P 500 Stock Index and the US dollar/yen exchange rate on the conditional mean and variance return of corn futures. It employs daily data from January 1, 2002 to August...
Persistent link: https://www.econbiz.de/10010669644
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On the causal relationship between trade-openness and government-size: evidence from OECD countries
Molana, Hassan; Montagna, Catia; Violato, Mara - In: International Journal of Public Policy 7 (2011) 4/5/6, pp. 226-249
The compensation hypothesis predicts a positive causation from international economic openness to the size of the public sector, as governments step in to perform a risk mitigating role to counterbalance the increasing exposure to external risk and the economic dislocations caused by growing...
Persistent link: https://www.econbiz.de/10010670287
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Causal relationship testing with applications to exchange rates
Brailsford, T.J.; Penm, Jack; Terrell, R.D. - In: International Journal of Electronic Finance 2 (2008) 1, pp. 50-69
between Japan and the USA. The results indicate that high-frequency finance data can reveal the existence of long-term PPP …
Persistent link: https://www.econbiz.de/10005753713