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Interregional integration of wheat markets in Kazakhstan
Brosig, Stephan; Yahshilikov, Yorbol - Leibniz-Institut für Agrarentwicklung in … - 2005
integration among regional wheat markets. We applied threshold cointegration technique to assess the co-movement between time … Getreidehandel zwischen diesen Regionen möglich ist. Mit Hilfe von Verfahren der threshold cointegration analysis werden …
Persistent link: https://www.econbiz.de/10008597144
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Developing Essential Financial Markets in Smaller Economies; Stylized Facts and Policy Options
International Monetary Fund (IMF); International … - 2008
This paper surveys the foreign exchange markets, money and secondary government security markets, and stock exchanges in 107 smaller economy countries. The underdevelopment of these markets impedes risk transfer, monetary policy, corporate financing, and the capacity to absorb capital inflows....
Persistent link: https://www.econbiz.de/10011245902
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The Jordanian Stock Market; Should You Invest in it for Risk Diversification or Performance?
Petri, Martin; Saadi-Sedik, Tahsin - International Monetary Fund (IMF) - 2006
cointegration techniques, we find that the ASE and other Arab stock markets are cointegrated, which implies little long-run risk …
Persistent link: https://www.econbiz.de/10005263988
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Financial Market Spillovers in Transition Economies
Sahay, Ratna; Gelos, Gaston - International Monetary Fund (IMF) - 2000
This paper examines financial market comovements across European transition economies and compares their experience to that of their regions. Correlations in monthly indices of exchange market pressures can partly be explained by direct trade linkages, but not by measures of other fundamentals....
Persistent link: https://www.econbiz.de/10005826010
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Land Fragmentation and Market Integration - Heterogeneous Technologies in Kosovo
Sauer, Johannes; Davidova, Sophia; Gorton, Matthew - Gesellschaft für Wirtschafts- und Sozialwissenschaften … - 2012
This paper empirically measures the prevalence of heterogeneous technologies in a sample of small-scale agricultural producers as an answer to structural conditions and market risks. Such risks are closely linked to the effects of land fragmentation and the degree of market integration. We use...
Persistent link: https://www.econbiz.de/10010920657
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Die Marktprämie im EEG 2012: Ein sinnvoller Beitrag zur Markt- und Systemintegration erneuerbarer Energien?
Gawel, Erik; Purkus, Alexandra - Department Ökonomie, Helmholtz Zentrum für … - 2012
Marktintegration, d. h. die Einbeziehung in den Steuerungs- und Ver-gütungsmechanismus des Strommarktes, sowie ihrer Systemintegration … in seiner aktuellen Ausgestaltung zur Marktintegration und/oder zur Systemintegration beiträgt, und ob es grundsätzlich … lassen, und welche Zusatzkosten der Integrationsadministrierung dabei entstehen (Effizienz). Während die Marktintegration i …
Persistent link: https://www.econbiz.de/10010980523
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The Role of Financial Variables in Predicting Economic Activity in the Euro Area
Lombardi, Marco; Espinoza, Raphael A.; Fornari, Fabio - International Monetary Fund (IMF) - 2009
The U.S. business cycle typically leads the European cycle by a few quarters and this can be used to forecast euro area GDP. We investigate whether financial variables carry additional information. We use vector autoregressions (VARs) which include the U.S. and the euro area GDPs as a minimal...
Persistent link: https://www.econbiz.de/10008540921
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Go Long or Short in Pyramids? News From the Egyptian Stock Market
Massa, Isabella; Billmeier, Andreas - International Monetary Fund (IMF) - 2007
Similar to other emerging economies, the Egyptian stock market has recently experienced a remarkable run-up but also a major downturn. This paper analyzes the stock market from two angles. First, it compares the performance of the major stock price index with its underlying fundamentals. Second,...
Persistent link: https://www.econbiz.de/10005604800
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Investigation of cointegration of oil prices and Russian market indices
Alexeev, Alexander Gennadievich - Department of Economics, European University at St. … - 2010
We perform an econometric analysis of cointegration of the Brent oil price and general and industrial indices of the …. It is interesting to note that a cointegration between the oil price and industrial RTS index is not detected. A … cointegration between the oil price and the general indices is found both for the RTS and the MICEX, and in both cases it is …
Persistent link: https://www.econbiz.de/10008794572
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The impact of money supply on stock prices and stock bubbles
Sirucek, Martin - Volkswirtschaftliche Fakultät, … - 2012
This article is focused on the effect and implication of a change in the money supply for US capital market. This market was chosen according to his part on the global market capitalization. Namely it is the Dow Jones Industrial Average (DJIA), which was chosen according to his long history,...
Persistent link: https://www.econbiz.de/10011112960