Showing 1 - 10 of 18
The methodology of building up a dollar index capturing the appropriate weights of different currencies of trading partners has been challenged. This paper tries to suggest a methodological improvement. The authors employ multivariate statistical techniques to identify appropriate financial and...
Persistent link: https://www.econbiz.de/10008755396
This paper applies the same methodology applied by Essayyad et al. (2009) to the construction of an alternative Euro dollar index. Specifically, it employs multivariate statistical tests to identify weights based on 12 economic and financial factors that are deemed theoretically more relevant in...
Persistent link: https://www.econbiz.de/10009352479
This research is an inter-temporal update of an empirical paper published by Essayyad et al., which is based on work of Loretan and Nardo et al. We continue to employ the same principal component technique, to construct an alternative US Dollar Index to gauge movements in currency markets. The...
Persistent link: https://www.econbiz.de/10010816793
This paper investigates whether financial and socio-economic factors affect student performance of charter vs. public schools. Based on data from Texas, this research employs a multiple regression model to find whether charter school students outperform public school students. The policy...
Persistent link: https://www.econbiz.de/10008592721
This paper investigates whether financial and socio-economic factors affect student performance of charter vs. public schools. Based on data from Texas, this research employs a multiple regression model to find whether charter school students outperform public school students. The policy...
Persistent link: https://www.econbiz.de/10008538638
A 'methanol economy' based mainly on natural gas as a feedstock has a lot of potential to cope with the current and ongoing concerns for energy security along with the reduction of CO-2 emissions. It is, therefore, important to examine the price dynamics of methanol in order to ascertain whether...
Persistent link: https://www.econbiz.de/10008522900
This study is the first attempt to investigate both the linear and non-linear Granger causality between wavelet transformed spot and futures oil prices. Our findings consistently indicate bidirectional causality between the spot and futures oil markets at different time scales, under linear and...
Persistent link: https://www.econbiz.de/10010939658
The paper investigates the impact of oil price volatility on the dynamics of systematic risk in eight equity sectors for Kuwait. To achieve this goal, it uses the Kalman filter approach to estimate the time-variant systematic risk in those sectors. This approach enables us to study the...
Persistent link: https://www.econbiz.de/10010700695
The paper is the first attempt to estimate systematic risk 'beta' at different time scales in the context of the emerging Gulf Cooperation Council (GCC) equity markets by applying a relatively new approach in finance known as wavelet analysis. Our results indicate that on average beta...
Persistent link: https://www.econbiz.de/10008522845
This paper presents the case of an accounting degree programme of a small business school in the Texas Lower Rio Grande Valley (LRGV). It provides simple complementary methodologies to evaluate the compatibility of an accounting degree programme relative to other accounting degree programmes in...
Persistent link: https://www.econbiz.de/10009352801