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This 2013 Article IV Consultation highlights that the Canadian economy strengthened in 2013 after a subdued performance in 2012, but the underlying growth has remained modest. Despite the depreciating exchange rate, non-energy exports remained well below the levels reached after earlier...
Persistent link: https://www.econbiz.de/10011244749
This 2013 Article IV Consultation highlights that over the past year, Mexico has maintained macroeconomic policy continuity, while pursuing an ambitious agenda of growth-enhancing reforms. Reforms have already been approved to upgrade education, make labor markets more flexible, and foster...
Persistent link: https://www.econbiz.de/10011245002
volatility in capital flows to emerging markets. The new SBA would provide a valuable policy anchor and support Romaniaâ …
Persistent link: https://www.econbiz.de/10011245005
This Selected Issues paper presents an external stability assessment on Niger. Niger’s current account balance deteriorated in 2013, mostly on account of higher food and capital goods imports. The deficit is expected to widen further in 2014–15, mainly driven by large investment in...
Persistent link: https://www.econbiz.de/10011242645
mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models … price while the volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in …
Persistent link: https://www.econbiz.de/10010907445
In this note, we consider the relationship between oil price volatility and firm returns for 560 firms listed on the … New York Stock Exchange. Using daily time series data from 2000 to 2008, we find that oil price volatility increases firm …
Persistent link: https://www.econbiz.de/10011278529
during last fifteen years have led the unstable path and the volatility persistence in the international oil market. We …
Persistent link: https://www.econbiz.de/10010542263
In this note, we consider the relationship between oil price volatility and firm returns for 560 firms listed on the … New York Stock Exchange. Using daily time series data from 2000 to 2008, we find that oil price volatility increases firm …
Persistent link: https://www.econbiz.de/10009366884
mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models … price while the volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in …
Persistent link: https://www.econbiz.de/10010604584
autoregressive conditional heteroskedasticity (GARCH) model. Trend and volatility are estimated jointly with the maximum likelihood …
Persistent link: https://www.econbiz.de/10008636497