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To hedge or not to hedge during the financial crisis: a case study
Mihai-Yiannaki, Simona - In: Global Business and Economics Review 15 (2013) 2/3, pp. 210-232
on non-hedging more to the currency depreciation, the reduction of the risk free rates, the volatility of the FWD and …
Persistent link: https://www.econbiz.de/10011015130
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The efficient market hypothesis re-visited: new evidence from 100 US firms
Liu, Ruipeng; Narayan, Paresh Kumar - Deakin University, Faculty of Business and Law, School …
the unit root null hypothesis, we develop a generalized autoregressive heteroskedasticity (GARCH) model that not only … caters for the GARCH errors but also allows for two endogenous structural breaks in the data series. We study the size and … power properties of the proposed GARCH structural break unit root test and find that it statistically performs well in …
Persistent link: https://www.econbiz.de/10009275550
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Calendar Anomalies and Risk in the Wine Exchange Market
Lean, Hooi Hooi; Chong, Christine Siew Pyng - In: Asian Academy of Management Journal of Accounting and … 8 (2012) 1, pp. 25-39
This paper examines calendar anomalies, in particular, the monthly effect in the international wine exchange market. The empirical findings suggest that there is a March effect for the Liv-ex Fine Wine 500 Index, a May effect for the Liv-ex Fine Wine 100 Index and the Liv-ex Claret Chip Index...
Persistent link: https://www.econbiz.de/10010659480
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Jamaica; 2010 First Review of the Stand-By Arrangement: Staff Report; Press Release on the Executive Board Discussion
International Monetary Fund (IMF); International … - 2010
Jamaica has performed well under the Stand-By Arrangement program. Executive Directors commended that overall macroeconomic performance under the program has been encouraging. Directors welcomed the program aimed at fiscal responsibility legislation and central treasury management, public debt...
Persistent link: https://www.econbiz.de/10011243799
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New Money Versus Old Money for Europe: The Provision of Credit Enhancements Through a Collateral Fund
Gumbau-Brisa, Fabià; Mann, Catherine L. - In: CESifo DICE Report 11 (2013) 3, pp. 21-27
Persistent link: https://www.econbiz.de/10010795339
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Serious Economics and Simple Books
Singh, Gurbachan - In: Review of Market Integration 4 (2012) 1, pp. 111-130
Simple but serious books have an important role to play. So Krugman’s book on ‘depression’ is very welcome. The emphasis of this book is on unemployment (and distribution more generally, including high compensation for finance ‘experts’). The analysis is...
Persistent link: https://www.econbiz.de/10011139096
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Behavioral Finance and Technical Analysis
Dehnad, Kosrow - In: Journal of Financial Transformation 32 (2011), pp. 107-111
Abstract Behavioural finance has challenged many claims of efficient market hypothesis (EMH). Unfortunately many of these challenges are in the form of anecdotal evidence and lack quantification. This article uses market data together with some simple statistics to show that in practice certain...
Persistent link: https://www.econbiz.de/10009319869
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Volatility Asset Pricing Model as an Alternative Approach?
Kuklik, Robert G.; VACEK, Vladislav - In: European Financial and Accounting Journal 2013 (2013) 1
inspired the outline of the Volatility Asset Pricing Model (VAPM) based on the market’s expected volatility and the serial …
Persistent link: https://www.econbiz.de/10011195297
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Weather effects on returns: Evidence from the Korean stock market
Yoon, Seong-Min; Kang, Sang Hoon - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 5, pp. 682-690
of weather variables helps to model the GJR-GARCH process in the conditional variance. Third, the interaction effects of …
Persistent link: https://www.econbiz.de/10010873066
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What Explains Ireland’s Fragile Recovery from the Crisis? The Politics of Comparative Institutional Advantage
Regan, Aidan - In: CESifo Forum 15 (2014) 2, pp. 26-31
Persistent link: https://www.econbiz.de/10010877554