Similar Search Results

Growth and exchange rate volatility : a panel data analysis

Vieira, F. V.; Holland, M.; Gomes da Silva, Cleomar; … - In: Applied economics 45 (2013) 25/27, pp. 3733-3741

Persistent link: https://www.econbiz.de/10010345868

Analysing oil price- macroeconomic volatility in Nigeria

Abdulkareem, Alhassan; Abdulhakeem, Kilishi A. - In: CBN journal of applied statistics 7 (2016) 1, pp. 1-22

This study provides analytical insight on modelling macroeconomic and oil price volatility in Nigeria. Mainly, the … GARCH - M); and oil price is a major source of macroeconomic volatility in Nigeria. By implication, the Nigerian economy is … vulnerable to both internal shocks (interest rate volatility, real GDP volatility) and external shocks (exchange rate volatility …

Persistent link: https://www.econbiz.de/10011460195

Time-varying world and regional integration in emerging European equity markets

Wang, Ming-chieh; Shih, Feng-ming - In: European financial management : the journal of the … 19 (2013) 4, pp. 703-729

Persistent link: https://www.econbiz.de/10010237360

Does adoption of inflation targeting reduce exchange rate volatility and enhance economic growth?

Kurihara, Yutaka - In: Journal of world economic research 2 (2013) 6, pp. 104-109

Persistent link: https://www.econbiz.de/10010422482

The impact of dollarisation on economic growth, investment, and trade

Bajrami, Fisnik - 2023

volatility, especially in the past decade. Nevertheless, dollarised countries benefit from higher levels of investment and trade …

Persistent link: https://www.econbiz.de/10014422437

Financial integration, exchange rate stability and macroeconomic variables in Nigeria : "a structural impact"

Ogbuagu, Anuli Regina; Ewubare, Dennis Brown - In: Research in world economy 6 (2015) 3, pp. 36-54

Persistent link: https://www.econbiz.de/10011414796

Effects of the trilemma policies on inflation, growth and volatility in Norway

Hsing, Yu - In: International journal of economics and business research 6 (2013) 4, pp. 411-418

Persistent link: https://www.econbiz.de/10010349073

Tractable rare disaster probability and options-pricing

Barro, Robert J.; Liao, Gordon Y. - 2019

We derive an option-pricing formula from recursive preference and estimate rare disaster probability. The new options-pricing formula applies to far-out-of-the money put options on the stock market when disaster risk dominates, the size distribution of disasters follows a power law, and the...

Persistent link: https://www.econbiz.de/10012182396

What's Gone Wrong with Option Liquidity : Evidence from the Knight Capital's Trading Glitch

Kapadia, Nikunj - 2020

Since the early 2000s liquidity in option markets has become less resilient, and our evidence suggests that it is so because of an increased vulnerability to liquidity shocks in the underlying. To demonstrate the causal impact, we consider an incident in which a large broker dealer erroneously...

Persistent link: https://www.econbiz.de/10012844386

Commodity Prices and GDP Growth

Ge, Yiqing - 2020

This paper explores the extent to which commodity prices can predict GDP growth rates of various countries using indices of 27 commonly traded commodity futures. Commodity returns can strongly predict the next quarter's GDP growth, while the basis shows a reasonable level of predictive power....

Persistent link: https://www.econbiz.de/10012833341

1
2
3
4
5
6
7
8
9
10
Next
Last