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Exports, domestic demand and economic growth :some empirical evidence of the Middle East countries
Wong, Hock Tsen - In: Journal of economic cooperation among Islamic countries 28 (2007) 2, pp. 57-82
Persistent link: https://www.econbiz.de/10003476913
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Exports and economic growth : some empirical evidence from the Arab Gulf countries
Yousif, Yousif Khalifa al- - In: Applied economics 29 (1997) 6, pp. 693-697
Persistent link: https://www.econbiz.de/10001222659
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Empirical model for forecasting exchange rate dynamics : the GO-GARCH approach
Isenah, Godknows M.; Olubusoye, Olusanya E. - In: CBN journal of applied statistics 7 (2016) 1, pp. 179-208
The study aimed at determining a set of superior generalized orthogonal-GARCH (GO-GARCH) models for forecasting time-varying conditional correlations and variances of five foreign exchange rates vis-à-vis the Nigerian Naira. Daily data covering the period 02/01/2009 to 19/03/2015 was used, and...
Persistent link: https://www.econbiz.de/10011534717
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An econometric estimation of gross margin volatility : a case of ox production in Namibia
Bach, H. J. Sartorius von; Kalundu, K. M. - In: Agrekon 59 (2020) 4, pp. 401-411
Persistent link: https://www.econbiz.de/10012423461
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Understanding the dynamics of inflation volatility in Nigeria : a GARCH perspective
Omotosho, Babatunde S.; Doguwa, Sani I. - In: CBN journal of applied statistics 3 (2012) 2, pp. 51-74
The estimation of inflation volatility is important to Central Banks as it guides their policy initiatives for … Heteroscedasticity (GARCH) family with a view to providing a parsimonious approximation to the dynamics of Nigeria's inflation volatility … impact of inflation shocks on headline volatility die out rather quickly. Secondly, substantial evidence of asymmetric effect …
Persistent link: https://www.econbiz.de/10011476231
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Bootstrapped nonlinear impulse-response analysis : the FTSE100 (UK) and the NDX100 (US) indices 2012-2021
Solibakke, Per Bjarte - In: International journal of computational economics and … 12 (2022) 1/2, pp. 197-221
Persistent link: https://www.econbiz.de/10012939622
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Natural resources volatility and economic growth : evidence from the resource-rich region
Hayat, Arshad; Tahir, Muhammad - In: Journal of risk and financial management : JRFM 14 (2021) 2/84, pp. 1-17
This research paper investigates the impact of natural resources volatility on economic growth. The paper focused on … three resource-rich economies, namely, UAE, Saudi Arabia, and Oman. Using data from 1970 to 2016 and employing the … autoregressive distributed lag (ARDL) cointegration approach, we found that both natural resources and their volatility matter from …
Persistent link: https://www.econbiz.de/10012484303
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Revisiting the auto-regressive integrated moving average approach to modelling volatility using Bahrain all share index daily returns
Doblas, Mark P.; Natarajan, Vinodh Kesavaraj; Sankar, … - In: Middle East journal of management : MEJM 10 (2023) 6, pp. 619-636
Persistent link: https://www.econbiz.de/10014424552
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Is there an interdependence in foreign exchange markets during non-crisis periods? : empirical evidence from MENA countries
Bouhali, H.; Chiadmi, M. S.; Ghaiti, F. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 44 (2020) 2, pp. 73-107
Persistent link: https://www.econbiz.de/10012613654
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Modeling volatility spillover effects between developed stock markets and Asian emerging stock markets
Li, Yanan; Giles, David E. A. - In: International journal of finance & economics : IJFE 20 (2015) 2, pp. 155-177
Persistent link: https://www.econbiz.de/10011348426