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Granularity, a blessing in disguise : transaction cycles within real-time gross settlement systems

Ark, Tim van; Heijmans, Ronald - In: The journal of financial market infrastructures 5 (2016) 2, pp. 29-52

Persistent link: https://www.econbiz.de/10011673750

Analysis of asymmetric GARCH volatility models with applications to margin measurement

Goldman, Elena; Shen, Xiangjin - 2018

We explore properties of asymmetric generalized autoregressive conditional heteroscedasticity (GARCH) models in the threshold GARCH (GTARCH) family and propose a more general Spline-GTARCH model, which captures high-frequency return volatility, low-frequency macroeconomic volatility as well as...

Persistent link: https://www.econbiz.de/10011844178

Does economic integration stimulate capital mobility? : an analysis of four regional economic communities in Africa

Kumar, Saten; Sen, Rahul; Srivastava, Sadhana - In: Journal of international financial markets, … 29 (2014), pp. 33-50

Persistent link: https://www.econbiz.de/10010411550

An empirical analysis of African trade blocs effects on the global economy : new evidence from the gravity model

Olayungbo, David Oluseun; Iqbal, Badar Alam - In: Future Business Journal 7 (2021), pp. 1-11

This study employs the gravity model to estimate the extent of the contribution of six African trade blocs to the … Africa respectively. This study concludes that African countries are emerging with great export potentials, therefore …

Persistent link: https://www.econbiz.de/10012667610