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Money: inflation nexus in Indonesia : evidence from a P-Star analysis
Anglingkusumo, Reza - 2005
crisis is empirically examined. The standard model for themonetary analysis of inflation, i.e. the P-Star model by Hallman … long run dynamics of CPI inflation inIndonesia remarkably weIl. Hence, there is an empirical support for the assertion that …
Persistent link: https://www.econbiz.de/10011343263
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Determinants of foreign reserves in Nigeria : an autoregressive distributed lag approach
Irefin, David; Yaaba, Baba N. - In: CBN journal of applied statistics 2 (2011) 2, pp. 63-82
from Asia. Oil exporting countries in Africa and the Middle East are not left out in this trend. Nigeria's foreign reserves … rose from US$5.5 billion in 1999 to US$62.40 billion in July 2008, making Nigeria the twenty-fourth largest reserves holder … rising marginal costs. This study used an Autoregressive Distributed Lag (ARDL) approach to run a slightly modified …
Persistent link: https://www.econbiz.de/10011477284
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Asymmetrical relationship between oil prices, gold prices, exchange rate, and stock prices during global financial crisis 2008 : evidence from Pakistan
Sheikh, Umaid A.; Asad, Muzaffar; Ahmed, Zahid; … - In: Cogent economics & finance 8 (2020) 1, pp. 1-20
The study investigated that whether the relationship between macroeconomic fluctuations and stock indexes is symmetrical or asymmetrical in nature. This study employed nonlinear autoregressive distributed lag models for the times before and after 2008 economic crises. The overall sample period...
Persistent link: https://www.econbiz.de/10012622267
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The impact of macroeconomic factors on the German stock market : evidence for the crisis, pre- and post-crisis periods
Celebi, Kaan; Hönig, Michaela - In: International Journal of Financial Studies : open … 7 (2019) 2/18, pp. 1-13
Today we live in a post-truth and highly digitalized era characterized by a flow of (mis-) information around the world. Identifying the impact of this information on stock markets and forecasting stock returns and volatilities has become a much more difficult task, perhaps almost impossible....
Persistent link: https://www.econbiz.de/10012039605
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Monetary policy and oil price fluctuations following the subprime mortgage crisis
Yoshino, Naoyuki; Taghizadeh-Hesary, Farhad - In: International journal of monetary economics and finance 7 (2014) 3, pp. 157-174
Persistent link: https://www.econbiz.de/10011311413
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Origins and the reasons of monetary crises in Georgia (1995-2016)
Aslanishvili, David; Omadze, Kristine - In: Modern economy 7 (2016) 11, pp. 1232-1250
Persistent link: https://www.econbiz.de/10011600094
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The global financial crisis and variability in the stock price index in India : a vector error correction model approach
Srivastava, Jagriti; Yadav, Sandeep - In: International journal of Indian culture and business … 29 (2023) 1, pp. 81-95
Persistent link: https://www.econbiz.de/10014318356
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The Linkage between Sovereign Defaults and Exchange Rate Shocks in the Eurozone : A Measure for Systemic Risk
Omachel, Marcel - 2015
We propose a simple method for measuring systemic sovereign credit risk in the Eurozone by linking sovereign defaults to currency shocks. The framework rests on the assumption that systemic sovereign credit risk is high when sovereign defaults induce large shocks to the Euro currency market. We...
Persistent link: https://www.econbiz.de/10013032120
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Financial deepening and financial system stability : evidence from Nigeria
Ahonkhai, Franklin Evbomien - In: Accounting and taxation review : A&TR 3 (2019) 4, pp. 50-59
Persistent link: https://www.econbiz.de/10012207354
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Portfolio balance approach to asymmetries, structural breaks and financial crisis : testing a model for Nigeria
Adekoya, Oluwasegun B. - In: CBN journal of applied statistics 11 (2020) 1, pp. 87-110
This study tests the Portfolio Balance Theory (PBT) for Nigeria for the period starting from September, 1997 to … stability after the crisis. The full sample results show that the PBT holds for Nigeria and asymmetries and structural breaks …
Persistent link: https://www.econbiz.de/10012297508