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Parallel currency markets and the monetary exchange rate model: a VECM application to Turkey over 1987-1998
Warshaw, Evan - In: Eastern European economics 54 (2016) 6, pp. 473-488
Persistent link: https://www.econbiz.de/10011665423
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Early Warning System in ASEAN Countries Using Capital Market Index Return : Modified Markov Regime Switching Model
Wahyudi, Imam - 2013
. Countries in Southeast region (ASEAN), including Indonesia, Malaysia, Philippine, Singapore, and Thailand are some of the … warning system of economic crises. This paper tries to investigate movement in ASEAN (Indonesia, Malaysia, Philippine …
Persistent link: https://www.econbiz.de/10013093709
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The growth forecast : demonetisation and informal sector
Govinda Rao, Marapalli - In: Economic developments in India : quarterly update : … (2017) 230, pp. 15-17
Persistent link: https://www.econbiz.de/10012145730
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Short-term forecast of Ukrainian economy including shadow sector using causal simulation model
Vasylenko, Yuri V. - In: Mokslo darbai / Ekonomika / Vilniaus Universitetas 99 (2020) 1, pp. 131-145
A new causal simulation model of economic development was created, which comprehensively in detail and fully reflects various types of legal and shadow economic activities and their interrelations. The model is used to forecast the whole (legal and shadow) country' s economy up to 2022. The...
Persistent link: https://www.econbiz.de/10012264616
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Forecasting methods for safeguarding ASEAN-5 stock exchanges during extreme volatility
Chukiat Chaiboonsri; Prasert Chaitip - In: International journal of trade and global markets 10 (2017) 1, pp. 123-130
Persistent link: https://www.econbiz.de/10011722940
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Predictability of Financial Markets in ASEAN Countries using Machine Learning Techniques
Jayasuriya, Dulani - 2019
and direction of stock prices and indices from the ASEAN countries. Although all models adequately forecast the stock … economies of the ASEAN countries are indeed predictable with more than 95% accuracy …
Persistent link: https://www.econbiz.de/10012894650
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Forecasting corporate financial distress in the Southeast Asian countries : a market-based approach
Dinh, Dung V.; Powell, Robert; Duc Hong Vo - In: Journal of Asian economics 74 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012803275
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Value-at-risk predictive performance : a comparison between the CaViaR and GARCH models for the MILA and ASEAN-5 stock markets
Serrano Bautista, Ramona; Núñez Mora, José Antonio - In: Journal of economics, finance & administrative science 26 (2021) 52, pp. 197-221
Latin America (MILA) and Association of Southeast Asian Nations (ASEAN) emerging stock markets during crisis periods. Design …/methodology/approach - Many VaR estimation models have been presented in the literature. In this paper, the VaR is estimated using the Generalized … robustness of the CaViaR model in out-sample VaR forecasting for the MILA and ASEAN-5 emerging stock markets in crisis periods …
Persistent link: https://www.econbiz.de/10012813839
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Predictive power of web search behavior in five ASEAN stock markets
Imtiaz Mohammad Sifat; Hassanudin Mohd Thas Thaker - In: Research in international business and finance 52 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012548555