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Foreign exchange volatility and the bubble formation in financial markets : evidence from the COVID-19 pandemic
Özdemir, Onur - In: Mokslo darbai / Vilniaus Universitetas 101 (2022) 1, pp. 142-161
Persistent link: https://www.econbiz.de/10013357240
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Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences
DeLuna, Xavier - 2009
In this paper we perform inference on the effect of a treatment on survival times in studies where the treatment assignment is not randomized and the assignment time is not known in advance. Two such studies are discussed: a heart transplant program and a study of Swedish unemployed eligible for...
Persistent link: https://www.econbiz.de/10012765090
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Change Detection and the Causal Impact of the Yield Curve
Hurn, Stan - 2016
Causal relationships in econometrics are typically based on the concept of predictability and are established in terms of tests for Granger causality. These causal relationships are susceptible to change, especially during times of financial turbulence, making the real-time detection of...
Persistent link: https://www.econbiz.de/10012977935
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Macroeconomic Impact on the Exchange Rate of SAARC Countries
Hossine Sharif, Sajjad - 2020
This paper is prepared with an intention to examine the impact of major macroeconomic variables which includes real interest rate, inflation rate, unemployment rate, GDP per capita, foreign direct investment inflows, export and import over the exchange rate of the countries who are the member of...
Persistent link: https://www.econbiz.de/10012855317
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The volatility curse : revisiting the paradox of plenty
Ploeg, Frederick van der; Poelhekke, Steven - 2009
mitigate the harmful causes of volatility. Our panel data estimation confirms our cross-country results, but we also offer …The volatility of unanticipated output growth in income per capita is detrimental to long-run development, controlling …. This effect is significant and robust over a wide range of specifications. We unravel the effects of volatility by opening …
Persistent link: https://www.econbiz.de/10003832092
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Securities Litigation Event Studies in the COVID Volatility Regime
Feinstein, Steven Phillip; Villanueva, Miguel - 2022
, a substantial increase in market-wide volatility, such as what happened in 2020 with the COVID-19 pandemic, can render …
Persistent link: https://www.econbiz.de/10013296845
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The Volatility Curse : Revisiting the Paradox of Plenty
van der Ploeg, Rick - 2013
mitigate the harmful causes of volatility. Our panel data estimation confirms our cross-country results, but we also offer …The volatility of unanticipated output growth in income per capita is detrimental to long-run development, controlling …. This effect is significant and robust over a wide range of specifications. We unravel the effects of volatility by opening …
Persistent link: https://www.econbiz.de/10012753136
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Stock market reactions to Brexit : case of selected CEE and SEE stock markets
Škrinjarić, Tihana - In: International Journal of Financial Studies : open … 7 (2019) 1/7, pp. 1-14
volatility series are being tested for significant reactions to the Brexit event. The results indicate mixed results regarding … the abnormal cumulative return series, but the volatility series were found to be significantly affected by the mentioned …
Persistent link: https://www.econbiz.de/10011964063
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The impact of oil price and exchange rate on momentum strategy profits in stock market : evidence from oil-rich developing countries
Zolfaghari, Mehdi; Sahabi, Bahram - In: Review of managerial science : RMS 15 (2021) 7, pp. 1981-2023
Persistent link: https://www.econbiz.de/10012660360
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Non-parametric inference for the effect of a treatment on survival times with application in the health and social sciences
DeLuna, Xavier; Johansson, Per - 2009
In this paper we perform inference on the effect of a treatment on survival times in studies where the treatment assignment is not randomized and the assignment time is not known in advance. Two such studies are discussed: a heart transplant program and a study of Swedish unemployed eligible for...
Persistent link: https://www.econbiz.de/10003801073