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Impact of Per Capita Income on Exchange Rate with Regression Tool
Khan, Muhammad Asim - 2010
In this article we test the relationship between per capita income differential and exchange rate differential between two different economic background countries. Recent researches have been done on the testing of international Fisher effect, Interest rate, GDP growth rate and purchasing power...
Persistent link: https://www.econbiz.de/10013136531
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Do board friendliness and economic development affect firm's abnormal earnings? : an evidence of quantile regression
Nguyen-Quynh-Nhu Ngo; Talha, Mohammad; Rabbani, Mustafa Raza - In: Journal of open innovation : technology, market, and … 10 (2024) 1, pp. 1-14
This study delves into the intricate impact of board social networks and local economic development on abnormal earnings within the financial statements of listed companies in Vietnam. The unique focus lies in internal board linkages, differentiating it from external engagements with other...
Persistent link: https://www.econbiz.de/10014518780
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Agency costs and investment behavior
Dorofeenko, Viktor; Lee, Gabriel S.; Salyer, Kevin Duff - 2005
How do differences in the creit channel affect investment behavior in the U.S. and the Euro area? To analyze this … default premium associated with bank loans and bankruptcy rates, to identify the differences in the U.S. and European … elasticities for capital are less elastic than the U.S. -- agency costs ; credit channel ; investment behavior ; E.U. area …
Persistent link: https://www.econbiz.de/10009730390
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Stock-Bond Correlation and Out-of-Sample Portfolio Performance Using Analyst Forecasts
Jivraj, Farouk - 2017
In this paper I examine whether one can use analyst forecasts of macroeconomic variables to improve investors ex-ante allocation of wealth between stocks and bonds. Such forecasts provide a forward-looking approach which I find improves investor's information set for the myopic stock-bond...
Persistent link: https://www.econbiz.de/10012975364
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Agency costs and investment behavior
Dorofeenko, Viktor; Lee, Gabriel S.; Salyer, Kevin D. - 2005
How do differences in the creit channel affect investment behavior in the U.S. and the Euro area? To analyze this … default premium associated with bank loans and bankruptcy rates, to identify the differences in the U.S. and European …
Persistent link: https://www.econbiz.de/10010293733
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Risk shocks and housing markets
Dorofeenko, Viktor; Lee, Gabriel S.; Salyer, Kevin D. - 2010
countercyclical behavior of risk premia on loans to the housing sector. …
Persistent link: https://www.econbiz.de/10010294012
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Asset Prices in Taylor Rules: Specification, Estimation, and Policy Implications for the ECB
Siklos, Pierre L.; Werner, Thomas; Bohl, Martin T. - 2004
This paper estimates standard and extended Taylor rules for core countries in the euro area, namely France, Germany and Italy, as well as for the ECB. Forward, backward and forecast-based rules are estimated for a variety of samples since the late 1970s. We are particularly interested in the...
Persistent link: https://www.econbiz.de/10010295649
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An estimated DSGE model for the German economy within the euro area
Pytlarczyk, Ernest - 2005
This paper presents an estimated DSGE model for the European Monetary Union. Our approach, contrary to the previous studies, accounts for heterogeneity within the euro area. We advance the empirical literature by estimating an open-economy model with unfiltered data, which is a much more...
Persistent link: https://www.econbiz.de/10010295778
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Stability issues in German money multiplier forecasts
Polster, Rainer; Gottschling, Andreas - 1999
This paper investigates the stability of the German money supply focusing on the period 1991 - 1998. It is shown that the standard ARIMA-Transfer model approach in the literature needs to be augmented by a cointegration term to adequately model the dynamics of money supply in Germany. Additional...
Persistent link: https://www.econbiz.de/10010301745
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The federal funds market and the overnight Eurodollar market
Lee, Yungsook - 1999
Overnight Federal funds and overnight Eurodollars are among the most liquid short-term assets that a bank can hold to acquire required reserves. They are traded overnight and denominated in U.S. dollars. They also have different characteristics: The Fed funds market and the Eurodollar market are...
Persistent link: https://www.econbiz.de/10010301761