Narrow search
Showing 1 - 10 of 2,868
Cover Image
Does Profitability Really Matter? Marginality, Volatility & $ Trillion Question
Muthusamy, Senthil Kumar - 2020
Firm Profitability - Does it really matter for shareholder return or ROE (return on equity)? Does this question sound oxymoron and antithetic? Not really. On the contrary, evidence has surfaced that Returns on equity - based on the shareholders' equity accounted in the balance sheet - is not...
Persistent link: https://www.econbiz.de/10012841357
Cover Image
Investment, growth and economic fluctuations : a self-organised criticality approach
Andergassen, Rainer - 2001
Persistent link: https://www.econbiz.de/10001595025
Cover Image
Volatility transmission between economic growth, capital investment, government expenditures and export
Mustafa, Muhammad; Selassie, Haile M. G. - In: Journal of international business and economics : JIBE 17 (2017) 4, pp. 53-64
Persistent link: https://www.econbiz.de/10011800761
Cover Image
Volatility spillovers and hedging strategies between impact investing and agricultural commodities
Banerjee, Ameet Kumar; Akhtaruzzaman, Md.; Sensoy, Ahmet; … - In: International review of financial analysis 94 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014543920
Cover Image
Investment, Growth and Economic Fluctuations. A Self-Organised Criticality Approach
Andergassen, Rainer - 2002
factor productivity shocks and where investment behaviour at the single plant level follows an (S,s) policy. We assume that … in the case of investment (disinvestment) there are positive (negative) localised spill-over effects because of factor …" state where there exists a positive, highly volatile aggregate investment rate which depends on the size of the …
Persistent link: https://www.econbiz.de/10014124413
Cover Image
The effects of economic and financial shocks on private investment : a wavelet study of return and volatility spillovers
GVS Chiranjivi; Sensarma, Rudra - In: International review of financial analysis 90 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014470876
Cover Image
Output volatility, economic growth, and cross-country spillovers : new evidence for the G7 Countries
Antonakakis, Nikolaos; Badinger, Harald - 2012
This paper considers the linkages between output growth and output volatility for the sample of G7 countries over the period 1958M2-2011M7, thereby paying particular attention to spillovers within and between countries. Using the VAR-based spillover index approach by Diebold and Yilmaz (2012),...
Persistent link: https://www.econbiz.de/10011374341
Cover Image
Return and volatility spillovers to industry returns : does EMU play a role?
Kaltenhäuser, Bernd - 2002
Within a two step GARCH framework we estimate the time-varying spillover effects from European and US return innovations to 10 economic sectors within the euro area, the United States, and the United Kingdom. We use daily data from January 1988 - March 2002. At the beginning of our sample...
Persistent link: https://www.econbiz.de/10009767119
Cover Image
Volatility and return spillovers in Canadian and US industry ETFs
Krause, Timothy; Tse, Yiuman - In: International review of economics & finance : IREF 25 (2013), pp. 244-259
Persistent link: https://www.econbiz.de/10009693301
Cover Image
Return and volatility spillovers to industry returns : does EMU play a role?
Kaltenhäuser, Bernd - 2002
Persistent link: https://www.econbiz.de/10001718829