Similar Search Results

International oil price uncertainty and corporate investment : evidence from China's emerging and transition economy

Wang, Yong; Xiang, Erwei; Cheung, Adrian Wai Kong; … - In: Energy economics 61 (2017), pp. 330-339

Persistent link: https://www.econbiz.de/10011738065

Exchange rate volatility and investment : a panel data cointegration approach

Diallo, Ibrahima Amadou - In: Expert journal of economics 3 (2015) 2, pp. 127-135

This paper examines the link between real exchange rate volatility and domestic investment by using panel data … cointegration techniques. We study the empirical connection between real effective exchange rate volatility and investment for 51 … developing countries (23 low-income and 28 middle-income countries). The theoretical relationship between investment and real …

Persistent link: https://www.econbiz.de/10012062442

Modeling financial market volatility in transition markets : a multivariate case

Oikonomikou, Leoni Eleni - 2016 - Revised version including comments: February 2015

This paper presents evidence of linkages across equity markets in the following transition economies: Russia, Ukraine, Poland and Czech Republic from beginning of January 2005 till the end of December 2014. We apply a multivariate asymmetric EGARCH model. Empirical results indicate significant...

Persistent link: https://www.econbiz.de/10011454085

Modeling financial market volatility in transition markets : a multivariate case

Oikonomikou, Leoni Eleni - In: Research in international business and finance 45 (2018), pp. 307-322

Persistent link: https://www.econbiz.de/10011983276

Modeling Financial Market Volatility in Transition Markets : A Multivariate Case

Oikonomikou, Leoni Eleni - 2016

This paper presents evidence of equity market linkages in the following transition economies: Russia, Ukraine, Poland and Czech Republic from beginning of January 2005 till the end of December 2014. I apply a multivariate asymmetric EGARCH model. Empirical results indicate significant return and...

Persistent link: https://www.econbiz.de/10012997279