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Openness and Aggressive Monetary Policy : A Study of Inflation Volatility and Persistence
Lo, Melody; Wong, M. C. Sunny; Granato, Jim - 2003
aggressive monetary policies which results in less inflation volatility and persistence. We find this pattern emerges strongly …
Persistent link: https://www.econbiz.de/10014088615
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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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Monetary Policy Shock and Financial Market Responses : An Empirical Study of Exchange Rate, Gold and International Equity Market
Jiang, Yucheng - 2017
linear estimation parts, I found that the 1 basis point unexpected cut of the Fed Fund rate by the Fed Reserve in U.S. will … drive 11 ticks rise of gold prices with significant level of 0.01. In the non-linear estimation parts, if the Fed Reserve …
Persistent link: https://www.econbiz.de/10012952188
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Volatility in international stock markets : an empirical study during COVID-19
Chaudhary, Rashmi; Bakhshi, Priti; Gupta, Hemendra - In: Journal of risk and financial management : JRFM 13 (2020) 9/208, pp. 1-17
Predicting volatility is a must in the finance domain. Estimations of volatility, along with the central tendency … research is to analyze the influence of COVID-19 on the return and volatility of the stock market indices of the top 10 … volatility remains higher than in normal periods, signaling a bearish tendency in the market. The COVID variable, as an exogenous …
Persistent link: https://www.econbiz.de/10012384430
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Regional volatility: common or country-specific? : exploration of international stock market
Mobarek, Asma; Li, Michelle - In: Studies in economics and finance 31 (2014) 4, pp. 406-425
Persistent link: https://www.econbiz.de/10011339593
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A curse or a blessing? : natural resources in a multiple growth regimes analysis
Konte, Maty - In: Applied economics 45 (2013) 25/27, pp. 3760-3769
Persistent link: https://www.econbiz.de/10010345865
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Forecasting Value-at-Risk and Expected Shortfall Using Fractionally Integrated Models of Conditional Volatility : International Evidence
Degiannakis, Stavros Antonios - 2018
forecasting horizons. Therefore, a long memory volatility model compared to a short memory GARCH model does not appear to improve …
Persistent link: https://www.econbiz.de/10012910119
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The role of jumps and leverage in forecasting volatility in international equity markets
Buncic, Daniel; Gisler, Katja Ida Maria - In: Journal of international money and finance 79 (2017), pp. 1-19
Persistent link: https://www.econbiz.de/10011788346
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Digital currency : role of cryptocurrency in the new financial era
Narula, Isha; Dhingra, Kriti - In: International journal of electronic finance : IJEF 12 (2023) 4, pp. 364-373
Persistent link: https://www.econbiz.de/10014440745
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Kausalität in den Wirtschaftswissenschaften: Welche Ursachen hat die Finanzkrise?
Bernholz, Peter; Faber, Malte; Petersen, Thomas - 2009
Die Frage nach der Kausalität fällt in die Methodologie. Methodologie ist in den Wirtschaftswissenschaften ein Bereich, der sowohl bei Ökonomen als auch bei Philosophen kaum Beachtung findet. Ökonomik hat sich ursprünglich als eine kausal erklärende Wissenschaft verstanden. Sie wollte für...
Persistent link: https://www.econbiz.de/10011422191