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An ARDL Approach on Crude Oil Price and Macroeconomic Variables
Phoong, Seuk Wai - 2019
Objective - The removal of fuel subsidies by the Malaysian government in 2014 has been implement with the managed float system for fuel prices.Methodology/Technique - This study investigates the impact of the managed floating system of crude oil prices on the Malaysian economy using ARDL...
Persistent link: https://www.econbiz.de/10012889606
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Interest Rates and House Prices in the United States and Around the World
Sutton, Gregory D. - 2017
This paper estimates the response of house prices to changes in short- and long-term interest rates in 47 advanced and emerging market economies. We use data that statistical authorities selected as their best house price series, covering almost half a century of quarterly observations for the...
Persistent link: https://www.econbiz.de/10012945708
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Sources of Volatility During Four Oil Price Crashes
Baffes, John - 2015
Previous sharp oil price declines have been accompanied by elevated ex-post volatility. In contrast, volatility was much less elevated during the oil price crash in 2014/15. We provide evidence that oil prices declined in a relatively measured manner during 2014/15, with the dispersion of price...
Persistent link: https://www.econbiz.de/10013024078
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Bubbles for Fama
Greenwood, Robin; Shleifer, Andrei; You, Yang - In: Journal of financial economics 131 (2019) 1, pp. 20-43
Persistent link: https://www.econbiz.de/10012130811
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Bubbles in food commodity markets : four decades of evidence
Etienne, Xiaoli L.; Irwin, Scott H.; García, Philip - In: Journal of international money and finance 42 (2014), pp. 129-155
Persistent link: https://www.econbiz.de/10010371822
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Are there bubbles in shipping freight during COVID-19?
Khan, Khalid; Khurshid, Adnan; Köseoğlu, Sinem Derindere - In: Research in transportation economics 100 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014456109
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Co-explosivity in the cryptocurrency market
Bouri, Elie; Shahzad, Syed Jawad Hussain; Roubaud, David - In: Finance research letters 29 (2019), pp. 178-183
Persistent link: https://www.econbiz.de/10012418571
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Explosive oil prices
Gronwald, Marc - In: Energy economics 60 (2016), pp. 1-5
Persistent link: https://www.econbiz.de/10011699764
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Financial crises : a survey
Sufi, Amir; Taylor, Alan M. - In: Handbook of international economics: international …, (pp. 291-340). 2022
Persistent link: https://www.econbiz.de/10014310692
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Econophysical bourse volatility : global evidence
Ghosh, Bikramaditya; Krishna Mysore Chidambareswaran - In: Journal of central banking theory and practice 9 (2020) 2, pp. 87-107
bubble in any stock market (bourse) across the geographical boundaries. This study examines forty two bourses (representing … embedded volatility, herd behaviour and nascent bubble. Overall the volatility distribution has been found to be Gaussian in … percent of indices under consideration showed traces of mild herd as well as bubble. The same indices were all found to be …
Persistent link: https://www.econbiz.de/10012305755