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International business : competing in the global marketplace

Hill, Charles W. L. - 2007 - 6. ed., internat. ed.

Persistent link: https://www.econbiz.de/10004858498

Macro-financial interactions in a changing world

Gerba, Eddie; Leiva León, Danilo - 2020

En este trabajo se estudia la evolución del grado de interconexiones macrofinancieras, tanto dentro de las economías de Estados Unidos y de la zona del euro como entre ellas. Para esto, el estudio se basa en modelos de factores dinámicos con parámetros cambiantes en el tiempo, los cuales se...

Persistent link: https://www.econbiz.de/10012523801

Endogenous time variation in vector autoregressions

Leiva León, Danilo; Uzeda, Luis - 2021

Este artículo introduce una nueva clase de modelos de vectores autorregresivos con parámetros cambiantes en el tiempo (TVP-VAR). En los modelos propuestos, se permite que las innovaciones estructurales puedan influir en la dinámica de sus coeficientes. También se proporciona un algoritmo de...

Persistent link: https://www.econbiz.de/10012525782

Measuring interconnectedness across institutions and sectors

Gálvez, Julio

, and financial and non-financial sectors in Spain. To this end, the study draws on the connectedness methodology proposed …

Persistent link: https://www.econbiz.de/10012697222

Measuring interconnectedness across institutions and sectors

Gálvez, Julio

financial and non-financial sectors in Spain. To this end, the study draws on the connectedness methodology proposed by Diebold …

Persistent link: https://www.econbiz.de/10013210155

Un índice de volatilidad para el sector bancario español

González Pérez, María Teresa

Artículo de revista ; En este artículo se resume la metodología de estimación propuesta en Gonzalez-Perez (2021) para estimar un índice de volatilidad de una cartera de activos cuando no se emiten opciones sobre ella. Esta metodología permite construir índices de volatilidad para carteras...

Persistent link: https://www.econbiz.de/10013278808

A volatility index for the Spanish banking sector

González Pérez, María Teresa

a volatility index for an asset portfolio on which no options have been issued. The methodology allows volatility … methodology and a benchmark portfolio representing the Spanish stock market (IBEX 35) are used to estimate a volatility index for … framework of uncertainty desired. A comparison between this sectoral volatility index and that of the Spanish stock market …

Persistent link: https://www.econbiz.de/10013278813

Analisis Pengaruh Nilai Tukar Rupiah /Us$ Dan Tingkat Suku Bunga Sbi Terhadap Indeks Harga Saham Gabungan Di Bursa Efek Jakarta Tahun 2007 – 2009

Agung, Mohammad - 2011

The purpose of this study was to determine the effect of the Rupiah / US $ and the SBI interest rate of composite stock price index at the Jakarta Stock Exchange in 2007 - 2009. The method of analysis used to investigate the effect of the rupiah / US $ and the SBI interest rate of composite...

Persistent link: https://www.econbiz.de/10009464691

The Impact of Stock Market Liberalization on Emerging Equity Market Volatility

Dhir, Pawan - 2007

This study analyzes the impact of stock market liberalization on emerging equity market volatility, in twelve emerging … time-varying nature of conditional volatility following initial market opening. Second, we analyze the effect of … liberalization on stock market volatility while controlling for the fundamental sources of emerging equity market volatility. Finally …

Persistent link: https://www.econbiz.de/10009429052

Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility

Apergis, Nicholas; Miller, Stephen M. - 2007

This paper empirically assesses whether monetary policy affects real economic activity through its affect on the aggregate supply side of the macroeconomy. Analysts typically argue that monetary policy either does not affect the real economy, the classical dichotomy, or only affects the real...

Persistent link: https://www.econbiz.de/10009430116