Similar Search Results

European Equity Market Contagion: An Empirical Application to Ireland’s Sovereign Debt Crisis

Corbet, Shaen; Twomey, Cian - In: European Financial and Accounting Journal 10 (2015) 3, pp. 15-34

This paper examines the time-varying conditional correlations of daily European equity market returns during the Irish sovereign debt crisis. A dynamic conditional correlation (DCC) multivariate GARCH model is used to estimate to what extent the collapse of Irish equity markets and subsequent...

Persistent link: https://www.econbiz.de/10011478761

The relationship between carry trade and asset markets in South Africa

Bonga-Bonga, Lumengo; Maake, Tebogo - In: Journal of Risk and Financial Management 14 (2021) 7, pp. 1-13

This paper investigates the extent of volatility or risk spillovers between the currency carry trade and asset markets, namely the equity and bond markets, in South Africa to infer the extent of the connectivity between the two markets. The carry trade operation examined in this paper involves...

Persistent link: https://www.econbiz.de/10013200984

Return and volatility spillovers across equity markets in mainland China, Hong Kong and the United States

Mohammadi, Hassan; Tan, Yuting - In: Econometrics 3 (2015) 2, pp. 215-232

Examinations of the dynamics of daily returns and volatility in stock markets of the US, Hong Kong and mainland China (Shanghai and Shenzhen) over 2 January 2001 to 8 February 2013 suggest: (1) evidence of unidirectional return spillovers from the US to the other three markets; but no spillover...

Persistent link: https://www.econbiz.de/10011755278

The Economic Crisis Affects the Cohesion Policy and Slows Down the Migration in Europe

Feraru, Petronela Daniela - In: CES Working Papers 6 (2014) 2a, pp. 71-85

The economic crisis has made it difficult to achieve the key objectives of the European Union and the cohesion policy …-crisis period. All these issues highlight the need to reconsider the cohesion policy. In the present work, we are trying to … be successfully developed within the new cohesion policy for 2014-2020, starting from the compromises made for the …

Persistent link: https://www.econbiz.de/10012017151

Midiendo la centralidad de los países y la integración comercial desde una perspectiva de red

Pérez Oviedo, Wilson; Cajas Guijarro, John - In: Revista de Métodos Cuantitativos para la Economía y … 26 (2018), pp. 146-174

Most papers which study the world trade network use indicators that suffer from an absence of economic content. Understanding this problem, we propose an alternative methodology to describe the international trade using a network perspective, but recovering the economic interpretation. The...

Persistent link: https://www.econbiz.de/10014494502

Oil prices and African stock markets co-movement: A time and frequency analysis

Gourène, Grakolet Arnold Zamereith; Mendy, Pierre - In: Journal of African Trade 5 (2018) 1/2, pp. 55-67

This paper examines the co-movement between OPEC (Organization of Petroleum Exporting Countries) oil prices and the six largest African stock markets. We used wavelet coherence to analyze the evolution of this relationship both in time and by frequency. Our results show that the co-movement...

Persistent link: https://www.econbiz.de/10011985856

A dynamic fragmentation of the misery index in Nigeria

Tule, K. Moses; Egbuna, Eunice Ngozi; Dada, Eme; Ebuh, … - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-13

This study adopts a dynamic approach to compute the level of economic distress in Nigeria. Quarterly series from 2002Q1 to 2016Q4 were utilized in computing the index. Leveraging on the expectations-augmented Phillips curve and Okun's law, the results obtained indicate a minimum and maximum...

Persistent link: https://www.econbiz.de/10011988760

Financial regulation, financial globalization, and the synchronization of economic activity

Kalemli-Ozcan, Sebnem; Papaioannou, Elias; Peydró, … - In: The Journal of Finance 68 (2013) 3, pp. 1179-1228

We analyze the impact of financial globalization on business cycle synchronization utilizing a proprietary database on banks’ international exposure for industrialized countries during 1978–2006. Theory makes ambiguous predictions and identification has been elusive due to lack of bilateral...

Persistent link: https://www.econbiz.de/10012210865

Causality and dynamic relationships between exchange rate and stock market indices in BRICS countries: Panel/GMM and ARDL analyses

Mroua, Mourad; Trabelsi, Lotfi - In: Journal of Economics, Finance and Administrative Science 25 (2020) 50, pp. 395-412

Purpose - This paper aims to investigate simultaneously the causality and the dynamic links between exchange rates and stock market indices. It attempts to identify the short- and long-term effect of the US dollar on major stock market indices of Brazil, Russia, India, China and South-Africa...

Persistent link: https://www.econbiz.de/10013192186

Inflation co-movement dynamics: A cross-country investigation using a continuous wavelet approach

Tiwari, Aviral Kumar; Abakah, Emmanuel Joel Aikins; … - In: Journal of Risk and Financial Management 14 (2021) 12, pp. 1-43

The economic literature provides evidence that inflation rates can co-move across nations because of a host of reasons, ranging from low frequency changes in monetary policy to similar high frequency shocks. Hence, this paper investigates inflation rate co-movements between nine (9) African...

Persistent link: https://www.econbiz.de/10013201296

1
2
3
4
5
6
7
8
9
Next
Last