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From a ‘Rising Star’ to Fragile Market Trapped in Middle-Income: An Overview of the Turkish Economy

Özel, Işik - In: CESifo Forum 17 (2016) 2, pp. 5-11

Persistent link: https://www.econbiz.de/10011696224

How Do Low Interest Rates Affect Financial Institutions and Stability?

Wemmer, Dieter - In: ifo DICE Report 15 (2017) 1, pp. 33-35

Persistent link: https://www.econbiz.de/10011697008

Keine erhöhte Volatilität auf Agrarmärkten durch Optionshandel

Prehn, Sören; Glauben, Thomas; Dannemann, Tebbe; … - In: Wirtschaftsdienst 95 (2015) 4, pp. 280-283

dealers. Concerns that soaring options trading could spark incremental volatility of international agricultural commodity … options trading does not have a volatility increasing effect. …

Persistent link: https://www.econbiz.de/10011773179

The rouble crisis and Russian wheat export controls

Götz, Linde; Koester, Ulrich; Glauben, Thomas; … - In: Intereconomics 50 (2015) 4, pp. 227-233

from the rouble's dramatic devaluation. This article discusses the causes of the rouble's instability and volatility, and …

Persistent link: https://www.econbiz.de/10011773252

Information stickiness on general equilibrium and endogenous cycles

Gomes, Orlando - In: Economics: The Open-Access, Open-Assessment E-Journal 7 (2013) 2013-4, pp. 1-43

Traditionally, observed fluctuations in aggregate economic time series have been mainly modeled as being the result of exogenous disturbances. A better understanding of macroeconomic phenomena, however, surely requires looking directly at the relations between variables that may trigger...

Persistent link: https://www.econbiz.de/10010311637

The impact of financial openness on the size of utility-enhancing government

Erauskin, Iñaki - In: Economics: The Open-Access, Open-Assessment E-Journal 7 (2013) 2013-38, pp. 1-56

consumption-wealth ratio, and welfare should be greater in an open economy because of higher productivity and/or less volatility …

Persistent link: https://www.econbiz.de/10010324295

Selected techniques of detecting structural breaks in financial volatility

Stawiarski, Bartosz - In: e-Finanse: Financial Internet Quarterly 11 (2015) 1, pp. 32-43

breaks) in the volatility of financial time series. Comparative study of three techniques: ICSS, NPCPM and Cheng's algorithm … breaks in volatility, while Cheng's technique works well only when a single break occurs. …

Persistent link: https://www.econbiz.de/10011551444

Market, interest rate, and exchange rate risk effects on financial stock returns during the financial crisis: AGARCH-M approach

Mouna, Aloui; Anis, Jarboui - In: Cogent Economics & Finance 4 (2016) 1, pp. 1-16

-variate GARCH-in-mean model and volatility spillovers. The empirical results show the significant effects (positive and negative …, respectively) of the stock market returns, interest rate, and exchange rate volatility of the financial sector during the crisis …. Besides, we find, in most cases, significant (positive and negative, respectively) volatility spillovers from market return …

Persistent link: https://www.econbiz.de/10011559190

International trade and economic insecurity

Senses, Mine Z. - In: IZA World of Labor (2017)

Whether or not international trade exposes workers to economic insecurity depends on the nature of the trade exposure of the firm, or industry, in which the worker is employed. Import-competing industries experience higher levels of risk to workers’ incomes and employment, while firms that...

Persistent link: https://www.econbiz.de/10011662682

An empirical analysis of the impact of crude oil spot and futures prices volatility on the development of African equity markets

Bakare, Ibrahim A. O.; Quadry, Mahmud O.; Chowdhury, … - In: Economic and Environmental Studies (E&ES) 18 (2018) 1, pp. 31-46

This study focused on the impact of crude oil, crude palm oil spot and futures of prices on African equity markets. It draws on daily data from January 2000 till July 2013, obtained from Bloomberg. The study employed Vector Error Correction (VEC). Findings from the econometric analysis show that...

Persistent link: https://www.econbiz.de/10011984336