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Impact of democratic/non-democratic regimes on foreign direct investment in Pakistan: Pre and post September 11, 2001 scenarios

Nawaz, Tahir; Khan, Masood Amjad; Shah, Muhammad Akbar Ali - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 6 (2012) 1, pp. 67-82

observed that the volatility shocks are quite persistent and take a long time to die out. September 11, 2001incident and … thereafter war on terror has increased the conditional volatility of foreign direct investment and has statistically significant … volatility. One interesting finding of this study is that the impact of Non-Democratic regime before September, 11 scenario is …

Persistent link: https://www.econbiz.de/10011938300

Can monetary policy drive economic growth? Empirical evidence from Tanzania

Twinoburyo, Enock Nyorekwa; Odhiambo, Nicholas M. - In: Contemporary Economics 12 (2018) 2, pp. 207-222

The role of monetary policy in promoting economic growth remains empirically an open research question. This paper attempts to bridge the knowledge gap by investigating the impact of monetary policy on economic growth in Tanzania during the period from 1975 to 2013, using the autoregressive...

Persistent link: https://www.econbiz.de/10011995335

Measuring monetary policy by money supply and interest rate: Evidence from emerging economies

Bui, Trung Thanh; Gábor, Kiss Dávid - In: Review of Economic Perspectives 21 (2021) 3, pp. 347-367

Although measuring monetary policy is a contentious issue in the literature, much less evidence on this issue is available for emerging economies. This paper aims to investigate the role of interest rate and money supply in measuring monetary policy in twelve emerging economies that target...

Persistent link: https://www.econbiz.de/10012819410

Modelling central bank behaviour in Nigeria: A Markov-switching approach

Ayinde, Taofeek Olusola; Bankole, Abiodun S.; Adeniyi, … - In: Central Bank Review (CBR) 20 (2020) 4, pp. 213-221

The study models the behaviour of the Central Bank of Nigeria. An extended Taylor's framework that accounted for exchange rate dynamics and political risk factors was adopted. In order to capture both ex-ante and ex-post behaviours of the monetary authority in the country, Markov-Switching...

Persistent link: https://www.econbiz.de/10014547759

The impact of the U.S. macroeconomic variables on the CBOE VIX Index

Prasad, Akhilesh; Bakhshi, Priti; Seetharaman, Arumugam - In: Journal of Risk and Financial Management 15 (2022) 3, pp. 1-25

The purpose of this study is to find the influence of various macroeconomic factors on the volatility index, as … macroeconomic factors affect stock market volatility, resulting in an impact on the VIX Index, representing the risk in the stock … market. To estimate the significance and importance of the U.S. macroeconomic variables on stock market volatility and risk …

Persistent link: https://www.econbiz.de/10013201429

Geldpolitik in den USA - die Fed in der Zinsfalle?

Illing, Gerhard - In: ifo Schnelldienst 57 (2004) 06, pp. 31-37

Seit dem Einbruch der Aktienmärkte Anfang 2000 hat die Fed durch massive Liquiditätszufuhr versucht, die amerikanische Wirtschaft zu stabilisieren. Ein wesentliches Motiv war die Befürchtung, die amerikanische Wirtschaft könne in eine Liquiditätsfalle geraten. Motiviert von der...

Persistent link: https://www.econbiz.de/10011692142

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

Analysing oil price- macroeconomic volatility in Nigeria

Abdulkareem, Alhassan; Abdulhakeem, Kilishi A. - In: CBN Journal of Applied Statistics 07 (2016) 1, pp. 1-22

This study provides analytical insight on modelling macroeconomic and oil price volatility in Nigeria. Mainly, the … GARCH - M); and oil price is a major source of macroeconomic volatility in Nigeria. By implication, the Nigerian economy is … vulnerable to both internal shocks (interest rate volatility, real GDP volatility) and external shocks (exchange rate volatility …

Persistent link: https://www.econbiz.de/10011482623

Restatement of the I-O coefficient stability problem

Dobrescu, Emilian - In: Journal of Economic Structures 2 (2013), pp. 1-67

The capacity of input-output tables to reflect the structural peculiarities of an economy and to forecast, on this basis, its evolution, depends essentially on the characteristics of the matrix A matrix of I-O (or technical) coefficients. However, the temporal behaviour of these coefficients is...

Persistent link: https://www.econbiz.de/10011551997

Sovereign credit ratings, emerging market risk and financial market volatility

Reisen, Helmut; von Maltzan, Julia - In: Intereconomics 33 (1998) 2, pp. 73-82

Persistent link: https://www.econbiz.de/10010270901

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