Showing 1 - 10 of 99
‐movements of selected stock index futures markets. Design/methodology/approach – Time series techniques of cointegration and weekly …). Findings – No evidence was found of cointegration among the stock index futures markets in both periods. Accordingly, the 2007 …
Persistent link: https://www.econbiz.de/10014901588
Purpose – This paper aims to study the growth determinants of small-sized agro-based firms in the Indian agro-industry. Design/methodology/approach – The stratified random sampling method was used to collect information from sample agro-firms. A structured pretested questionnaire was...
Persistent link: https://www.econbiz.de/10014766811
international financial instability on the stock returns. They highlight the significant co-integration of South Asian stock markets …
Persistent link: https://www.econbiz.de/10015005694
Purpose – The purpose of this paper is to focus on the empirical dimension of financial integration among the five newest members of the European Monetary Union (Cyprus, Estonia, Malta, Slovakia and Slovenia) and the euro area. The main objective is to study the level and the speed of...
Persistent link: https://www.econbiz.de/10015013969
Purpose – Coupon and principal Separate Trading of Registered Interest and Principal Securities (STRIPS) maturing at the same date often trade at different yields. The paper aims to discuss this issue. Design/methodology/approach – This paper analyzes for the first time the maturity...
Persistent link: https://www.econbiz.de/10014941660
diversification by analyzing the extent of co-integration among four regional Islamic funds and by estimating the short-term and long …
Persistent link: https://www.econbiz.de/10014941664
cointegration techniques. The findings suggest it is difficult to reject non-convergence in per capita incomes across regions even … when endogenous breakpoints are included. Interestingly, we also find evidence of cointegration among technology and …
Persistent link: https://www.econbiz.de/10014588361
so-called “relevant market.” We use cointegration analysis to show that over a large period of time, sugar prices and …
Persistent link: https://www.econbiz.de/10014601242
Summary Following standard real business cycle theory, long run economic growth and short run business cycle fluctuations are attributed to a series of productivity shocks propagated by the economic system which is assumed to be in a rational expectations equilibrium. Characterizing the...
Persistent link: https://www.econbiz.de/10014608617
Summary The objectives of this paper are (i) to assess the actual economic implications of the new European banana policy on prices, consumption and trade in Germany within a theoretical and quantitative analysis; (ii) to elaborate the welfare implications of the European banana market policy on...
Persistent link: https://www.econbiz.de/10014608652