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In this paper, the main purpose is to analyze the relationship between terms of trade and its volatility on economic … GDP per capita and terms of trade and its volatility in ASEAN. Indonesian results of the level and volatility of net … terms of trade on growth. Philippines' both terms of trade and its volatility leads to an obstacle and a stimulation to real …
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This article tests the Black's hypothesis in five crisis-affected Asian countries (India, Japan, Malaysia, South Korea … volatility. Using monthly data of the industrial production indices in the five economies and applying the ARCH/GARCH models to … generate a measure of output volatility to conduct the two-step approach, the results show that output volatility positively …
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Purpose - The purpose of this paper is to investigate the impact of foreign capital shifts on economic activities and asset prices in South Korea. Design/methodology/approach - The authors in this paper apply the Bayesian threshold vector autoregressive (TVAR) model to estimate the regimes of...
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This study is an endeavor to empirically examine the long run impact of financial globalization on output volatility in … for estimation purpose. The results of the study reveal that in overall Asia and Central Asia, financial globalization has … emerged as a significant and positive long run determinant of output volatility, whereas insignificance of financial …
Persistent link: https://www.econbiz.de/10012507135