Showing 1 - 10 of 468
This paper examines the transmission of equity returns and volatility among Asian equity markets and investigates the differences that exist in this regard between the developed and emerging markets. Three developed markets (Hong Kong, Japan and Singapore) and six emerging markets (Indonesia,...
Persistent link: https://www.econbiz.de/10009437447
This paper examines the relationship between futures and spot electricity prices for two of the Australian electricity regions in the National Electricity Market (NEM): namely, New South Wales and Victoria. A generalised autoregressive conditional heteroskedasticity (GARCH) model is used to...
Persistent link: https://www.econbiz.de/10009437450
This paper examines the short and long-term comovements among UK regional property markets over the period 1976-2001. The markets examined are London, Outer South-East, East Anglia, South West, East Midlands, West Midlands, Yorkshire and Humberside, North and North West. Multivariate...
Persistent link: https://www.econbiz.de/10009437464
This statistical note examines trends in Australian accounting enrolments and student load, together with the composition of enrolments and course completions, over the 1990s. Unpublished higher education statistics from the Department of Employment, Training and Youth Affairs (DETYA) is...
Persistent link: https://www.econbiz.de/10009437470
This paper examines the extent of financial integration in European equity markets before, during and after the adoption of the single currency on 1 January 1999. Two groups of European economies are examined. The first set comprises the Member States of the European Union (EU) that participated...
Persistent link: https://www.econbiz.de/10009438342
This paper examines price linkages among Asian equity markets in the period surrounding the recent Asian economic, financial and currency crises. Three developed markets (Hong Kong, Japan and Singapore) and six emerging markets (Indonesia, Korea, Malaysia, the Philippines, Taiwan and Thailand)...
Persistent link: https://www.econbiz.de/10009438344
Persistent link: https://www.econbiz.de/10003777088
Persistent link: https://www.econbiz.de/10003327922
Persistent link: https://www.econbiz.de/10003348305
Persistent link: https://www.econbiz.de/10003823023