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A Study of yhe Nonlinear Relationships among the U.S. and Asian Stock Markets during Financial Crises

Hu, Yu-Hau; Hsueh, Shun-Jen - In: Journal for Economic Forecasting (2013) 4, pp. 134-147

of the Asian stock markets has a positive correlation with their own returns in the previous period, and a negative … correlation with the U.S. stock market. …

Persistent link: https://www.econbiz.de/10010734663

ANALYSIS OF THE RELATIONSHIP BETWEEN FOREIGN DIRECT INVESTMENTS AND ECONOMIC GROWTH – CASE OF ROMANIA

CARP, Lenuta - In: Review of Economic and Business Studies (2012) 9, pp. 175-188

analysis emphasize the positive, direct and strong correlation between the variables. Further analysis can be developed by …

Persistent link: https://www.econbiz.de/10010739293

Regional Development In Romania. The North-Western Region Evolution Analysis

sabau, cosmin - European Regional Science Association - 2013

Persistent link: https://www.econbiz.de/10010740502

FINANCING CAPACITY, AN INDICATOR OF SELF FINANCING FOR COMPANIES

Hada, Teodor - In: Risk in Contemporary Economy (2013), pp. 238-245

-financing capacity of companies is determined. The correlation between the self-financing capacity and term debts are shown in the fourth …

Persistent link: https://www.econbiz.de/10010743151

CLASSIFICATION OF EUROPEAN UNION COUNTRIES ACCORDING TO NATIONAL COMPETITIVENESS AND SOVEREIGN DEBT LEVELS

Diana, MIHAIU; Alin, OPREANA - In: Revista Economica 65 (2013) 2, pp. 43-54

National competitiveness is defined by World Economic Forum as "the set of institutions, policies, and factors that determine the level of productivity of a country". Therefore, the competitiveness of the European Union member states will be analyzed in the context of the governments' economic...

Persistent link: https://www.econbiz.de/10010743307

Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates

Chen, Xiaohong; Fan, Yanqin; Patton, Andrew J. - London School of Economics (LSE) - 2004

Evidence that asset returns are more highly correlated during volatile markets and during market downturns (see Longin and Solnik, 2001, and Ang and Chen, 2002) has lead some researchers to propose alternative models of dependence. In this paper we develop two simple goodness-of-fit tests for...

Persistent link: https://www.econbiz.de/10010746302

Are "market neutral" hedge funds really market neutral?

Patton, Andrew J. - London School of Economics (LSE) - 2004

standard correlation-based definition of neutrality. Variance neutrality, Value-at-Risk neutrality and tail neutrality all …

Persistent link: https://www.econbiz.de/10010746652

On the optimal Halton sequence

Chi, H.; Mascagni, M.; Warnock, T. - In: Mathematics and Computers in Simulation (MATCOM) 70 (2005) 1, pp. 9-21

Quasi-Monte Carlo methods are a variant of ordinary Monte Carlo methods that employ highly uniform quasirandom numbers in place of Monte Carlo’s pseudorandom numbers. Clearly, the generation of appropriate high-quality quasirandom sequences is crucial to the success of quasi-Monte Carlo...

Persistent link: https://www.econbiz.de/10010749277

Oil price density forecasts: exploring the linkages with stock markets

Lombardi, Marco J.; Ravazzolo, Francesco - Norges Bank - 2012

In the recent years several commentators hinted at an increase of the correlation between equity and commodity prices … various measures of correlation. Next, we assess to what extent correlations between oil and equity prices can be exploited … for asset allocation. We develop a time-varying Bayesian Dynamic Conditional Correlation model for volatilities and …

Persistent link: https://www.econbiz.de/10010787763

An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits

Guidi, Francesco; Ugur, Mehmet - In: Journal of International Financial Markets, … 30 (2014) C, pp. 119-136

This paper investigates whether the South-Eastern European (SEE) stock markets of Bulgaria, Croatia, Romania, Slovenia and Turkey are integrated with their developed counterparts in Germany, the UK and the USA. Using static cointegration analysis, we find that the SEE markets are cointegrated...

Persistent link: https://www.econbiz.de/10010789908