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Volatility spillover effects during pre-and-post COVID-19 outbreak on Indian market from the USA, China, Japan, Germany, and Australia

Thangamuthu, Mohanasundaram; Maheshwari, Suneel; Naik, … - In: Journal of Risk and Financial Management 15 (2022) 9, pp. 1-15

We examined volatility spillover effects from five prominent global stock markets to India's stock market during the pre-and-post COVID-19 outbreak using daily adjusted closing prices between January 2019 and September 2021 from six capital markets. The structural breakpoint was identified as 23...

Persistent link: https://www.econbiz.de/10014332579

Asymmetric information flow between exchange rate, oil, and gold: New evidence from transfer entropy approach

Maiti, Moinak; Kayal, Parthajit - In: Journal of Risk and Financial Management 16 (2023) 1, pp. 1-14

The present study used transfer entropy and effective transfer entropy to examine the asymmetric information flow between exchange rates, oil, and gold. The dataset is composed of daily data covering the period of 1 January 2018 to 31 December 2021. Further, the dataset is bifurcated for...

Persistent link: https://www.econbiz.de/10014332777

The Eternal Debate Over Conservatism and Prudence: A Historical Perspective on the Conceptualization of Asymmetry in Financial Accounting Theory

Orthaus, Selina; Pelger, Christoph; Kuhner, Christoph - In: Contemporary Accounting Research 40 (2022) 1, pp. 41-88

/conservatism, accompanied by a broader debate about the meaning and role of asymmetry in financial accounting theory (FinAT). This paper adopts … asymmetry has developed over time. For this purpose, we trace the conceptualization of asymmetry in FinAT building from the 19th … their constituents) in the United States and at the international level. We identify four distinct constructs of asymmetry …

Persistent link: https://www.econbiz.de/10014504102

Asymmetric adjustment of control

van Pelt, Victor - In: Contemporary Accounting Research 40 (2023) 4, pp. 2203-2225

adjustment pattern. The data also show theory‐consistent conditions under which the asymmetry in principals' control adjustments …

Persistent link: https://www.econbiz.de/10014504113

Smooth threshold autoregressive models and Markov process: An application to the Lebanese GDP growth rate

Verne, Jean-François - In: International Econometric Review (IER) 13 (2021) 3, pp. 71-88

This paper analyzes the evolution of the Lebanese GDP growth rate over the period 1970- 2019 by estimating two kinds of switching models: The Smooth Transition Autoregressive (STAR) model and the model of the Markov process. These models show, on the one hand, asymmetries in the evolution of GDP...

Persistent link: https://www.econbiz.de/10014519017

Tensions Between the Resource Damage and the Private Benefits of Appropriation in the Commons

Blanco, Esther; Lopez, Maria Claudia; Walker, James M. - 2013

This study examines appropriation decisions in a linear appropriation game setting with variations in the resource damage from appropriation and simultaneous variations in the resource damage and the opportunity cost of conservation, where the ratio of these two variables is held constant. In...

Persistent link: https://www.econbiz.de/10010312229

Appropriation in the commons: variations in the opportunity costs of conservation

Blanco, Esther; Lopez, Maria Claudia; Walker, James M. - 2012

This study examines individual and group behavior in a linear appropriation game setting. Subjects make decisions from a menu of eight games, without feedback. Four treatment conditions vary the magnitude of the opportunity cost of conservation, including symmetric and asymmetric treatments. A...

Persistent link: https://www.econbiz.de/10010312245

Market access asymmetry in food trade

Olper, Alessandro; Raimondi, Valentina - 2007

reciprocity in food trade among the US, Canada, the EU and Japan. We explore country and industry-specific market access asymmetry … through the border effect approach, re-challenging the underlying main explanations. Our findings reveal marked asymmetry in …

Persistent link: https://www.econbiz.de/10010313437

Impact of international organizations on the institutional development of investment activity

Zabala Aguayo, Francisco - In: European Research on Management and Business Economics … 28 (2022) 3, pp. 1-9

through the lens of foreign direct investment (FDI) flow asymmetry. The paper offers an approach to computing an integrated … Financial Asymmetry Index, formalizing the degree and nature of financial imbalances, and presents the geostrategic matrix built … such as China and Singapore had a low degree of asymmetry in their financial systems. For less developed nations, one of …

Persistent link: https://www.econbiz.de/10014525628

Heterogeneous provincial prices and monetary policy in South Africa: A wavelet-based quantile regression analysis

Iddrisu, Abdul-Aziz; Alagidede, Imhotep Paul - In: Central Bank Review (CBR) 21 (2021) 3, pp. 87-103

Although economic agents in different parts of a country face heterogeneous prices, empirical literature continue to assume homogeneity in the monetary policy-inflation nexus, with dire consequences for optimal monetary policy and welfare. Using wavelet-based quantile regressions, we provide a...

Persistent link: https://www.econbiz.de/10014547837