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Oil prices and trade balance: A wavelet based analysis for India
Tiwari, Aviral Kumar; Olayeni, Olaolu Richard - In: Economics Bulletin 33 (2013) 3, pp. 2270-2286
The study examinations lead-lag relationship between real oil price (ROP) and real trade balance (RTB) for India using … of coherency and corresponding year-scales, real oil price was leading over India's trade balance indicating that an … increase in the oil price will increase India's trade balance. These results corroborate the findings in Le and Chang (2013 …
Persistent link: https://www.econbiz.de/10010691438
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Oil prices and trade balance: a frequency domain analysis for India
Arouri, Mohamed; Tiwari, Aviral Kumar; Teulon, Frédéric - Institut de Préparation à l'Administration et à la … - 2014
We study lead-lag relationships between oil price and trade balance for India by using monthly data covering the period …
Persistent link: https://www.econbiz.de/10010754766
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Asymmetric Exchange Rate Dependence : An Empirical Investigation for Small Inflation-Targeting Economies
Li, Xiaoming - 2009
This paper examines asymmetry in exchange rate dependence between domestic and foreign currencies vis-à-vis some world currencies for small inflation targeters, and find mixed evidence. Positive-type asymmetry (i.e., greater dependence during joint appreciations than joint depreciations) is...
Persistent link: https://www.econbiz.de/10013159267
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Stress Testing for Cyber Risks : Cyber Risk Insurance Modeling beyond Value-at-Risk (VaR): Risk, Uncertainty, and, Profit for the Cyber Era
Malhotra, Yogesh - 2017
To avert the impending global Cyber-Finance Insurance Crisis based upon large-scale commercial reliance upon quantitative models with inherent model risks, tail risks, and systemic risks in current form, this post-doctoral thesis makes the following key contributions: Develops the first known...
Persistent link: https://www.econbiz.de/10012972233
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Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments
Mokoena, Thabo; Gupta, Rangan; Eyden, Renee van - Department of Economics, Faculty of Economic and … - 2008
This paper presents a comprehensive literature review of the theoretical and empirical developments that have taken place over the last two decades in an attempt to address the exchange rate puzzles. Specifically, we discuss non-linear and Bayesian econometric techniques, Dynamic General...
Persistent link: https://www.econbiz.de/10005076201
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The Fall of Bretton Woods: Which Geography Matters?
Ali, Leila; Lebreton, Marie - In: Economics Bulletin 33 (2013) 2, pp. 1396-1419
This paper analyses the spatial diffusion of the speculative attacks during the fall of the Bretton Woods System. First, we study the spatial heterogeneity of the relationship between speculative pressures and their determinants via a locally linear framework. Here, relationships were assumed to...
Persistent link: https://www.econbiz.de/10010835826
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Demand for Imports in Venezuela : A Structural Time Series Approach
Cuevas, Mario A. - 2005
Using structural time series models, Cuevas estimates common stochastic trends of real GDP and imports in Venezuela from 1974-2000. The real imports trend drifts upward at almost twice the rate of growth of GDP. This highlights the powerful structural tendency toward increasing imports in...
Persistent link: https://www.econbiz.de/10014115682
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A foreign investment project of an autoparts firm: Real options versus financial valuation
García, María Luisa Saavedra; García, Máximo Jorge … - In: Economía 38 (2013) 35, pp. 127-156
This study examines the importance of using real options model in the auto industry by means of its application to the case of a direct investment abroad, specifically in Brazil. We use the Black and Scholes and Binomial models. Empirical results show that this is the kind of project that,...
Persistent link: https://www.econbiz.de/10010962214
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Oil prices, renewable energy consumption and trade balance nexus : empirical evidence from Indian economy
Kaushik, Ketki; Shastri, Shruti - In: Sustainability accounting, management and policy journal 15 (2024) 3, pp. 731-751
Persistent link: https://www.econbiz.de/10014521161
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A NEW METHOD FOR ESTIMATING THE ORDER OF INTEGRATION OF FRACTIONALLY INTEGRATED PROCESSES USING BISPECTRA
Dalkir, Mehmet - EconWPA - 2005
The method proposed in this chapter is making use of the bispectrum transformation to estimate the level of integration of a fractionally integrated time series. Bispectrum ransformation transforms the series into a two dimensional frequency space, and thus has higher information content...
Persistent link: https://www.econbiz.de/10005407981