Similar Search Results

The Capital Asset Pricing Model (<fc>CAPM</fc>): The History of a Failed Revolutionary Idea in Finance? Comments and Extensions

Moosa, Imad A. - In: Abacus 49 (2013) 01, pp. 62-68

Persistent link: https://www.econbiz.de/10011034906

A Cross-Country Comparison of Okun's Coefficient

Moosa, Imad A. - In: Journal of Comparative Economics 24 (1997) 3, pp. 335-356

Persistent link: https://www.econbiz.de/10005279487

Testing the long-run neutrality of money in a developing economy: the case of India

Moosa, Imad A. - In: Journal of Development Economics 53 (1997) 1, pp. 139-155

Persistent link: https://www.econbiz.de/10005280584

A benchmark for measuring bias in estimated daily value at risk

Moosa, Imad A.; Bollen, Bernard - In: International Review of Financial Analysis 11 (2002) 1, pp. 85-100

Persistent link: https://www.econbiz.de/10005221905

Testing the price-volume relation in emerging Asian stock markets

Moosa, Imad A.; Al-Loughani, Nabeel E. - In: Journal of Asian Economics 6 (1995) 3, pp. 407-422

Persistent link: https://www.econbiz.de/10005431184

The relationship between spot and futures prices: Evidence from the crude oil market

Silvapulle, Param; Moosa, Imad A. - In: Journal of Futures Markets 19 (1999) 2, pp. 175-193

This article examines the relationship between the spot and futures prices of WTI crude oil using a sample of daily data. Linear causality testing reveals that futures prices lead spot prices, but nonlinear causality testing reveals a bidirectional effect. This result suggests that both spot and...

Persistent link: https://www.econbiz.de/10011196958

The effectiveness of arbitrage and speculation in the crude oil futures market

Moosa, Imad A.; Nabeel E. Al‐Loughani - In: Journal of Futures Markets 15 (1995) 2, pp. 167-186

Persistent link: https://www.econbiz.de/10011197026

Asymmetry in Okun's law

Silvapulle, Paramsothy; Moosa, Imad A.; Silvapulle, … - In: The Canadian journal of economics 37 (2004) 2, pp. 353-374

Persistent link: https://www.econbiz.de/10005884128

The cyclical behaviour of prices in the U.K.: Some structural time series evidence

Moosa, Imad A. - In: Empirical economics : a journal of the Institute for … 25 (2000) 2, pp. 261-278

Persistent link: https://www.econbiz.de/10006288268

Testing Proportionality, Symmetry and Exclusiveness in Long‐run PPP

Moosa, Imad A. - In: Journal of Economic Studies 21 (1994) 3, pp. 3-21

Present some empirical evidence on long‐run Purchasing Power Parity (PPP) using a sample of annual data covering the period 1900‐1987. Three exchange rates are used in the analysis: the dollar, yen and French franc against the pound. It is shown that PPP does hold in the long run and that is...

Persistent link: https://www.econbiz.de/10014863441