Results 151 to 160 of about 70,827 (296)
MODEL AUTOREGRESSIVE DISTRIBUTED LAG (ADL) PADA DATA HARGA SAHAM
Bimaster : Buletin Ilmiah Matematika, Statistika dan Terapannya, 2019 Harga saham adalah sejumlah nilai dalam mata uang rupiah yang terbentuk berdasarkan penawaran jual dan permintaan beli efek yang dilakukan oleh anggota Bursa Efek di Bursa Efek Indonesia (BEI). PT. AKR Corporindo Tbk adalah salah satu perusahaan swasta terbesar di Indonesia yang mendistribusikan dan memperdagangkan bahan bakar dan bahan kimia dasar ...
openaire +2 more sources
Interplay Between Green Investment and Market Price Premia in Global Shipping
International Journal of Finance &Economics, EarlyView.ABSTRACT Existing research emphasises that the driver of green investment is its future profitability. This paper shows that other investors' decisions also influence green investment. We take the example of scrubber installation in shipping, which is optional by regulation but has an established market for trading its underlying asset.
Yao Shi +4 more
wiley +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This study aims to classify pivotal fintech innovations and explore the prospects and pitfalls associated with emerging fintech services extensively discussed in the literature. We conducted a multistage systematic review of research published on fintech over the past decade from a technological perspective. Using the Preferred Reporting Items
Muhammad Imran Qureshi, Nohman Khan
wiley +1 more source
Defense, Education and Health Expenditures in Selected Asian Countries [PDF]
This study explores the inter-relationship between military expenditure, education expenditure and health expenditure in eight selected Asian countries namely Malaysia, Indonesia, Singapore, Philippines, Bangladesh, Nepal, Sri Lanka and South Korea ...
Baharom, A.H. +2 more
core +1 more source
An Autoregressive Distributed-Lag Modeling Approach to Nigeria’s External Reserves Dynamics [PDF]
International Journal of Academic Research in Business and Social Sciences, 2020 Ibrahim Shaibu, Famous I.O. Izedonmi
openaire +1 more source
Industry Portfolio Volatility Connections and Industry Portfolio Returns
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington +2 more
wiley +1 more source
On the Evolution of the Stock Market Efficiency: Evidence From Emerging Markets
International Studies of Economics, EarlyView.ABSTRACT The study of market efficiency is one of the most covered topics in the field of financial markets, with the Efficient Market Hypothesis gathering devotees as well as several critics. The perception of markets as agents with an adaptive nature gave rise to the Adaptive Market Hypothesis (AMH).
Júlio Lobão, Luís Pacheco, Nuno Cruz
wiley +1 more source
What Explains International Interest Rate Co‐Movement?
Journal of Applied Econometrics, EarlyView.ABSTRACT The international co‐movement of interest rates reflects correlated business‐cycle fluctuations, largely driven by demand shocks. Monetary policy in advanced economies follows domestic mandates—inflation and the output gap—and does not respond to foreign policy shocks.
Annika Camehl, Gregor von Schweinitz
wiley +1 more source
Forecasting Related Time Series
Journal of Applied Econometrics, EarlyView.ABSTRACT A collection of time series are “related” if they follow similar stochastic processes and/or they are statistically dependent. This paper proposes a related time series (RTS) forecasting model that exploits these relationships. The model's foundation is a set of univariate Gaussian autoregressions, one for each series, which are then augmented
Ulrich K. Müller, Mark W. Watson
wiley +1 more source