Results 31 to 40 of about 557,330 (331)
Volatility and Co‑movement: an Analysis of Food Commodity Prices in Nigeria
Agricultura Tropica et Subtropica, 2017 This study explains volatility as a measure and interaction of the possible movement in a particular economic variable. Prices change rapidly in adjustment to market circumstances.
Ogunmola Omotoso Oluseye +2 more
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Investigating the Relationship between Credit Cycles and Business Cycles in Iranian Economy [PDF]
پژوهشهای اقتصادی, 2020 Macroeconomic policy makers and planners always use different tools to achieve economic goals. Credit control is one of these tools. The boom and recession of the financial sector of the economy are called the credit cycle, and of the real sector is ...
Ahad Seifi Koshki +2 more
doaj
Economies, 2022 In the event that the COVID-19 pandemic spreads across various stock markets, this study may be deemed as one of the primary studies to evaluate cross-market interactions.
Taufeeque Ahmad Siddiqui +3 more
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Entropy, 2023 The Global Fear Index (GFI) is a measure of fear/panic based on the number of people infected and deaths due to COVID-19. This paper aims to examine the interconnection or interdependencies between the GFI and a set of global indexes related to the ...
Pedro Celso-Arellano +4 more
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Some Notes on the Formation of a Pair in Pairs Trading
Mathematics, 2020 The main goal of the paper is to introduce different models to calculate the amount of money that must be allocated to each stock in a statistical arbitrage technique known as pairs trading. The traditional allocation strategy is based on an equal weight
José Pedro Ramos-Requena +2 more
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Co-movement between GCC stock markets and the US stock markets: A wavelet coherence analysis
Cogent Business & Management, 2021 In this article, the co-movement between GCC and US stock market returns was investigated using the wavelet coherence method. The Dynamic Conditional Correlation GARCH (DCC-GARCH) modelling is then applied on time-varying components in order to provide a
Ali Matar +3 more
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The co-movement of couples’ incomes [PDF]
Review of Economics of the Household, 2006 While there is a large literature on how individual incomes move over time, we know much less about couples’ joint income dynamics. Current research on individual income dynamics has increasingly considered heterogeneity—do all individuals’ incomes evolve in the same way, or does a particular individual’s income evolve in the same way throughout their ...
openaire +2 more sources
A dynamic fragmentation of the misery index in Nigeria
Cogent Economics & Finance, 2017 This study adopts a dynamic approach to compute the level of economic distress in Nigeria. Quarterly series from 2002Q1 to 2016Q4 were utilized in computing the index.
K. Moses Tule +3 more
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Empirical Evidence of Co-Movement between the Canadian CDS, Stock Market And TSX 60 Volatility Index
SEISENSE Journal of Management, 2020 Purpose- The prime objective of this study was to find the co-movement between the Canadian credit default swaps market, the Stock market and volatility index (TSX 60 Index) Design/ Methodology- To achieve this purpose, daily data containing 2870 ...
Ramzan Ali +4 more
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Price dependence in the principal EU olive oil markets
Spanish Journal of Agricultural Research, 2013 The objective of this paper is to assess the degree and the structure of price dependence in the principal EU olive oil markets (Spain, Italy and Greece). To this end, it utilizes monthly olive oil price data and the statistical tool of copulas.
Christos Emmanouilides +2 more
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