Results 101 to 110 of about 115,443 (288)
European Financial Management, EarlyView.ABSTRACT This paper aims to investigate Europe's transition towards sustainability. We explore the role of FinTech, financial inclusion, green innovation, renewable energy, and natural resource rents on carbon dioxide emissions, greenhouse gas emissions, and the ecological footprint. This paper applies a panel dataset of 31 European countries from 2004
Aisha K. Almuhailan +3 more
wiley +1 more source
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2017 The aim of the paper is to empirically examine if the causal relationship between economic activity and stock market development exists in the selected 11 EA countries.
Veronika Kajurová
doaj +1 more source
A real differential view of equilibrium real exchange rates and misalignments [PDF]
, 2000 This paper examines the interaction of G7 real exchange rates with real output and interest rate differentials. Using cointegration methods, we generally find a link between the real exchange rate and the real interest differential.
Hoffmann, Mathias, MacDonald, Ronald
core
Speed Bump and Stock Market Quality: Evidence From NYSE American
Financial Management, EarlyView.ABSTRACT Should trading speed of high‐frequency traders be regulated? Using the data from the New York Stock Exchange American, this paper examines the impact of a speed bump on market liquidity and price discovery. Our results indicate that the use of a speed bump can lower the costs of adverse selection through reducing informed trading.
Bo Liu, Ke Xu
wiley +1 more source
Cointegration Analysis-Causality Testing and Wagner's Law The Case of Turkey, 1950-1990 [PDF]
This paper investigates statistically the existence of a long-run relationship between public expenditure and GNP (Wagner’s Law) using data for Turkey over the period 1950-1990.
Safa Demirbas
core
Price Discovery in Bitcoin ETF Market
Financial Review, EarlyView.ABSTRACT In this study, we explore price discovery across the following three Bitcoin markets: spot, futures, and exchange‐traded funds (ETFs). Employing the fractionally cointegrated vector autoregressive (FCVAR) model, we estimate price discovery in each market using minute‐level price data from October 19, 2021, the launch date of the first US ...
Kiana Kia +4 more
wiley +1 more source
Relationship between securitisation and residential mortgage market yields in Malaysia: a cointegration approach [PDF]
, 2007 This article examines the possible long-run association between residential mortgage securitisation and yield spread for residential mortgage rates in the Malaysian primary markets.
Harun, Mukaramah, Othman, Yusuf
core +1 more source
How Important Is the Home Market for Cross‐Listed Biotech Companies?
International Finance, EarlyView.ABSTRACT This study investigates five German biotechnology firms cross‐listed on XETRA and NASDAQ. By employing high‐frequency data, we estimate both bivariate and trivariate vector error correction models—the latter explicitly accounting for exchange rate dynamics—to assess which market, domestic or U.S., leads in price discovery.
Theodore Panagiotidis, Pavlos Tsiokas
wiley +1 more source
International Journal of Management Studies, 2004 There has been intense debate between outward-oriented and inward-oriented trade strategies to foster industrialisation and hence economic growth. This has prompted considerable number of studies on the export-led growth (ELG) hypothesis.
Ghin Yin Leow
doaj