Results 61 to 70 of about 16,685 (283)
Gadjah Mada International Journal of Business, 2008 Both practitioners and academics demand a linkage model across financial markets, particularly among regional capital markets, for both risk management and portfolio selection purposes.
Aldrin Herwany, Erie Febrian
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International Financial Integration through Depositary Receipts (DRs)
Journal of Accounting and Finance in Emerging Economies, 2020 The issue of liquidity and underdevelopment of the Organisation of Islamic Cooperation (OIC) stock markets has caused problems to companies in those countries that seek higher equity capital. One way out of this problem is to employ international markets
Obiyathulla Ismath Bacha +2 more
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The applied perspective for seasonal cointegration testing
Economia Aplicada, 1997 While the literature on cointegration deals exclusively with the case of cointegration at the long-run or zero frequency between series in a vector of economic variables, it may happen that unit-roots are also present at the seasonal frequencies, and ...
Andre Luis Rossi de Oliveira +1 more
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Journal of Economic and Financial Sciences, 2021 Orientation: Access to and use of formal finance can be an epitome for poverty reduction in developing and transitional economies. Most of these economies experienced great growth in gross domestic product (GDP) compounded with exploding inequality ...
Margaret R. Magwedere +2 more
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Interpreting cointegrated models [PDF]
Journal of Economic Dynamics and Control, 1988 Abstract Error-correction models for cointegrated economic variables are commonly interpreted as reflecting partial adjustment of one variable to another. We show that error-correction models may also arise because one variable forecasts another. Reduced-form estimates of error-correction models cannot be used to distinguish these interpretations. In
Shiller, Robert, Campbell, John
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Business Strategy and the Environment, EarlyView.Abstract This study aims to investigate the impact of entrepreneurship and green investments on environmental sustainability within the scope of Sustainable Development Goals for developed economies. The study conducts an in‐depth analysis from 2001 to 2022 and reveals the possible effects of increases and decreases in entrepreneurship.
Mehmet Levent Erdas +3 more
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COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES
Econometric Theory, 2022 We extend the notion of cointegration for time series taking values in a potentially infinite dimensional Banach space. Examples of such time series include stochastic processes in$C[0,1]$equipped with the supremum distance and those in a finite dimensional vector space equipped with a non-Euclidean distance.
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Identifying Cointegration by Eigenanalysis [PDF]
Journal of the American Statistical Association, 2018 We propose a new and easy-to-use method for identifying cointegrated components of nonstationary time series, consisting of an eigenanalysis for a certain non-negative definite matrix. Our setting is model-free, and we allow the integer-valued integration orders of the observable series to be unknown, and to possibly differ. Consistency of estimates of
Peter M. Robinson +3 more
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Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Achieving environmental goals requires transformative change that supports the development of high‐tech industries for the deployment and diffusion of existing technologies. As technology evolves continuously, businesses in the high‐tech industry play a crucial role in this transition by introducing new technologies and practices that impact ...
Ismail Demirdag +3 more
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Financial Cointegration and the Vector Error Correction Model: The Case of MENA Countries
International Journal of Economics and Financial Issues, 2019 The aim of this paper is to study financial integration between emerging MENA countries and developed countries. We study short-term price series dynamics using Johansen's (1991) multivariate cointegration test to determine the number of cointegration ...
Kalai Lamia, Kasraoui Naziha
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