Results 81 to 90 of about 16,685 (283)
International Journal of Finance &Economics, EarlyView.ABSTRACT This research aims to explore and understand the dynamic nature of volatility connectedness between BRICS stock markets and various asset price implied volatility indices through a TVP‐VAR broadened connectedness approach. Results display nontrivial dynamic connectedness in the BRICS stock markets and uncertainties in different markets during ...
Halilibrahim Gökgöz +3 more
wiley +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT We develop a theoretical framework that extends the Bernanke and Blinder model to incorporate imperfect substitution between internal and external finance of firms to study the operation of both the bank lending and the balance sheet channels of monetary transmission in the US.
Sophocles N. Brissimis +1 more
wiley +1 more source
Comparative Analysis of Investment Funds Stocks-based Portfolios and BET Stocks-based Portfolios [PDF]
Theoretical and Applied Economics, 2010 In this paper we intend to find out what is the best choice of stocks-based portfolio. The major goal is to find whether is more efficient to invest the whole capital in a single sector, like financial investments, or to create a diversified portfolio ...
Ion STANCU, Elena RADU (STANGA)
doaj
On Optimal Currency Areas: Common Shocks Versus Common Persistence of Shocks
International Journal of Finance &Economics, EarlyView.ABSTRACT The Optimal Currency Area (OCA) literature has been focusing on the co‐movement of business cycle shocks as a key policy criterion. We document in a simple Barro–Gordon framework that, in addition to a high correlation of shocks, a common persistence of shocks is a relevant OCA criterion.
Louisa Grimm +2 more
wiley +1 more source
Cointegration in a macroeconomic system [PDF]
Journal of Applied Econometrics, 1990 AbstractThis paper investigates the long‐run relationships within a set of six quarterly time‐series on the Austrian economy by means of cointegration. After analysing the univariate properties, especially with respect to the appropriate seasonal filter, the maximum‐likelihood method proposed by Johansen (1988) is applied to estimate and test the ...
Kunst, Robert M., Neusser, Klaus
openaire +3 more sources
Climate Change and Investors' Behaviour: Assessing a New Type of Systematic Risk
International Journal of Finance &Economics, EarlyView.ABSTRACT This study explores how temperature anomalies, a novel form of systematic risk, affect financial markets, expanding the traditional understanding of market‐wide risks. While climate change is becoming an important consideration, the extent to which temperature anomalies disrupt economic activities and influence stock returns is urgently needed
Natthinee Thampanya, Junjie Wu
wiley +1 more source
Accounting &Finance, Volume 62, Issue 4, Page 4359-4380, December 2022., 2022 Abstract This paper examines the long‐run relationship between residential property prices and economic policy uncertainty (EPU) in seven Australian capital cities. Using the panel nonlinear autoregressive distributed lag model, we analyse the asymmetric effect of EPU on Australian house and apartment (unit) prices over the period 2001–2021. The EPU is
IKM Mokhtarul Wadud +3 more
wiley +1 more source
Spatial Price Transmission of Milk Prices Among the Visegrad Countries
Visegrad Journal on Bioeconomy and Sustainable Development, 2017 When trading with homogenous goods, consumers are not able to distinguish between individual goods and thus not willing to pay a higher price, if the same product is available for lower price.
Vargova Lucia, Rajcaniova Miroslava
doaj +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This study analyses the implications of uncertainty, the regulatory and economic environment, and the monetary policy regime for bank performance. Employing multiple indicators of bank performance and underlying explanatory factors, we used a novel set of empirical approaches including Fixed Effects, Random Effects, Panel Fully Modified Least ...
Asma Nasim +2 more
wiley +1 more source
Non‐standard Employment and Rent‐sharing
Economica, Volume 90, Issue 357, Page 178-211, January 2023., 2023 In this paper, we analyse how non‐standard (or non‐regular) employment affects the capacity of regular workers to appropriate rents. In this context, we first extend the theoretical framework of Estevão and Tevlin to account for the heterogeneity of labour (regular and non‐regular workers).
Kyoji Fukao +2 more
wiley +1 more source