Results 121 to 130 of about 23,114,135 (294)
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
Cointegration and Forward and Spot Exchange Rate Regressions [PDF]
In this paper we investigate in detail the relationship between models of cointegration between the current spot exchange rate, st, and the current forward rate, ft, and models of cointegration between the future spot rate, st+1, and ft and the ...
Eric Zivot
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
An Analysis of Cointegration: Investigation of the Cost-Price Squeeze in Agriculture [PDF]
The differences in prices paid and prices received by farmers are examined using cointegration analysis. A Johansen cointegration test between prices paid and prices received revealed that the series were cointegrated.
Bryant, Henry L. +3 more
core +1 more source
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
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
The Monitoring of Macroeconomic Indicators Based on Studying their Non-Stationary Dynamics in the Context of Implementing the Strategy of Sustainable Socio-Economic Development of the State [PDF]
Problemi Ekonomiki, 2016 The article suggests the application of modern tools for monitoring macroeconomic indicators and studying their non-stationary dynamics in the context of implementing the strategy of sustainable socio-economic development of the state on the basis of ...
Bril Mykhailo S.
doaj
EUROPEAN RAPESEED AND FOSSIL DIESEL: THRESHOLD COINTEGRATION ANALYSIS AND POSSIBLE IMPLICATIONS [PDF]
For European operators of biofuels plants there are not many hedge vehicles available to hedge operational margins. Cross hedges for rapeoil (with the rapeseed futures contract) and RME (with the NYMEX diesel futures contract) could be useful instruments.
Kastner, Gregor, Ziegelback, Martin
core +1 more source
On Measuring the Welfare Cost of Inflation
Journal of Money, Credit and Banking, EarlyView.Abstract This paper uses neoclassical monetary demand theory to measure the welfare cost of inflation. It uses the microeconomic‐ and aggregation‐theoretic approach to the demand for money, that integrates the demand for money with the demands for consumption and leisure, and provides a comparison between the consumer surplus approach based on ...
APOSTOLOS SERLETIS, LIBO XU
wiley +1 more source
Ekonomika Poljoprivrede (1979)The purpose of the paper is to investigate the impact of crude oil prices and domestic macroeconomic uncertainty on food prices in Serbia over the period 2007-2022.
Zorica Mladenović, Emilija Milošević
doaj +1 more source