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Impact of formal and informal finance on environmental sustainability in developing countries. [PDF]
Wu X, Gao X.
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Breaking the cycle: long-term socio economic determinants of child labour in SAARC countries. [PDF]
Magammana T +4 more
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SCARFISH: A new SCAR action group to co‐ordinate Antarctic fish research
Journal of Fish Biology, EarlyView.
Jilda Alicia Caccavo +57 more
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Exploring the impact of digital technology, circular technology and public management on environmental sustainability in emerging economies. [PDF]
Wei Y, Ali MSE, Bhat MA.
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A study on factors influencing the national carbon emission trading price in China. [PDF]
Liao M +6 more
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Average egg price: Mean reversion and persistence in a time series approach. [PDF]
Sarasola-Cullen A, Gil-Alana LA.
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Cointegration analysis of metals futures
Mathematics and Computers in Simulation, 2002The London Metal Exchange (LME) is a centre for spot and futures trading in the main industrially-used non-ferrous metals. In this paper, the market for 3-month LME copper futures contracts is analysed. The risk premium hypothesis and the cost-of-carry (COC) model are the standard theoretical models for pricing futures contracts, but these two models ...
Clinton Watkins, Michael McAleer
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Cointegration analysis of the Fed model
Finance Research Letters, 2005The Fed Model assumes that, the equity earnings yield follows the bond yield in the long run. This effect can be used to predict changes in the equity prices when the yields are far apart. Our tests based on a cointegration analysis of the United States, United Kingdom and German data indicate that the Fed model has predictive power.
Matti Koivu +2 more
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Cointegration analysis in the presence of outliers [PDF]
Summary: The effects of innovational outliers and additive outliers in cointegrated vector autoregressive models are examined and it is analyzed how outliers can be modelled with dummy variables. A Monte Carlo simulation illustrates that additive outliers are more distortionary than innovational outliers, and misspecified dummies may distort inference ...
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