Results 181 to 190 of about 67,836 (307)

Monetary Policy, Investor Sentiment and Stock Price Bubble: Evidence From China

open access: yesAccounting &Finance, EarlyView.
ABSTRACT The empirical results indicate that an increase in interest rates may stimulate a significant and persistent stock price bubble, which is consistent with rational asset price bubble theory. This finding suggests that central banks should implement anti‐turbulent monetary policy with caution, since inappropriate tightening may unintentionally ...
Jiahao Gong   +3 more
wiley   +1 more source

Panel Cointegration Tests of the Fisher Effect [PDF]

open access: yes
Most empirical evidence suggest that the Fisher effect, stating that inflation and nominal interest rates should cointegrate with a unit slope on inflation, does not hold, a finding at odds with many theoretical models.
Westerlund, Joakim
core   +1 more source

Long‐run confidence: Estimating uncertainty when using long‐run multipliers

open access: yesAmerican Journal of Political Science, EarlyView.
Abstract Researchers are often interested in the long‐run relationship (LRR) between variables where the dependent variable has dynamic properties. Though determining the long‐run multiplier (LRM) for an independent variable is straightforward, correctly estimating the significance of the LRM is often difficult, especially when time series are short ...
Mark David Nieman, David A. M. Peterson
wiley   +1 more source

Between Cryptocurrencies' Risk and Crypto Environmental Attention: The Crypto Environment Attention Index and Volatility in the Cryptocurrencies Market Nexus

open access: yesBusiness Ethics, the Environment &Responsibility, EarlyView.
ABSTRACT This study investigates the impact of environmental attention on cryptocurrency market volatility by introducing the Crypto Environmental Attention Index (CEAI), a new metric inspired by Wang et al. (2022) and constructed using daily web search data.
Ines Ghazouani   +2 more
wiley   +1 more source

Cointegration in panel data with breaks and cross-section dependence [PDF]

open access: yes
The power of standard panel cointegration statistics may be affected by misspecification errors if proper account is not taken of the presence of structural breaks in the data.
Banerjee, Anindya   +1 more
core  

Brain Drain and Productivity Growth: Evidence From South Africa, 1947–2019

open access: yesEconomics of Transition and Institutional Change, EarlyView.
ABSTRACT This paper provides empirical evidence of how high‐level human capital outflow could affect TFP‐based economic development and vice versa. The concern of potential endogeneity between brain drain and economic development is addressed directly.
Johannes Fedderke, Xiaodi Dong
wiley   +1 more source

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