Exploring Asymmetric GARCH Models for Predicting Indian Base Metal Price Volatility
Folia Oeconomica StetinensiaMany studies have been done in the field of predicting the Volatility of Commodities; however, very little or no analysis has been conducted on any sector, industry, or indices to identify which model is best to understand the asset’s characteristics, as
Kumar Arya +4 more
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e44 Pulmonary function testing for patients initiating methotrexate for inflammatory arthritis [PDF]
Rheumatology, 2018 Philip Yee, Mark Hughes
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Relationship of banking industry financial performance in ASEAN-6 countries: A panel data evidence
Journal of Economics and ManagementAim/purpose – This study examines the effects of non-performing loans (NPL), net interest margin (NIM), and capital adequacy ratio (CAR) on the return on equity (ROE) of banks in selected ASEAN countries, namely Indonesia, Malaysia, Thailand, Singapore ...
Aris Muhammad +3 more
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Financial Internet QuarterlyThe main objective of this study is to examine the relationship between globalization, financial development, human development and economic growth. The financial dimension of globalization, which is a multi-dimensional concept, is focused on, and the ...
Özgün Fergül
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Impact of Financial Development and Trade Liberalization on Economic Growth in Iran [PDF]
پژوهشهای اقتصادی, 2010 Economic liberalization policy has been among the major concern of the governments during the last few decades. However, its impact on economic growth is still a controversial issue.
ahmad jafari samimi +3 more
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Liquidity risk and liquidity timing in the cross-section of Indian equity mutual fund returns
Economics and Business ReviewThis study examines how aggregate market liquidity influences the cross-section of Indian equity mutual fund returns through two mechanisms: (1) funds’ long-run exposure to liquidity risk, and (2) managers’ time-varying liquidity timing.
Kumar Suresh, Ali Hyder
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Sovereign credit ratings and financial markets linkages: application to European data [PDF]
We use EU sovereign bond yield and CDS spreads daily data to carry out an event study analysis on the reaction of government yield spreads before and after announcements from rating agencies (Standard & Poor’s, Moody’s, Fitch).
Afonso, António +2 more
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The bank lending channel of monetary policy: identification and estimation using Portuguese micro bank data [PDF]
This paper investigates the existence of the bank-lending channel in the transmission of monetary policy using Portuguese micro bank data. In contrast to the conventional approach, which addresses the identification issue by resorting to reduced form ...
Farinha, Luísa, Robalo Marques, Carlos
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Factorization problem with intersection
, 2013 We propose a generalization of the factorization method to the case when $\mathcal{G}$ is a finite dimensional Lie algebra such that $\mathcal{G}=\mathcal{G}_0\oplus M \oplus N$ (direct sum of vector spaces), where $\mathcal{G}_0$ is a subalgebra in ...
Atnagulova, R. A., Sokolova, O. V.
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Comparing Exchange Market Pressure in West and Southern African Countries [PDF]
We compare the performance of Cape Verde and Mozambique concerning financial credibility as measured by Exchange Market Pressure, an institutional feature that has often been overlooked in the literature as a relevant institution for economies.
Lopes, Jose Mario, Santos, Fabio
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