Linkages between gold and Latin American equity markets: portfolio implications [PDF]
Purpose – The authors aim to examine the mean and volatility linkages between the gold market and the Latin American equity markets in the entire sample period and two crises periods, namely the US financial crisis and the Chinese crash.
Imran Yousaf+3 more
doaj +1 more source
Do average higher moments predict aggregate returns in emerging stock markets? [PDF]
Purpose – It has been demonstrated in the US market that expected market excess returns can be predicted using the average higher-order moments of all firms. This study aims to empirically test this theory in emerging markets. Design/methodology/approach
Sumaira Chamadia+2 more
doaj +1 more source
Re-examining the impact of financial intermediation on economic growth: evidence from Turkey [PDF]
Purpose – This study seeks to investigate the impact of financial intermediation on economic growth in Turkey using annual data spanning 1970–2017. Design/methodology/approach – Based on the results of the augmented Dickey–Fuller and Phillips–Perron unit
Ibrahim Nandom Yakubu+2 more
doaj +1 more source
Thirty years of the Journal of Derivatives and Quantitative Studies: a bibliometric analysis [PDF]
This paper investigates a retrospective on the Journal of Derivatives and Quantitative Studies (JDQS) on its 30th anniversary based on bibliometric. JDQSs yearly publications, citations, impact factors, and centrality indices grew up in early 2010s, and ...
Jun Sik Kim, Sol Kim
doaj +1 more source
Predictability in securities price formation: differences between developed and emerging markets [PDF]
Purpose – This paper examines whether there are differences in the nature of the price discovery process across established versus emerging stock markets using a twenty-country sample.
Silvio John Camilleri+2 more
doaj +1 more source
While prior studies have examined the predictive effect of macroeconomic and country risk components on property stock index dynamics, limited explanations exist in the literature regarding the time-varying effect of investor sentiment on housing prices.
Muzindutsi Paul-Francois+3 more
doaj +1 more source
تأملی فقهی – اقتصادی در بازار تبعی [PDF]
بهمنظور تصمیمگیری و برنامهریزی در امور اقتصادی لازم است موضوعات مرتبط با آن را خوب بشناسیم. یکی از بخشهای بازار سرمایه که میتواند نقش قابلملاحظهای در فعالتر شدن این بازار در اقتصاد ایران بازی نماید «بازار تبعی» است؛ بازاری که بهعنوان بازوی بازار
سیدصادق طباطبائینژاد
doaj +1 more source
Dependence between foreign trade performance and exchange rate volatility: Panel ARDL approach
The purpose of this study is to analyse the influence of exchange rate shocks on foreign trade (exports and imports) of fifteen economies within the ECOWAS sub-region.
Oyinlola Mutiu Abimbola+2 more
doaj +1 more source
The impact of economic uncertainty and financial stress on consumer confidence: the case of Japan [PDF]
Purpose – This study explores the response of consumer confidence in policy uncertainty in the Japanese context. The study also considers the dynamism of stock market behavior and financial stress and its impact on consumer confidence, which has remained
Sudeshna Ghosh
doaj +1 more source
Blockchain effect on the New Connect Stock Exchange
Aim/purpose – Blockchain is a distributed database system widely popular in social and business spheres. As a result, interest in blockchain technology is utilised by listed companies, who, thanks to the announcement of blockchain application, record a ...
Marcinkowska Elżbieta
doaj +1 more source