Results 121 to 130 of about 32,224 (224)

Investıgatıon Of Borsa Istanbul Bank Index And Monetary Policy Instruments With Johansen Cointegration Method

open access: yesSelçuk Üniversitesi Sosyal Bilimler Meslek Yüksekokulu Dergisi
Banks are among the most important actors in the economy due to their role as market makers. The banking sector stands out as one of the sectors with the highest liquidity. Borsa Istanbul (BIST) Bank Index represents the index of banks whose shares are traded on the stock exchange in Turkey.
Mesut Fenkli   +2 more
openaire   +2 more sources

A DYNAMIC IMPORT DEMAND ANALYSIS OF HONDURAN COFFEE [PDF]

open access: yes
The responsiveness of import demand for Honduran coffee to changing economic environments in its main trading partners was studied. Estimation included Johansen cointegration analysis and VAR models with Monte Carlo simulated error bands.
Andino, Jose, Kennedy, P. Lynn
core   +1 more source

Money Demand Stability under Currency Substitution: Some Recent Evidence [PDF]

open access: yes, 2004
This study deals with the issue of independent monetary policy and the stability of the domestic money demand function in the presence of currency substitution and capital mobility in five Asian economies.
Chaisrisawatsuk, Santi   +2 more
core   +1 more source

Investigating the Bank-Lending Channel in South Africa: A VAR Approach [PDF]

open access: yes
The monetary policy transmission mechanism can broadly be categorised into three separate channels: the interest rate channel, the credit channel and the other asset price channel.
Kirsten L. Ludi, Marc Ground
core  

Financial Integration for India Stock Market, a Fractional Cointegration Approach [PDF]

open access: yes
The Indian stock market is one of the earliest in Asia being in operation since 1875, but remained largely outside the global integration process until the late 1980s. A number of developing countries in concert with the International Finance Corporation
Aman Agarwal, Jun Du, Wing-Keung Wong
core  

Estimating long-run elasticities of rural wage determinants in Indonesia : the Johansen cointegration method

open access: yes, 2012
This thesis examines the rural-urban linkage in Indonesia by investigating the degree of integration between the rural labor market and the urban labor market in Indonesia. It focuses on finding the determinants of rural wage rates in Indonesia, which from policy perspective is especially important since most Indonesian poor work as agricultural ...
openaire   +1 more source

Art and Money [PDF]

open access: yes
This paper investigates the impact of equity markets and top incomes on art prices. Using a newly constructed art market index, we demonstrate that equity market returns have had a significant impact on the price level in the art market over the last two
Goetzmann, W.   +2 more
core   +1 more source

Oil and gas market in the UK: evidence from a cointegration approach [PDF]

open access: yes
The paper examines the relationship between UK wholesale gas prices and the Brent oil price over the period 1996-2003. Tests for Unit Roots and Cointegration are carried out and it is discovered that a long run equilibrium relationship between UK gas and
Emilie Rutledge, Theodore Panagiotidis
core  

Integración e transmisión de prezos entre os mercados de millo e do polo de engorde en Brasil

open access: yesRevista Galega de Economía, 2013
The objective of this paper is to evaluate the dynamics of price transmission between corn and poultry markets in Brazil from 2000 to 2010. The Dickey-Fuller Generalized Least Square (DF-GLS) unit root test, the Granger causality (1969), the Johansen ...
Carlos Eduardo Caldarelli
doaj  

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