Results 41 to 50 of about 2,910 (216)

Stock market return predictability: Google pessimistic sentiments versus fear gauge

open access: yesCogent Economics & Finance, 2017
This study aims at comparing Google Search Volume Indices (GSVIs—including market crash and bear market) and VIX (Investor Fear Gauge Index) in terms of explaining the S&P 500 returns. The VIX is found a more robust predictor of stock market returns than
Ume Habibah   +2 more
doaj   +1 more source

Asymmetric effects of long‑term war on human resource development in Afghanistan: evidence from NARDL approach [PDF]

open access: yes
This study explores the effects of war on human resource development in Afghanistan using non-linear autoregressive distributed lags (NARDL) and asymmetric causality analysis.
Rahman, Mohammad Mafzur   +2 more
core   +1 more source

Determinants of Exports from selected Latin American countries (Argentina, Brazil and Mexico): ARDL and NARDL models

open access: yes, 2020
This study develops an empirical investigation on the exports determinants for three selected Latin American countries – Brazil, Argentina and Mexico – for the period of the first quarter of 1997 to the fourth quarter of 2018. We estimated autoregressive
Cavessana, Letícia Vieira
core   +1 more source

Hisse Senedi Piyasası Oynaklığı Konjonktür Dalgalanmalarını Nasıl Etkiler? Türkiye’den Asimetrik Kanıtlar

open access: yesEkonomi, Politika & Finans Araştırmaları Dergisi, 2023
Bu çalışmanın amacı, 1998-2022 çeyreklik dönemi için, Türkiye’de hisse senedi piyasası oynaklığının konjonktür dalgalanmalarını nasıl etkilediğini araştırmaktır.
Veysel Karagöl
doaj   +1 more source

Pricing Dynamics in the US Hemp Market: A Vertical Price Transmission Analysis of the Hemp Value Chain

open access: yesAgribusiness, EarlyView.
ABSTRACT The US hemp market is a new and nascent industry that has been devoid of research for about half a century. This study examined the effects of exogenous shock on price at each phase of the value chain—Farm (hemp biomass), and its impact on prices at other phases of the value chain—Intermediary Processor (crude cannabidiol hemp) and Final ...
Solomon Odiase   +2 more
wiley   +1 more source

Kredi Temerrüt Swapları ve Makroekonomik Değişkenler Arasındaki İlişkinin Analizi

open access: yesEkonomi, Politika & Finans Araştırmaları Dergisi, 2023
Kredi Temerrüt Swap (CDS) primleri, ülkelerin kredi riskinin bir göstergesi olarak kabul edilmektedir. Bu çalışmada Türkiye’nin CDS primlerini etkileyen makroekonomik faktörlerin belirlenmesi amaçlanmaktadır.
Ayşegül İşcanoğlu Çekiç   +1 more
doaj   +1 more source

Vertical Price Transmission in Food Markets: New Evidence From Meta‐Analysis

open access: yesAgribusiness, EarlyView.
ABSTRACT A growing body of empirical research has examined price dynamics along the food supply chain, yet findings remain heterogeneous and often conflicting. This study conducts a meta‐analysis of 140 studies, totaling 652 observations, to examine (1) the reported presence of asymmetric price transmission and (2) the reported direction of price ...
Sushan K C   +2 more
wiley   +1 more source

Asymmetric Cashless Multipliers: NARDL Evidence on Indonesia

open access: yesBusiness and Economic Analysis Journal
This paper investigates whether positive and negative shocks to payment digitalisation in Indonesia have asymmetric effects on real household consumption and Gross Domestic Product (GDP). Using quarterly data from 2015Q1–2025Q4, a Cashless Payment System Index (CPSI) is constructed through Principal Component Analysis based on debit cards, credit cards,
Erman Denny Arfinto   +2 more
openaire   +1 more source

NARDL bound tests.

open access: yes, 2023
Like many other countries, the economy and society of Japan have been severely affected by the COVID-19 outbreak, and the fishery sector particularly seafood is no exception. Among seafood, since luxury seafood is more commonly consumed at restaurants it
Arifa Jannat (17102383)   +2 more
core   +1 more source

Envisaging the asymmetrical association among FDI, ICT, and climate change: a case from developing country

open access: yesCarbon Management, 2021
This investigation utilized the Non-Linear Autoregressive Distributed Lag (NARDL) approach to ascertain the non-linear influence of FDI and ICT on CO2 emission in Pakistan.
Khurram Shehzad   +2 more
doaj   +1 more source

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