Results 1 to 10 of about 969 (77)
Fórmula de valoração racional (RVF) e variabilidade no tempo das taxas de retornos de ativos
Revista Contabilidade & Finanças, 2013 O relacionamento de longo prazo e o correspondente mecanismo de correção de erros no curto prazo, entre dados agregados de preço e dividendos, é estudado no presente trabalho, através dos conceitos de fórmula de valoração racional e cointegração variante
Alexandre Ripamonti
doaj +1 more source
Impact of China's currency valuation and labour cost on the US in a trade and exchange rate model [PDF]
, 2013 Ricardian dynamic general equilibrium analyses show that under free trade arrangements a low income country with lower wage cost and large endowment of labour has comparative advantage in trade.
Bhattarai, Keshab, Mallick, Sushanta
core +1 more source
Historical impact of technological change on the US mass media advertising expenditure [PDF]
, 2015 Historically, the U.S. advertising industry has been experiencing enormous movements as a result of rapid advances in the media technology and the business cycle. In this paper, we study the historical behavior of the U.S.
Esteban-Bravo, Mercedes +2 more
core +1 more source
Price Discovery and Efficiency in Uniswap Liquidity Pools
Journal of Futures Markets, Volume 45, Issue 8, Page 1023-1048, August 2025.ABSTRACT Using almost three years of minute‐level data, we show that the efficiency of Uniswap v3 is much improved relative to v2, and some v3 pools are approaching or even exceeding Bitstamp in terms of price discovery ability. Regression results suggest that the channels of influence for these improvements are an increase in informed liquidity ...
Carol Alexander +3 more
wiley +1 more source
Time-Lagged Dynamics of Risk and Prevention Communication in COVID-19 News in South Korea
SAGE OpenThis study investigates the temporal dynamics and causal relationships among risk-focused, prevention-focused, and mixed (risk and prevention) media messages during the early stage of the COVID-19 outbreak in South Korea, from December 31, 2019 to ...
Heon Baek
doaj +1 more source
Revista Contabilidade & Finanças, 2013 O relacionamento de longo prazo e o correspondente mecanismo de correção de erros no curto prazo, entre dados agregados de preço e dividendos, é estudado no presente trabalho, através dos conceitos de fórmula de valoração racional e cointegração variante
Alexandre Ripamonti
doaj
An Econometric Analysis of Demand for Money and its Stability in Tanzania [PDF]
, 2017 . This paper examines the determinants of demand for money and its stability in Tanzania using annual time series data spanning from 1966 to 2015. Economic analysis of the money demand function is facilitated by the Johansen cointegration, vector ...
EPAPHRA, Manamba
core +2 more sources
Anempirical model of daily highs and lows [PDF]
, 2006 We construct an empirical model for daily highs and daily lows of US stock indexes based on the intuition that highs and lows do not drift apart over time.
Cheung, Yin-Wong
core
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective [PDF]
Understanding the causal relationship between financial development and economic growth is important in enhancing the economy of a nation. Using the autoregressive distributed lag (ARDL) bounds test approach, this study finds that stock market ...
Chee Keong Choong +3 more
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Explosive Roots in Level Vector Autoregressive Models [PDF]
Level vector autoregressive (VAR) models are used extensively in empirical macroeconomic research. However, estimated level VAR models may contain explosive roots, which is at odds with the widespread consensus among macroeconomists that roots are at ...
Hammad Qureshi
core