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
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
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
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
Linear Vector Error Correction Model Versus Markov Switching Vector Error Correction Model To Investigate Stock Market Behaviour [PDF]
, 2014 The stock market can reflect the economy of a country. The movement of the stock market index may imply the economic condition in general. The 1997 Asian Financial Crisis and the 2008 Global Economic Crisis are examples of share depressions that ...
Ismail, Mohd Tahir +2 more
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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
Finance-growth-crisis nexus in Asian emerging economies: Evidence from VECM and ARDL assessment [PDF]
, 2012 This paper examines the causal relationship between financial development, economic growth and financial crisis in the five Asian emerging economies (India, Indonesia, South Korea, Malaysia and Thailand) during the period 1982 to 2007.
Dahalan, Jauhari, Fukuda, Takashi
core
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