Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries [PDF]
The extent to which the stock market provides a hedge to investors against inflation is examined for African stock markets. By employing parametric and nonparametric cointegration procedures, we show that the point estimates of the elasticities of stock ...
Paul Alagidede, Theodore Panagiotidis
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The Loss of Raw Material Criticality: Implications of the Collapse of Saudi Arabian Oil Exports. [PDF]
Inter Econ, 2021 Blum U, Zhong J.
europepmc +1 more source
Time varying cointegration and the UK Great Ratios [PDF]
, 2018 We re-examine the great ratios associated with balanced growth models and ask whether they have remained constant over time. We first use a benchmark DSGE model to explore how plausible smooth variations in structural parameters lead to movements in ...
Kapetanios, George +3 more
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Declining export prices due to increased competition from NIC: Evidence from Germany and the CEEC [PDF]
, 2007 In this paper the export demand and supply of German manufacturing industry is estimated for the period 1993:1 through 2005:4. The Johansen (1991, 1994) procedure is applied to estimate the long-run relationship in a VECM. Special attention is pointed on
Gundel, Sebastian
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Periodically collapsing rational bubbles in exchange rate: A Markov-switching analysis for a sample of industrialised markets [PDF]
, 2006 This paper investigates the presence of periodically collapsing rational bubbles in exchange rates for a sample of industrialised countries. A periodically collapsing rational bubble is defined as an explosive deviation from economic fundamentals with ...
Ferreira, José Eduardo de A.
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Lumber Futures and Timberland Investment [PDF]
Using 20 years of data, we derive a pricing model for timberland market values. We examine the relationship between lumber futures, capitalization rates, anticipated inflation, anticipated construction and timberland value.
Alan J. Ziobrowski +2 more
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Credit spreads: theory and evidence about the information content of stocks, bonds and cdss [PDF]
, 2006 This paper presents a procedure for computing homogeneous measures of credit risk from stocks, bonds and CDSs. The measures are based on bond spreads (BS), CDS spreads (CDS) and implied stock market credit spreads (ICS).
Forte, Santiago +1 more
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Levado pelos fundamentos? Estimando o desalinhamento cambial Norte-Americano a partir de técnicas de cointegração [PDF]
, 2011 This paper aims to estimate the equilibrium real exchange rate for the United States economy. The equilibrium exchange rate is defined as the level of exchange that guarantees that the net foreign asset position is stable over time.
Fernandes Marçal, Emerson +1 more
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The Impact of Avian Influenza on Vertical Price Transmission in the Egyptian Poultry Sector [PDF]
In recent years, health risks have received increasing attention among consumers and created interest in analysing the relationship between food scares, food consumption and market prices.
Gil, Jose Maria +3 more
core +1 more source
Foreign private investment and economic growth in Nigeria: A cointegrated VAR and Granger causality analysis [PDF]
, 2011 This research uses a cointegration VAR model to study the contemporaneous long-run dynamics of theimpact of Foreign Private Investment (FPI), Interest Rate (INR) and Inflation rate (IFR) on Growth Domestic Products (GDP) in Nigeria for the period January
Abdullahi, F. Z. +2 more
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