Hedge Ratio and Hedging Effectiveness in Indian Currency Futures Markets
Финансы: теория и практикаThe purpose of the study is to assess the efficacy of diverse hedge ratios computed using three econometric models: OLS, VECM, and BEKK-GARCH model.
N. Agrawal, P. Srinivasan
doaj +1 more source
Estimating a VECM for a small open economy
, 2018 One of the most popular ways to model macro economic variables is bythe vector error correction model (VECM). Besides forecasting and testing ofhypotheses, the VECM is often used for calculating impulse responses, whichdescribe how shocks today aect the
Lyhagen, Johan, Ankargren, Sebastian
core +2 more sources
The macroeconomic impact of Basel III on the Italian economy [PDF]
This paper provides an assessment of the costs of complying with Basel III for the Italian economy. The main findings are the following. For each percentage point increase in the capital ratio implemented over an eight-year horizon, the level of GDP ...
Alberto Locarno
core
Implementasi Vector Error Correction Model (VECM) dalam peramalan kurs rupiah, nilai ekspor, dan impor Indonesia [PDF]
ABSTRAK Kurs adalah nilai tukar suatu mata uang negara terhadap mata uang negara lain yang memiliki posisi sentral dalam perdagangan internasional, yaitu ekspor dan impor.
Maharani, Nur'aini Nanda
core
The hidden carbon impact of animal disease. [PDF]
PLoS One, 2023 Soliman T, Barnes A, Helgesen IS.
europepmc +1 more source
Model Vector Error Correction Model (VECM) merupakan pemodelan simultan yang dirancang pada variabel-variabel yang stasioner pada orde yang sama, serta terdapat hubungan kointegrasi.
Nurul, Hidayati +2 more
core +2 more sources
Competition and Collaboration in the AI Race: Country-LevelDirectional Evidence for Risk Monitoring and Policy. [PDF]
Risk AnalLiu P +6 more
europepmc +1 more source
Estimating a VECM for a small open economy [Elektronisk resurs]
, 2018 One of the most popular ways to model macro economic variables is bythe vector error correction model (VECM). Besides forecasting and testing ofhypotheses, the VECM is often used for calculating impulse responses, whichdescribe how shocks today aect the
Ankargren, Sebastian,, Lyhagen, Johan,
core
Decellularization method and tissue region impact the structural properties and composition of porcine vaginal extracellular matrix. [PDF]
Acta BiomaterEgnot ML +5 more
europepmc +1 more source
Modeling the impact of environmental and socioeconomic factors on health expenditure in Türkiye. [PDF]
iScienceErcan M +2 more
europepmc +1 more source