Results 121 to 130 of about 38,619 (254)

The impact of inflation and interest rates on real estate indices in the US and EU [PDF]

Anali Ekonomskog fakulteta u Subotici
This paper investigates the relationship between real estate indices, inflation and interest rates in both Europe and the USA. The main objective is to examine the impact of inflation and interest rates on the respective real estate indices and test ...
Cicmil Danica
doaj   +1 more source

Hedging Effectiveness of Constant and Time Varying Hedge Ratio in Indian Stock and Commodity Futures Markets [PDF]

This paper examines hedging effectiveness of futures contract on a financial asset and commodities in Indian markets. In an emerging market context like India, the growth of capital and commodity futures market would depend on effectiveness of ...
Pandey, Ajay
core  

Study on the impacts of Shanghai crude oil futures on global oil market and oil industry based on VECM and DAG models

Energy, 2021
Qi Zhang, Peng Di, Arash Farnoosh
semanticscholar   +1 more source

A Survey of the Causality Relation between Energy Consumption and Economic Growth in Iran [PDF]

International Journal of Management, Accounting and Economics, 2014
The study of the reasons of economic growth is of great importance and it is always considered by many economists. Improving life quality of people and increasing public welfare are the goals of various governments in the world and economic growth is one
Masoud Nonejad, Sarvoldin Fathi
doaj  

ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI LIKUIDITAS BANK SYARIAH DI INDONESIA MENGGUNAKAN METODE VECTOR ERROR CORRECTION MODEL (VECM)

, 2019
This study aims to analyze the factors that affect the liquidity of Islamic banks in Indonesia. The analysis is carried out using sequential monthly data published by Bank Indonesia in the period 2010 to 2018.
Ayif Fathurrahman, Firsha Rusdi
semanticscholar   +1 more source

Compliance Costs and Financial Performance of Deposit Money Banks in Nigeria

Pan-African Journal of Education and Social Sciences, 2023
The study investigated the effect of compliance costs on the financial performance of deposit money banks in Nigeria. The variables comprising compliance costs are audit fees, AMCON fees, insurance costs, pension contribution costs, and professional fees.
Stella Ogechukwu Okezie, Samuel Chinedu Okereke   +1 more
doaj  

Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates [PDF]

To date the cointegrating properties and the regime-switching behavior of the term structure are two separate strands of the literature. This paper integrates these lines of research and introduces regime shifts into a cointegrated VAR model.
Peter Tillmann
core  

Bargaining Models of the Iranian Natural Gas Exports to Western Europe: A VECM Approach [PDF]

پژوهشهای اقتصادی, 2008
Iran plans to export natural gas (NG) to Western Europe using a system of pipelines running through Iran, Turkey, and Western Europe. International gas pricing is usually undertaken through negotiations between buyers and sellers on a bilateral basis ...
Behnam Shahreaar, Abdolhamid Khosravi, Ali Sayyadzadeh   +2 more
doaj  

On the robustness of cointegration tests when series are fractionally integrated [PDF]

, 1996
This paper shows, analytically and numerically, the effects of a misspecification in the degree of integration on testing for cointegration. Johansen LR tests tend to find too much spurious cointegration while the Engle-Granger test shows a more robust ...
Gonzalo, Jesús, Lee, Tae-Hwy
core   +1 more source

Drugs and Violence in Colombia: a VECM Analysis [PDF]

, 2009
It has been widely argued that the production of illegal drugs, particularly cocaine, has financed guerrilla activity in Colombia. This paper uses quarterly time-series data for Colombia 1994-2005 to examine the interaction between legal agricultural production, illegal agricultural production of drugs and the number of guerrilla attacks.
Tomás González, Ron P Smith
openaire   +2 more sources