Results 61 to 70 of about 38,619 (254)
Misconceptions in Application of Time series Models: The Abuse of ARDL Model [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2011 Studies in applied econometrics and related disciplines are widely using time series techniques. Sound application of these techniques requires the satisfaction of their underlying assumptions. One of these techniques is ARDL Model.
Teimur Mohammadi
doaj
Correlation, price discovery and co-movement of ABS and equity [PDF]
, 2005 Asset-backed securitization (ABS) has become a viable and increasingly attractive risk management and refinancing method either as a standalone form of structured finance or as securitized debt in Collateralized Debt Obligations (CDO).
Jobst, Andreas A.
core
Interplay Between Green Investment and Market Price Premia in Global Shipping
International Journal of Finance &Economics, EarlyView.ABSTRACT Existing research emphasises that the driver of green investment is its future profitability. This paper shows that other investors' decisions also influence green investment. We take the example of scrubber installation in shipping, which is optional by regulation but has an established market for trading its underlying asset.
Yao Shi +4 more
wiley +1 more source
Testing for Codependence of Non-Stationary Variables [PDF]
, 2010 We analyze non-stationary time series that do not only trend together in the long run, but restore the equilibrium immediately in the period following a deviation.
Trenkler, Carsten, Weber, Enzo
core
A partially linear approach to modelling the dynamics of spot and futures prices [PDF]
, 2008 In this paper we consider the dynamics of spot and futures prices in the presence of arbitrage. We propose a partially linear error correction model where the adjustment coefficient is allowed to depend non-linearly on the lagged price difference.
Gaul, Jürgen, Theissen, Erik
core +1 more source
Sustainable Development, EarlyView.ABSTRACT This paper examines the nexus between financial markets (FM), mineral resources, and global energy transitions (ET) between 1990 and 2023 in the 20 leading countries exporting mineral resources, focusing on their impact on environmental sustainability.
Hamza Akram +5 more
wiley +1 more source
MEASURING THE IMPACT OF INFLATIONARY PRESSURES ON FOREIGN TRADE IN AGRICULTURAL COMMODITIES AND LIVE ANIMALS: A CASE STUDY OF IRAQ [PDF]
مجلة الأنبار للعلوم الزراعيةThis paper investigated the impact of inflationary pressures on foreign trade in agricultural commodities and live animals for the Iraqi economy for 2004-2022.
N. M. Kokaz, S. A. Hammad
doaj +1 more source
Determinants of Economic Growth: The Case of The United States of America
JDE (Journal of Developing Economies), 2022 The purpose of this article is to find long- and short-term determinants of U.S. economic growth over the period 1970-2016. By using cointegration analysis and vector error correction models, we compensated for many variables that were not previously ...
Sayef Bakari, Sofien Tiba
doaj +1 more source
International journal of research in finance and management, 2020 The present paper deals with the relationship between FDI, GDP and DI using a vector error-correction model (VECM). The empirical model is based on quarterly data for the period 2010-2019 in Uzbekistan.
Kobilov A, Kurbonov O
semanticscholar +1 more source
Business Ethics, the Environment &Responsibility, EarlyView.ABSTRACT This study investigates the impact of environmental attention on cryptocurrency market volatility by introducing the Crypto Environmental Attention Index (CEAI), a new metric inspired by Wang et al. (2022) and constructed using daily web search data.
Ines Ghazouani +2 more
wiley +1 more source