Results 71 to 80 of about 13,809 (179)
A generalized VECM/VAR-DCC/ADCC framework and its application in the Black-Litterman model
, 2018 PurposeThe existing literature on the Black-Litterman (BL) model does not offer adequate guidance on how to generate investors’ views in an objective manner.
Qi Deng
core +1 more source
Agro EkonomiRice is a strategic food commodity for Indonesia. Most Indonesians, 95 percent consume rice as their staple food. However, Indonesia still imports rice to fulfil its domestic rice needs.
Muhammad Ali Yafi +2 more
doaj +1 more source
Education and the Shadow Economy: A Panel Cointegration Analysis
Kyklos, Volume 79, Issue 4, Page 910-920, November 2026.ABSTRACT This study examines the impact of education on the shadow economy across 132 countries over the period 1991–2020. To this end, panel cointegration and panel error‐correction models are employed. The results of the panel cointegration tests indicate a stable long‐term relationship among the selected variables.
Salvatore Ciucci
wiley +1 more source
JDE (Journal of Developing Economies)This literature explains the influence of credit card, debit card, and e-money transaction values on Indonesia’s M1 and M2 money supplies. Time series data from January 2010 to August 2023 are used taken from the official websites of Bank Indonesia and ...
Mazraaten Thoyyibah, Wasiaturrahma
doaj +1 more source
International Journal of Finance &Economics, Volume 31, Issue 4, Page 4667-4686, October 2026.ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho +3 more
wiley +1 more source
Effect of Macroeconomic Factors on Economic Growth in Indonesia
JDE (Journal of Developing Economies)Indonesia’s GDP growth from 2007 to 2022 shows a significant trend, reflecting the positive dynamics of a growing economy. This growth is influenced by macroeconomic factors such as inflation, interest rates, unemployment, fiscal and monetary policies ...
Hafidz Zainul Mustofa, Moh. Faizin
doaj +1 more source
Equities drive the currency: Evolving dynamics of Korea's financial system
Review of Financial Economics, Volume 44, Issue 4, October 2026.Abstract This study investigates the evolving dynamic relationships between exchange rates, price level, interest rates, and the Korea Composite Stock Price Index (KOSPI) in the context of Korea's rapidly transforming economy from January 1982 to February 2025. Employing a comprehensive empirical framework that integrates cointegration analysis, vector
Myeong Hwan Kim
wiley +1 more source
Economic Growth, Foreign Investments and Exports in Romania: A VECM Analysis
, 2016 The present paper deals with the relationship between GDP, FDI and merchandise exports using a vector error-correction model (VECM). The empirical model is based on quarterly data for the period 2005-2014 in Romania. The Granger causality test indicate a
Oana Cristina Popovici +1 more
core
Business Ethics, the Environment &Responsibility, Volume 35, Issue 4, Page 2886-2904, October 2026.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