Zobrazeno 1 - 10
of 984
pro vyhledávání: '"Markov regime switching"'
Publikováno v:
Journal of Economic and Administrative Sciences, 2022, Vol. 40, Issue 3, pp. 591-604.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JEAS-08-2021-0172
Publikováno v:
Cogent Economics & Finance, Vol 12, Iss 1 (2024)
This study provides evidence and proof of dynamic return connectedness alongside the revelation that certain macroeconomic factors determine the return connectedness of size-based industries of the Johannesburg Stock Exchange (JSE). The objective of
Externí odkaz:
https://doaj.org/article/b44d487baca44b8e8e1240f3999b97b6
Publikováno v:
اقتصاد باثبات, Vol 4, Iss 3, Pp 27-62 (2023)
Achieving a high and stable economic growth rate is a prerequisite for the development process and recognizing the factors affecting growth is one of the goals that is in the focus of economic planners. Therefore, the purpose of this study is to inve
Externí odkaz:
https://doaj.org/article/045b0c4b326e40b0a493cbe81a2f52d1
Autor:
Kimunio, Isaac, Maingi, Shem Wambugu
Publikováno v:
Journal of Hospitality and Tourism Insights, 2022, Vol. 6, Issue 4, pp. 1658-1667.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JHTI-09-2021-0245
Publikováno v:
Journal of Economic Studies, 2022, Vol. 50, Issue 3, pp. 525-543.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JES-03-2022-0154
Publikováno v:
IIMB Management Review, Vol 35, Iss 1, Pp 71-81 (2023)
We examine the dynamics of time-varying currency beta across Indian industries. Through the Markov regime switching model we try to check whether currency beta is also regime-dependent, similar to other financial variables. The paper finds that curre
Externí odkaz:
https://doaj.org/article/98a2f6a40a7545bf95798df94776f042
Autor:
Baykut, Ender, Özen, Ercan
Publikováno v:
Managing Risk and Decision Making in Times of Economic Distress, Part B
Examining the effect of credit on monetary policy with Markov regime switching: Evidence from Turkey
Autor:
İlhan Ali
Publikováno v:
Economics and Business Review, Vol 8, Iss 4, Pp 68-87 (2022)
This paper analyses the effect of credit on monetary policy responses for different regimes in Turkey. To do so, the Taylor rule augmented with the credit gap is estimated by using a Markov regime switching model from January 2006 to December 2019. T
Externí odkaz:
https://doaj.org/article/00c9d9c38c9845ac9753c090a6884412
Autor:
Banerjee, Ameet Kumar
Publikováno v:
The Journal of Risk Finance, 2022, Vol. 23, Issue 5, pp. 652-668.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JRF-04-2022-0095
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.