Zobrazeno 1 - 10
of 351
pro vyhledávání: '"jel:F37"'
Autor:
Inkoo Lee, Sang Soo Park
Publikováno v:
Journal of Macroeconomics. 46:71-80
This paper analyzes the role of goods market frictions in accounting for the large and volatile deviations from the Law of One Price (LOP) in a framework of flexible prices. We draw a distinction between the goods market frictions that are required t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9c42b91d5ac75f1fee8dd2861fb378a4
https://doi.org/10.1016/j.jmacro.2015.08.001
https://doi.org/10.1016/j.jmacro.2015.08.001
Publikováno v:
International Review of Financial Analysis. 41:257-266
We develop several models to examine possible predictors of the return of gold, which embrace six global factors (business cycle, nominal, interest rate, commodity, exchange rate and stock price) extracted from a recursive principal component analysi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::18ea268cf9d650552877b61d5c6ed22d
https://doi.org/10.1016/j.irfa.2015.03.010
https://doi.org/10.1016/j.irfa.2015.03.010
Autor:
Giancarlo Gandolfo
Publikováno v:
Cambridge Journal of Economics. 39:1629-1643
Starting from a new continuous-time non-linear dynamic model of the exchange rate, we formally show that the introduction of a Tobin tax reduces speculators’ profit and influences the dynamics of the system, making it more stable and less prone to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::385421dda9198c650788883166a29e55
https://doi.org/10.1093/cje/bev054
https://doi.org/10.1093/cje/bev054
Publikováno v:
International Journal of Economics and Financial Issues, Vol 5, Iss 2, Pp 324-333 (2015)
Scopus-Elsevier
Volume: 5, Issue: 2 324-333
International Journal of Economics and Financial Issues
Scopus-Elsevier
Volume: 5, Issue: 2 324-333
International Journal of Economics and Financial Issues
The international portfolio diversification is a function of correlation of equity markets across countries and the amount of correlation one market has with another, decides the scope of portfolio diversification. The market having high correlation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::65f51c0582a4cb68427df2291bceddfd
https://dergipark.org.tr/tr/pub/ijefi/issue/31969/352130?publisher=http-www-cag-edu-tr-ilhan-ozturk
https://dergipark.org.tr/tr/pub/ijefi/issue/31969/352130?publisher=http-www-cag-edu-tr-ilhan-ozturk
Publikováno v:
Applied Economics. 47:1809-1821
Exploring the determinants and dynamics of the current account balance is one of the priorities of academic literature and policy circles. Although the effects of structural variables are deeply analyzed, a lesser attention has been paid to the impac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7fba84ec2553b4e7bbead1104f62d9cb
https://doi.org/10.1080/00036846.2014.1002897
https://doi.org/10.1080/00036846.2014.1002897
Autor:
Gábor Kutasi
Publikováno v:
Society and Economy. 37:109-127
The global crisis of 2008 caused both liquidity shortage and increasing insolvency in the banking system. The study focuses on credit default contagion in the Central and Eastern European (CEE) region, which originated in bank runs generated by non-p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fb5f44e674fca94c9979f93118e17e95
http://akademiai.com/content/q4313206360q417n/fulltext.pdf
http://akademiai.com/content/q4313206360q417n/fulltext.pdf
Autor:
Emir Zildzovic
Publikováno v:
Ekonomski Anali, Vol 60, Iss 204, Pp 31-60 (2015)
This paper studies the impact of fiscal policy and external shocks on the sustainability of Serbia?s external position. The key determinants of Serbia's current account balance are identified using model averaging techniques and are compared with est
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::df454b28beb89aab041847d1f08bb4cc
https://doi.org/10.2298/eka1504031z
https://doi.org/10.2298/eka1504031z
Autor:
Ogruk, Gokcen
Publikováno v:
International Journal of Economics and Financial Issues, Vol 4, Iss 4, Pp 909-919 (2014)
Volume: 4, Issue: 4 909-919
International Journal of Economics and Financial Issues
Volume: 4, Issue: 4 909-919
International Journal of Economics and Financial Issues
This paper evaluates the performance of carry trade strategies with implied Taylor rule interest rate differentials and compares the performance statistics of them over the naive carry trade strategy with actual interest rates. Carry trade, a currenc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::28c05cc08c552cda2a062f25194ad71a
https://dergipark.org.tr/tr/pub/ijefi/issue/31964/352060?publisher=http-www-cag-edu-tr-ilhan-ozturk
https://dergipark.org.tr/tr/pub/ijefi/issue/31964/352060?publisher=http-www-cag-edu-tr-ilhan-ozturk
Publikováno v:
Econometric Reviews. 34:32-55
We construct factors from a cross section of exchange rates and use the idiosyncratic deviations from the factors to forecast. In a stylized data generating process, we show that such forecasts can be effective even if there is essentially no serial
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::147bb36771d7482dc33f8dc4db475c38
https://doi.org/10.1080/07474938.2014.944467
https://doi.org/10.1080/07474938.2014.944467
Publikováno v:
Journal of Risk & Control. 1(1):31-49
This paper investigates the market-risk-hedging effectiveness of the Taiwan Futures Exchange (TAIFEX) stock index futures using daily settlement prices for the period from July 21, 1998 to December 31, 2010. The minimum variance hedge ratios (MVHRs)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::0d6cc8247d989bca0cd74e7304f3d401
http://www.riskmarket.co.uk/jrc/journals-articles/issues/1_1_3-2/?download=attachment.pdf
http://www.riskmarket.co.uk/jrc/journals-articles/issues/1_1_3-2/?download=attachment.pdf