Search Results - subject:"Common Component"

Common components in co-integrated system and its estimation and application : evidence from five stock markets in Asia-Pacific Chinese Region

Liu, Hsiang-Hsi; Tseng, Chien-Kuo - In: Bulletin of applied economics 9 (2022) 2, pp. 101-121

Persistent link: https://www.econbiz.de/10013469715

Financial reforms, financial development, and economic growth in the Ivory Coast

Sanogo, Vassik; Moussa, Richard K. - In: Economies 5 (2017) 1, pp. 1-23

reforms for the Ivory Coast economic growth. Therefore, to achieve this goal, we first conducted a common component analysis …

Persistent link: https://www.econbiz.de/10011708745

Financial reforms, financial development, and economic growth in the Ivory Coast

Sanogo, Vassik; Moussa, Richard K. - In: Economies : open access journal 5 (2017) 1, pp. 1-23

reforms for the Ivory Coast economic growth. Therefore, to achieve this goal, we first conducted a common component analysis …

Persistent link: https://www.econbiz.de/10011613301

Modeling dependent credit rating transitions : a comparison of coupling schemes and empirical evidence

Boreiko, D. V.; Kaniovski, Yuri M.; Pflug, Georg - In: Central European journal of operations research : CEJOR … 24 (2016) 4, pp. 989-1007

Persistent link: https://www.econbiz.de/10011694781

Regional volatility: common or country-specific? Exploration of international stock market:

Mobarek, Asma; Li, Michelle - In: Studies in Economics and Finance 31 (2014), pp. 406-425

the fluctuations of common component of stock market volatility. Design/methodology/approach -The paper applies the time …, rather than country-specific ones, but this is not always the case. However, this common component is more stable in European … influence of a common component has been enhanced significantly during the current sub-prime financial crisis. Practical …

Persistent link: https://www.econbiz.de/10010939328

Regional volatility: common or country-specific? Exploration of international stock market

Mobarek, Asma; Li, Michelle - In: Studies in Economics and Finance 31 (2014) 4, pp. 406-425

the fluctuations of common component of stock market volatility. Design/methodology/approach – The paper applies the time …, rather than country-specific ones, but this is not always the case. However, this common component is more stable in European … influence of a common component has been enhanced significantly during the current sub-prime financial crisis. Practical …

Persistent link: https://www.econbiz.de/10015013972

Regional volatility: common or country-specific? : exploration of international stock market

Mobarek, Asma; Li, Michelle - In: Studies in economics and finance 31 (2014) 4, pp. 406-425

Persistent link: https://www.econbiz.de/10011339593

Discussion of "Inflation and Relative Price Asymmetry" by Ratfai, A.

Levy, Daniel - Volkswirtschaftliche Fakultät, … - 2007

This is a discussion of Ratfai (2007), presented at the 2007 Macroeconomics Workshop of the Rimini Center for Economic Analysis on "The Macroeconomics of Price Setting," May 10-11, 2007, University of Bologna, Rimini, Italy.

Persistent link: https://www.econbiz.de/10011107663

Assessing Financial Market Integration In Asia - Equity Markets

Yu, Ip-wing; Fung, Laurence; Tam, Chi-sang - Hong Kong Monetary Authority - 2007

Financial integration has strong implications for financial stability. On the one hand, financial integration among economies helps improve their capacity to absorb shocks and foster development. On the other hand, intensified financial linkages in a world of increasing capital mobility may also...

Persistent link: https://www.econbiz.de/10005736323

Discussion of "Lumpy Price Adjustments: A Microeconometric Analysis" by Dhyne, et al. (2007)

Levy, Daniel - Volkswirtschaftliche Fakultät, … - 2007

Discussion of "Lumpy Price Adjustments: A Microeconometric Analysis" by Emmanuel Dhyne, Catherine Fuss, Hashem Pesaran, and Patrick Sevestre (2007); Presented at the Spring 2007 Conference of the Deutsche Bundesbank and the Banque De France on "Micro-Data and Macroeconomic Implications," April...

Persistent link: https://www.econbiz.de/10005836083