Search Results - subject:"Error Correction Model (ECM)"

What drives house prices in Europe

Ciocchetta, Federica; Guglielminetti, Elisa; Mistretta, … - 2023

Persistent link: https://www.econbiz.de/10014285466

Determinants of bilateral trade balance between Georgia and China

Dilanchiev, Azer; Taktakishvili, Tengiz - In: Mokslo darbai / Vilniaus Universitetas 101 (2022) 1, pp. 6-19

. The Error Correction Model (ECM) of the ARDL was used to see if the balance of trade and its predictors have a long …

Persistent link: https://www.econbiz.de/10013198636

Did financial consumers benefit from the digital transformation? An empirical investigation

Park, Soojin; Kesuma, Prida Erni; Cho, Man - In: International Journal of Financial Studies 9 (2021) 4, pp. 1-18

This study aimed to test, through empirical investigation, how the rapid advancement of digital transformation (DT) has impacted the price of financial services. To this end, we compiled a set of macro-level indicators on the aggregate outcomes of the financial services sector in Korea over the...

Persistent link: https://www.econbiz.de/10013200382

Did financial consumers benefit from the digital transformation? : an empirical investigation

Park, Soojin; Kesuma, Prida Erni; Cho, Man - In: International Journal of Financial Studies : open … 9 (2021) 4, pp. 1-18

Persistent link: https://www.econbiz.de/10012698267

Symmetric and asymmetric adjustment of bank deposit interest rates : empirical evidence from Kenya

Nyangu, Moses Nzuki; Waweru, Freshia Wangari; Marwa, … - In: International journal of emerging markets 18 (2023) 9, pp. 3158-3177

Persistent link: https://www.econbiz.de/10014451798

Oil price, oil price implied volatility (OVX) and illiquidity premiums in the US: (a)symmetry and the impact of macroeconomic factors

Essa, Mohammad Sharik; Giouvris, Evangelos - In: Journal of Risk and Financial Management 13 (2020) 4, pp. 1-40

We examine the impact of oil price and oil price volatility on US illiquidity premiums (return on illiquid-minus-liquid stocks), using the US Oil Fund options implied volatility OVX index. We use daily data from 2007 to 2018, taking into account the structural break in June 2009 and controlling...

Persistent link: https://www.econbiz.de/10012611299

Oil price, oil price implied volatility (OVX) and illiquidity premiums in the US : (a)symmetry and the impact of macroeconomic factors

Essa, Mohammad Sharik; Giouvris, Evangelos - In: Journal of risk and financial management : JRFM 13 (2020) 4/70, pp. 1-40

Persistent link: https://www.econbiz.de/10012302569

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

The missing link between wages and labour productivity in tourism : evidence from Croatia and Slovenia

Gričar, Sergej; Šugar, Violeta; Bojnec, Štefan - In: Economic research 34 (2021) 1,1, pp. 732-753

Persistent link: https://www.econbiz.de/10013347466

FINANCIAL LIBERALIZATION AND ECONOMIC GROWTH (GEORGIAN CASE)

GERADZE, Revaz - 2017

Recent trends of financial globalization raise a question about an economic impact of regional integration and free capital mobility. Georgia is a small developing open economy and is significantly depended on the economic conditions in the region. This paper aims to identify influence of...

Persistent link: https://www.econbiz.de/10011716409