Search Results - subject:"Variance Decomposition Analysis"

Modeling the relationships among the stock market, gold price, oil price and exchange rate : a MECM and VDA approach

Agrawal, Pravin Kumar; Kumar, Mohit - In: Financial internet quarterly 21 (2025) 1, pp. 1-14

) and Variance Decomposition Analysis (VDA), the study explores both the short-term and long-term dynamics between these …

Persistent link: https://www.econbiz.de/10015393621

Empirical performances of divisia versus traditional monetary aggregates in BEAC and BCEAO

Ndjokou, Mondjeli Mwa - 2021

Persistent link: https://www.econbiz.de/10012427022

The impact of BRICS formation on portfolio diversification: Empirical evidence from pre- and post-formation eras

Al-Mohamad, Somar; Rashid, Audil; Bakry, Walid; … - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-19

This paper aims at contributing to the international portfolio investment decisions among the emerging BRICS countries where individual and institutional investors seek diversification benefits and to help in advocating policy changes and implementation as a response to the changing dynamics in...

Persistent link: https://www.econbiz.de/10012657591

The impact of BRICS formation on portfolio diversification : empirical evidence from pre- and post-formation eras

Al-Mohamad, Somar; Rashid, Audil; Bakry, Walid; … - In: Cogent economics & finance 8 (2020) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10012215192

Does bilateral market and financial integration explains international co-movement patterns

Rehman, Mobeen Ur; Shah, Syed Muhammad Amir - In: International Journal of Financial Studies 4 (2016) 2, pp. 1-13

level of convergence speed is measured by the introduction of error correction term (ECT) followed by variance decomposition … analysis. Results of the study indicated presence of long term relationship among the included variables along with …

Persistent link: https://www.econbiz.de/10011709003

The casual nexus between child mortality rate, fertility rate, GDP, household final consumption expenditure, and food production index

Asumadu-Sarkodie, Samuel; Owusu, Phebe Asantewaa - In: Cogent Economics & Finance 4 (2016) 1, pp. 1-15

causality, and Variance Decomposition Analysis using Cholesky technique. There was evidence of long-run equilibrium relationship …. Evidence from the Variance Decomposition Analysis shows that, almost 6% of future fluctuations in mortality rate are due to …

Persistent link: https://www.econbiz.de/10011559223

Does bilateral market and financial integration explains international co-movement patterns

Ur Rehman, Mobeen; Shah, Syed Muhammad Amir - In: International Journal of Financial Studies : open … 4 (2016) 2, pp. 1-13

Persistent link: https://www.econbiz.de/10011474476

The casual nexus between child mortality rate, fertility rate, GDP, household final consumption expenditure, and food production index

Asumadu-Sarkodie, Samuel; Owusu, Phebe Asantewaa - In: Cogent economics & finance 4 (2016) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10011487830

Export performance and economic growth in East Asian economies : application of cointegration and vector error correction nodel

Malhotra, Neena; Kumari, Deepika - In: Eurasian journal of business and economics : EJBE 9 (2016) 18, pp. 135-152

Persistent link: https://www.econbiz.de/10011603292

Integration and Dynamic Linkages of the Indian Stock Market with Bric - An Empirical Study

Dasgupta, Dr. Ranjan - In: Asian Economic and Financial Review 4 (2014) 6, pp. 715-731

Vector Autoregression in the form of Impulse response functions and Variance Decomposition analysis are also used. This study …

Persistent link: https://www.econbiz.de/10011143849