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Year of publication
Subject
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Malaysian CPO and CPO-F 2 Pricing efficiency and structural break 2 Symmetric and asymmetric models 2 VECM and TAR model 2 Asymmetric Models 1 Asymmetric models 1 Cointegration 1 Dynamic Models 1 EGARCH 1 Error Correction Mechanism 1 Estimation 1 Exchange Rates 1 GARCH 1 GJR-GARCH 1 ICSS 1 Kointegration 1 Malaysia 1 Oil price 1 Palm oil 1 Palmöl 1 Schätzung 1 Structural break 1 Strukturbruch 1 Tax Revenue Elasticities 1 Tax Revenue Volatility and Growth 1 Theorie 1 Theory 1 Volatility 1 asymmetric models 1 heavy-tailed process : GCC stock market 1 Ölpreis 1
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Online availability
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Free 5
Type of publication
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Article 5
Type of publication (narrower categories)
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Article 2 Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 3 Spanish 1 Undetermined 1
Author
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Bin Haron, Razali 2 Salami, Monsurat Ayojimi 2 Alfreedi, Ajab A. 1 Bello, Abubakar 1 Hassan, Abu 1 Isa, Zaidi 1 Manjón Álvarez, Adrián M. 1 Musa Y. 1 Tasi’u M. 1
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Published in...
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International Journal of Academic Research in Business and Social Sciences 1 Journal of Capital Markets Studies (JCMS) 1 Journal of Statistical and Econometric Methods 1 Journal of capital markets studies 1 Revista latinoamericana de desarrollo económico 1
Source
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ECONIS (ZBW) 2 EconStor 2 RePEc 1
Showing 1 - 5 of 5
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Elasticidades tributarias dinámicas : evidencias a corto plazo y largo plazo en Bolivia (1990-2018)
Manjón Álvarez, Adrián M. - In: Revista latinoamericana de desarrollo económico 31 (2019), pp. 99-133
Persistent link: https://www.econbiz.de/10012212490
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Long-term relationship of crude palm oil commodity pricing under structural break
Salami, Monsurat Ayojimi; Bin Haron, Razali - In: Journal of capital markets studies 2 (2018) 2, pp. 162-174
Purpose - The purpose of this paper is to examine the pricing efficiency of the Malaysian crude palm oil (CPO) market before and after the structural break. This study uses the daily closing price of CPO and CPO futures (CPO-F) for the period ranging from June 2009 to August 2016 while taking...
Persistent link: https://www.econbiz.de/10012114503
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Long-term relationship of crude palm oil commodity pricing under structural break
Salami, Monsurat Ayojimi; Bin Haron, Razali - In: Journal of Capital Markets Studies (JCMS) 2 (2018) 2, pp. 162-174
Purpose - The purpose of this paper is to examine the pricing efficiency of the Malaysian crude palm oil (CPO) market before and after the structural break. This study uses the daily closing price of CPO and CPO futures (CPO-F) for the period ranging from June 2009 to August 2016 while taking...
Persistent link: https://www.econbiz.de/10015327876
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Forecasting of Exchange Rate Volatility between Naira and US Dollar Using GARCH Models
Musa Y.; Tasi’u M.; Bello, Abubakar - In: International Journal of Academic Research in Business … 4 (2014) 7, pp. 369-381
Exchange rates are important financial problem that is receiving attention globally. This study investigated the volatility modeling of daily Dollar/Naira exchange rate using GARCH, GJR- GARCH, TGRACH and TS-GARCH models by using daily data over the period June 2000 to July 2011. The aim of the...
Persistent link: https://www.econbiz.de/10010798303
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Regime shifts in asymmetric GARCH models assuming heavy-tailed distribution: Evidence from GCC stock markets
Alfreedi, Ajab A.; Isa, Zaidi; Hassan, Abu - In: Journal of Statistical and Econometric Methods 1 (2012) 1, pp. 43-76
In this study, we have investigated GCC stock market volatilities exploiting a number of asymmetric models (EGARCH …
Persistent link: https://www.econbiz.de/10010286833
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