Search Results - subject:"asymmetric models"

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

Oil price changes and wages : a nonlinear and asymmetric approach

Michieka, Nyakundi M.; Gearhart, Richard, III. - In: Economic change & restructuring 55 (2022) 1, pp. 1-71

Persistent link: https://www.econbiz.de/10012817324

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

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

Persistent link: https://www.econbiz.de/10015327876

Asymmetries in exchange rate pass-through and monetary policy principle : some Caribbean empirical evidence

Ghartey, Edward E. - In: The North American journal of economics and finance : a … 47 (2019), pp. 325-335

Persistent link: https://www.econbiz.de/10012117869

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

The linkage between tourism development and economic growth in Malaysia : a nonlinear approach

Karimi, Mohammad Sharif - In: International economic journal 32 (2018) 1, pp. 53-65

Persistent link: https://www.econbiz.de/10011891194

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

Do DOW returns really influence the intraday Spanish stock market behavior?

Miralles-Quirós, José Luis; Daza-Izquierdo, Julio - In: Research in International Business and Finance 33 (2015) C, pp. 99-126

Although the behavior of the Spanish stock market has been studied from many different points of view, none of the previous research has ever analyzed the influence of previous daytime, overnight and daily returns from the DOW and IBEX upon 5-min intraday returns of the IBEX throughout the...

Persistent link: https://www.econbiz.de/10011116363

Do DOW returns really influence the intraday Spanish stock market behavior?

Miralles-Quirós, José Luis; Daza-Izquierdo, Julio - In: Research in international business and finance 33 (2015), pp. 99-126

Persistent link: https://www.econbiz.de/10011325882