Search Results - subject:"fundamentals"

Scientific understanding of the fundamentals of China's economic development

Huang, Taiyan - In: China Political Economy (CPE) 3 (2020) 2, pp. 285-293

Purpose The purpose of this paper is based on China's economic fundamentals. Factor input, structural optimization and … institutional reform, which determine the fundamentals of China's economic development, will actively prop up long-term, sustained … growth range in the long term. Design/methodology/approach The fundamentals of economic development of a country are the …

Persistent link: https://www.econbiz.de/10015411307

Scientific understanding of the fundamentals of China's economic development

Huang, Taiyan - In: China political economy 3 (2020) 2, pp. 285-293

Persistent link: https://www.econbiz.de/10012421337

Co-movement, spillovers and excess returns in global bond markets

Byrne, Joseph P.; Cao, Shuo; Korobilis, Dimitris - 2015

Persistent link: https://www.econbiz.de/10011318315

Modelación y comovimientos de la tasa de cambio colombiana, 2011-2017

Sierra, Giuliana Maya; Marin Rodríguez, Nini Johana - In: Revista de Métodos Cuantitativos para la Economía y … 28 (2019), pp. 301-341

The exchange rate is influenced by multiple national and international macroeconomic factors, which generates high levels of uncertainty. The objective of this research is the construction of ARIMA-GARCH and ARIMAX-GARCH models as a tool for the forecast of the exchange rate in Colombia from the...

Persistent link: https://www.econbiz.de/10014494431

Economic news releases and financial markets in South Africa

Gillas, Konstantinos Gkillas; Vortelinos, Dimitrios I.; … - In: Economies 7 (2019) 4, pp. 1-13

jumps of both stock and foreign exchange markets are significantly explained nationally by macroeconomic fundamentals and …

Persistent link: https://www.econbiz.de/10013199624

The impact of macroeconomic news on Chinese futures

Liu, Ruobing; Yang, Jianhui; Ruan, Chuan-Yang - In: International Journal of Financial Studies 7 (2019) 4, pp. 1-14

Inspired by the GARCH-MIDAS model, we revisit the relationship between Chinese futures and macroeconomic factors. We introduce the level of the macroeconomic variables into the GARCH-MIDAS model in order to test the impact of the macroeconomic level on the variance of futures' return volatility....

Persistent link: https://www.econbiz.de/10013200241

A cointegration of the exchange rate and macroeconomic fundamentals: The case of the Indonesian Rupiah vis-á-vis currencies of primary trade partners

Salim, Agus; Shi, Kai - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-17

fundamentals, the empirical debate has not stopped. Studies employ various methods to explain the presence of the exchange rate … exchange rate of the Indonesian Rupiah vis-á-vis currencies of primary trade partners and its macroeconomic fundamentals. The …

Persistent link: https://www.econbiz.de/10012611111

Corporate financial distress of industry level listings in Vietnam

McAleer, Michael - In: Journal of Risk and Financial Management 12 (2019) 4, pp. 1-17

Any critical analysis of the corporate financial distress of listed firms in international exchange would be incomplete without a serious dissection at the industry level, because of the different levels of risks concerned. This paper considers the financial distress of listed firms at the...

Persistent link: https://www.econbiz.de/10012611228

Modelling regional housing prices in Spain

Álvarez Román, Laura; García-Posada, Miguel - 2019

We estimate the long-run relationship between real housing prices of new dwellings and their fundamentals in a panel of …

Persistent link: https://www.econbiz.de/10012523680

Modelling regional housing prices in Spain

Álvarez Román, Laura; García-Posada, Miguel - 2019

Persistent link: https://www.econbiz.de/10012197372