Search Results - subject:"fundamentals"

What drives long-term oil market volatility? Fundamentals versus Speculation

Yin, Libo; Zhou, Yimin - 2016

This paper explores the role of speculation and economy fundamentals in the oil market using a two-component GARCH …

Persistent link: https://www.econbiz.de/10011413482

What drives long-term oil market volatility? Fundamentals versus speculation

Yin, Libo; Zhou, Yimin - In: Economics: The Open-Access, Open-Assessment E-Journal 10 (2016) 2016-20, pp. 1-26

This paper explores the role of speculation and economy fundamentals in the oil market using a two-component GARCH …

Persistent link: https://www.econbiz.de/10011515429

Fundamental housing prices in the Baltic States: empirical approach

Kulikauskas, Darius - In: Baltic Journal of Economics 16 (2016) 2, pp. 53-80

This paper investigates if the imbalances in the Baltic residential real estate markets that were mounting up prior the crisis of 2008–2009 could have been detected in real time. It develops an empirical framework comprised of various empirical techniques for assessing housing price...

Persistent link: https://www.econbiz.de/10011868504

Using social media to identify market inefficiencies : evidence from twitter and betfair

Brown, Alasdair; Rambaccussing, Dooruj; Reade, J. James; … - 2016

Persistent link: https://www.econbiz.de/10011441551

What drives long-term oil market volatility? : fundamentals versus speculation

Yin, Libo; Zhou, Yimin - 2016

This paper explores the role of speculation and economy fundamentals in the oil market using a two-component GARCH …

Persistent link: https://www.econbiz.de/10011514262

What drives long-term oil market volatility? : fundamentals versus Speculation

Yin, Libo; Zhou, Yimin - 2016

This paper explores the role of speculation and economy fundamentals in the oil market using a two-component GARCH …

Persistent link: https://www.econbiz.de/10011413340

Fundamental housing prices in the Baltic States : empirical approach

Kulikauskas, Darius - In: Baltic journal of economics 16 (2016) 2, pp. 53-80

This paper investigates if the imbalances in the Baltic residential real estate markets that were mounting up prior the crisis of 2008-2009 could have been detected in real time. It develops an empirical framework comprised of various empirical techniques for assessing housing price...

Persistent link: https://www.econbiz.de/10011890878

Sovereign default risk, macroeconomic fundamentals and uncertainty in Latin American economies

Acosta, Ali; Barráez, Daniel; Pérez, Danyira; Urbina, … - 2016 - Versión preliminar

Persistent link: https://www.econbiz.de/10011686481

Financial market volatility, macroeconomic fundamentals and investor sentiment

Chiu, Ching Wai Jeremy; Harris, Richard D. F.; Stoja, … - 2016

Persistent link: https://www.econbiz.de/10011557381

Using social media to identify market inefficiencies : evidence from twitter and betfair

Brown, Alasdair; Rambaccussing, Dooruj; Reade, J. James; … - 2016

Persistent link: https://www.econbiz.de/10011473681