Search Results - subject:"fundamentals"

How Inflation, Market Capitalization, Industrial Production and the Economic Sentiment Indicator Affect the EU-12 Stock Markets

Subeniotis, Dimitrios; Papadopoulos, Dimitrios; … - In: European Research Studies Journal XIV (2011) 1, pp. 105-120

In the present study we map the relationship between the EU-12 stock market price indices and four crucial macroeconomic factors, using panel data analysis. The examined variables are market capitalization, industrial production, the economic sentiment indicator, and inflation, while the twelve...

Persistent link: https://www.econbiz.de/10009415554

Spatial Autoregressive Models for House Price Dynamics in Italy

Caliman, Tiziana; Bella, Enrico di - In: Economics Bulletin 31 (2011) 2, pp. 1837-1855

This paper elaborates a Spatial Autoregressive and Spatial Error Model (SAR-SE Model) to investigate the Italian house price dynamics. House prices in real terms have been modelled for the period 1995-2008 in all the 103 Italian provinces along with affordability ratio, persistency term, some...

Persistent link: https://www.econbiz.de/10009144886

The Financial Crisis and the Stock Markets of the CEE Countries

Kizys, Renatas; Pierdzioch, Christian - In: Czech Journal of Economics and Finance (Finance a uver) 61 (2011) 2, pp. 153-172

fundamentals or international spillovers of speculative bubbles. To this end, we estimated a state-space model to decompose the … stock market indexes of three large CEE countries (Czech Republic, Hungary, and Poland) into fundamentals and speculative … bubbles. We then used the techniques of cointegration analysis to study the long-run linkages of fundamentals and speculative …

Persistent link: https://www.econbiz.de/10009147424

The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?

Della Corte, P.; Sarno, L.; Sestieri, G. - Banque de France - 2011

This paper examines the exchange rate predictability stemming from the equilibrium model of international financial adjustment developed by Gourinchas and Rey (2007). Using predictive variables that measure cyclical external imbalances for country pairs, we assess the ability of this model to...

Persistent link: https://www.econbiz.de/10008794463

A new empirical approach to explain the stock market yield : a combination of dynamic panel estimation and factor analysis

Will, Matthias Georg - 2011

research. The approach simultaneously estimates the explanatory power of fundamentals, expectations, and historic yield …

Persistent link: https://www.econbiz.de/10011785220

Teaching Online Computer-Science Courses in LMS and Cloud Environment

Riabov, Vladimir V. - In: International Journal of Quality Assurance in … 5 (2016) 4, pp. 12-41

The author shares his experiences teaching various online computer-science courses (via the Canvas™ and synchronous web conferencing tools) using state-of-the-art free-license software tools for conducting online virtual labs and numerous students' projects. The labs were designed to help...

Persistent link: https://www.econbiz.de/10012047179

Peter Drucker ' s Five Most Important Questions: Enduring Wisdom for Today ' s Leaders

In: Leadership & Organization Development Journal 37 (2016) 2, pp. 305-306

Persistent link: https://www.econbiz.de/10014924924

The dynamic response of the rand real exchange rate to fundamental shocks

Balcilar, Mehmet; Gupta, Rangan; Jooste, Charl - In: Journal of Economic Studies 43 (2016) 1, pp. 108-121

Purpose – The authors analyse the relationship between the South African real exchange rate and economic fundamentals …

Persistent link: https://www.econbiz.de/10014864450

The determinants of Greek bond yields: an empirical study before and during the crisis

Chionis, Dionisis; Pragidis, Ioannis; Schizas, Panagiotis - In: Journal of Economic Studies 43 (2016) 3, pp. 504-519

-years yield exceeds that fundamentals that price in. Moreover, the authors explicitly test for the impact of speculation on the … ten-years yield is above the price that fundamentals would imply. Originality/value – To the best of the authors …

Persistent link: https://www.econbiz.de/10014864681

The dynamic response of the rand real exchange rate to fundamental shocks

Balcilar, Mehmet; Gupta, Rangan; Jooste, Charl - In: Journal of economic studies 43 (2016) 1, pp. 108-121

Persistent link: https://www.econbiz.de/10011687400