Showing 1 - 4 of 4
The investigation of the fractal nature of financial data has been growing in the literature. The purpose of this paper is to investigate the impact of the COVID-19 pandemic on the efficiency of agricultural futures markets by using multifractal detrended fluctuation analysis (MF-DFA). To better...
Persistent link: https://www.econbiz.de/10014284170
There is ample evidence that Islamic stock markets perform differently from conventional stock markets, particularly when economic policy uncertainty (EPU) or any other uncertainty such as geopolitical uncertainty is present. Considering this context, this paper examines the US EPU's...
Persistent link: https://www.econbiz.de/10013500735
The study attempts to explore the determinants of government investment (public investment, including general government investment) in Pakistan using the autoregressive distributed lags (ARDL) estimation technique over the period 1964 to 2015. Both theoretical and empirical content available in...
Persistent link: https://www.econbiz.de/10013443785
Having an exchange rate close to its equilibrium is critical for foreign investors and policymakers during times of macroeconomic instability. This study measures the real exchange rate (RER) misalignment in eight Pakistani manufacturing industries from January 2002 to June 2020. The ARDL...
Persistent link: https://www.econbiz.de/10014444258