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Persistent link: https://www.econbiz.de/10011962237
In this paper, we use the segmented conditional ICAPM (International Capital Asset Pricing Model) to study the emerging …
Persistent link: https://www.econbiz.de/10008556924
This paper analyzes the causal relationships between returns and volatilities of assets prices in U.S. and French markets. The period for the study has been taken from January 1997 to December 2000, using daily and weekly data. Initial results show that U.S. stock prices "Granger-cause" French...
Persistent link: https://www.econbiz.de/10015226556
Summary: The European Union absorbs nearly 75% of Tunisian exports and represents about 50% of Tunisian imports, which explains the important weight of the euro in the Tunisian dinar anchor basket. Thus, the purpose of this article is to predict short-term exchange rate fluctuations EUR/TND,...
Persistent link: https://www.econbiz.de/10015258910
premium in the ICAPM is statistically and economically significant and contribues to the formation of the total risk premium …
Persistent link: https://www.econbiz.de/10005404303
The analysts and evaluators in the financial market needs to risk free rate return (RFRR) to take the financing and investment decisions. This paper aims to study and analyze the causal relationship between Euribor rate and stock prices in the Arab stock exchanges, at level of nine Arab stock...
Persistent link: https://www.econbiz.de/10015257475
Cet article vise à évaluer la croissance potentielle en France, en Allemagne et en zone euro au cours de la période postérieure à la crise de crédit de 2007-2008 jusqu’à l’horizon de prévision 2012. Une telle évaluation joue en effet un rôle central dans celle du déficit...
Persistent link: https://www.econbiz.de/10009195335
This paper addresses the macroeconomic impact of international financial integration. I first provide empirical evidence that foreign banking penetration can be associated with a contraction of banking credit, especially in countries with poor credit markets. Second I present a model in which...
Persistent link: https://www.econbiz.de/10004998820
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