Showing 1 - 10 of 2,597
and these do not therefore allow us to have robust results. The long run analysis performed by Engle and Granger approach …
Persistent link: https://www.econbiz.de/10015252552
and these do not therefore allow us to have robust results. The long run analysis performed by Engle and Granger approach …
Persistent link: https://www.econbiz.de/10015252639
and these do not therefore allow us to have robust results. The long run analysis performed by Engle and Granger approach …
Persistent link: https://www.econbiz.de/10015253719
investigate the optimal green investment strategy by comparing the risk of three green financial instruments– green bonds, green … (2012) and Baruník and Křehlík (2018), we analyze how financial risk affects green investment over various time horizons …. Our findings show that green equity possesses the highest risk spillovers. Furthermore, green bonds and the ESG equity …
Persistent link: https://www.econbiz.de/10015213531
The main objective of this paper is to test the validity of the purchasing power parity in the Maghreb countries (namely, Algeria, Morocco and Tunisia). We apply the threshold autoregressive non-linear model (TAR) proposed by Caner and Hansen (2001). First, a review of literature on PPP is...
Persistent link: https://www.econbiz.de/10015215936
in each region and devise counter policy measures against future idiosyncratic shocks. In the last decade, world dynamics … mortgage crisis shock originated in the real sector (falling US housing prices) and was transmitted through trade variables … US, the shock was not significant. Resultantly, these regions exhibited a decoupling phenomenon during the subprime …
Persistent link: https://www.econbiz.de/10015221629
To be able to predict when a nation will go bust has been one of toughest challenges in macroeconomics. Considerable research and effort has been put into this direction but still we are not in a position to say anything with certainty. This paper analyzes panel pool data on 31 countries across...
Persistent link: https://www.econbiz.de/10015227683
This is a summary of the paper entitled : “The Mean Squared Prediction Error Paradox”. In that paper, we show that traditional comparisons of Mean Squared Prediction Error (MSPE) between two competing forecasts may be highly controversial. This is so because when some specific conditions of...
Persistent link: https://www.econbiz.de/10015229363
This draft is a summary of the paper entitled: Forecasting Fuel Prices with the Chilean Exchange Rate. In that paper we show that the Chilean exchange rate has the ability to predict the returns of oil prices and of three additional oil-related products: gasoline, propane and heating oil. The...
Persistent link: https://www.econbiz.de/10015229382
This study investigates the non-discretionary determinants of bank loan loss provisions in Africa after controlling for macroeconomic fluctuation, financial development and investor protection. We find that non-performing loans, loan-to-asset ratio and loan growth are significant...
Persistent link: https://www.econbiz.de/10015256757