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Global Finance Liquidity Risk Revisited : Development of a Framework for Liquidity Assessment in Portfolio Construction Process: Presentations to the JP Morgan Global Head of Quant Research & Analytics and Us Head of Portfolio Construction Teams

Malhotra, Yogesh - 2022

GLOBAL FINANCE LIQUIDITY RISK REVISITED: Development of A Framework for Liquidity Assessment in Portfolio Construction Process: Presentations to the JP Morgan Global Head of Quant Research & Analytics and US Head of Portfolio Construction Teams:Presentations To: JP Morgan Global Head of Quant...

Persistent link: https://www.econbiz.de/10013403261

Oil prices and their long-term relationship with macroeconomic and financial indicators

Bucevska, Vesna; Gjelevski, Borjan; Matevska, Lea - In: Economic review : journal of economics & business 21 (2023) 1, pp. 3-24

The objective of this paper is to find out whether there is a long-term relationship or in other words cointegration …

Persistent link: https://www.econbiz.de/10014466537

Nonlinear cointegration analysis and the environmental Kuznets curve

Hong, Seung Hyun; Wagner, Martin - 2008

cointegration techniques. The EKC literature has failed to acknowledge that such regressions involve unit root nonstationary …-sample KPSS type cointegration test. We present simulation results illustrating the performance of the estimators and tests. In … modified estimation ; nonlinear cointegration analysis ; environmental Kuznets curve …

Persistent link: https://www.econbiz.de/10009735348

Nonlinear cointegration analysis and the environmental Kuznets curve

Hong, Seung Hyun; Wagner, Martin - 2008

Persistent link: https://www.econbiz.de/10003735935

Future World Market Prices of Milk and Feed Looking into the Crystal Ball

Hansen, Bjørn Gunnar - 2015

Both the world milk price and the world feed price have become more volatile during the last 7-8 years. The ability of dairy farmers to adapt quickly to these changing circumstances will be a key driver for future success, considering that feed is the major cost component in milk production and...

Persistent link: https://www.econbiz.de/10013024581

Fractional integration and cointegration in merger and acquisitions in the US petroleum industry

Monge, Manuel; Gil-Alaña, Luis A. - In: Applied economics letters 23 (2016) 10/12, pp. 701-704

Persistent link: https://www.econbiz.de/10011628404

International evidence on stochastic and deterministic monetary neutrality

Noriega, Antonio E.; Soria, Luis M.; Velázquez, Ramón - 2008

We analyze the issue of the impact of multiple breaks on monetary neutrality results, using a long annual international data set. We empirically verify whether neutrality propositions remain addressable (and if so, whether they hold or not), when unit root tests are carried out allowing for...

Persistent link: https://www.econbiz.de/10010322558

The dynamics of real exchange rates: A reconsideration

Heinen, Florian; Kaufmann, Hendrik; Sibbertsen, Philipp - 2011

While it is widely agreed that Purchasing Power Parity (PPP) holds as a long-run concept the specific dynamic driving the process is largely build upon a priori economic belief rather than a thorough statistical modeling procedure. The two prevailing time series models, i.e. the exponential...

Persistent link: https://www.econbiz.de/10010289015

The dynamics of real exchange rates : a reconsideration

Heinen, Florian; Kaufmann, Hendrik; Sibbertsen, Philipp - 2011

Persistent link: https://www.econbiz.de/10008908972

Using Sentiment Surveys to Predict GDP Growth and Stock Returns

Guzman, Giselle - 2012

This study sheds new light on the question of whether or not sentiment surveys, and the expectations derived from them, are relevant to forecasting economic growth and stock returns, and whether they contain information that is orthogonal to macroeconomic and financial data. I examine 16...

Persistent link: https://www.econbiz.de/10013110732