Narrow search
Showing 1 - 10 of 32,727
Cover Image
An empirical examination of the lead-lag relationship between spot and futures markets : evidence from Thailand
Judge, Amrit; Reancharoen, Tipprapa - In: Pacific-Basin finance journal 29 (2014), pp. 335-358
Persistent link: https://www.econbiz.de/10010495702
Cover Image
Capital Mobility, Saving and Investment Link: Evidence from Sub-Saharan Africa
Agbetsiafa, Douglas - In: Journal of African Development 5 (2002) 2
emerging economies in Africa using cointegration tests proposed by Johansen and Juselius, and causality tests based on an error … correction model. The results indicate that saving and investment are integrated of order one. Furthermore, cointegration tests … show that the two series share a long-run equilibrium association in the six countries, and therefore lend support to the …
Persistent link: https://www.econbiz.de/10010938891
Cover Image
Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices
Maples, Joshua G.; Brorsen, B. Wade - In: Canadian journal of agricultural economics : CJAE 70 (2022) 2, pp. 139-152
Persistent link: https://www.econbiz.de/10013384688
Cover Image
An empirical examination of the lead–lag relationship between spot and futures markets: Evidence from Thailand
Judge, Amrit; Reancharoen, Tipprapa - In: Pacific-Basin Finance Journal 29 (2014) C, pp. 335-358
This study investigates whether a lead–lag relationship exists between the spot market and the futures market in Thailand during the period 2006 through 2012. In a rational, efficient market, returns on derivative securities and their underlying assets should be perfectly contemporaneously...
Persistent link: https://www.econbiz.de/10011116386
Cover Image
Empirical investigation of stock index futures market efficiency: the case of the Athens Derivatives Exchange
Andreou, Panayiotis; Pierides, Yiannos - In: The European Journal of Finance 14 (2008) 3, pp. 211-223
Pricing and trading practices in the Athens Derivatives Exchange, a newly established derivatives market, result in significant futures arbitrage profit opportunities for low-cost traders. We find that a large part of the mispricing is due to transaction costs, but additional factors, such as...
Persistent link: https://www.econbiz.de/10005632840
Cover Image
Unit Root Tests in Three-Regime SETAR Models.
Kapetanios, George; Shin, Yongcheol - School of Economics, University of Edinburgh - 2004
-regime self-exciting threshold autoregressive process. Following the threshold cointegration literature we assume that the process …
Persistent link: https://www.econbiz.de/10005086776
Cover Image
Impact of exchange rate depreciation on the balance of payments : empirical evidence from Nigeria
Iyoboyi, Martins; Muftau, Olarinde - In: Cogent economics & finance 2 (2014) 1, pp. 1-23
period 1961 - 2012. The analysis is based on a multivariate vector error correction framework. A long-term equilibrium …
Persistent link: https://www.econbiz.de/10010474303
Cover Image
The dynamic relationship between stock and real estate prices in Kuwait
Abul, Sadeq J. - In: International journal of economics and finance 11 (2019) 5, pp. 30-42
Persistent link: https://www.econbiz.de/10012010507
Cover Image
Why does the cost of credit intermediation increase for small firms relative to large firms during recessions? : a conceptual and empirical analysis
Pandey, Aalok R.; Ramírez, Miguel D. - In: International journal of business policy and economics 10 (2017) 1, pp. 59-81
Persistent link: https://www.econbiz.de/10011723947
Cover Image
An econometric analysis of inflation and unemployment in Lebanon : a Vector Error Correction Model (VECM)
Khanssa, Mohammad; Nasser, Wafaa; Mourad, Abbas - In: International journal of economics and finance 10 (2018) 2, pp. 133-141
Persistent link: https://www.econbiz.de/10011816365