Revistas
Artículos
Publicaciones
Documentos
REVISTA
Journal of Economics and Political Economy
TODAS
Redirigiendo al acceso original de articulo en
18
segundos...
Inicio
/
Journal of Economics and Political Economy
/
Vol: 3 Núm: 3 Par: 0 (2016)
/
Artículo
ARTÍCULO
TITULO
Testing the Efficiency of the GIPS Sovereign Debt Markets using an Asymmetrical Volatility Test
Christian Rudolf RICHTER
Bachar FAKHRY
Resumen
JEL. B23, C12, C13, C58, G01, G14, G15, H63.
Palabras claves
Efficient Market Hypothesis
-
Volatility Tests
-
Asymmetrical Effect
-
GJR-GARCH
-
Sovereign Debt Market
-
Crises
Acceso
PÁGINAS
pp. 524 - 535
NÚMERO
Volumen: 3 Número: 3 Parte: 0 (2016)
MATERIAS
ADMINISTRACIÓN
ECONOMÍA
REVISTAS SIMILARES
Administrative Sciences
Management
International Journal of Economics and Financial Issues
DOI
http://dx.doi.org/10.1453/jepe.v3i3.977
Artículos similares
THE FINANCE-GROWTH NEXUS IN HIGH AND MIDDLE INCOME ECONOMIES
Acceso
Wissem Boukraine
Pág. 45 - 58
Despite the abundant literature on the causality between financial development and economic growth; little has been said about the shape of this relationship. In this paper we adopt a nonlinear approach to investigate it in the long run for the G7 and th...
ver más
Revista:
Journal of Smart Economic Growth
Students Activity Recognition by Heart Rate Monitoring in Classroom using K-Means Classification
Acceso
Hadi Helmi Md Zuraini,Waidah Ismail,Rimuljo Hendradi,Army Justitia
Pág. 46 - 54
Background: Heartbeat playing the main roles in our life. With the heartbeat, the anxiety level can be known. Most of the heartbeat is used in the exercise. Heart rate measurement is unique and uncontrollable by any human being.Objective: This research a...
ver más
Revista:
Journal of Information Systems Engineering and Business Intelligence
Testing Market Efficiency with Nonlinear Methods: Evidence from Borsa Istanbul
Acceso
Fuzuli Aliyev
Market efficiency has been analyzed through many studies using different linear methods. However, studies on financial econometrics reveal that financial time series exhibit nonlinear patterns because of various reasons. This paper examines market effici...
ver más
Revista:
International Journal of Financial Studies
Analisis Dampak Ekonomi Pelaksanaan Jalan Simpang Rukis - Tanjung Kemuning Provinsi Bengkulu
Acceso
Azuwandri Azuwandri
Pág. 68 - 80
Public transportation is transportation that is needed by most urban communities, a city cannot survive without public transportation. The main objective of this study is to determine the reduction of road user costs and financial analysis of NPV (Net Pr...
ver más
Revista:
Journal of Economic; Bussines and Accounting (COSTING)
Testing Efficiency of the London Metal Exchange: New Evidence
Acceso
Jaehwan Park and Byungkwon Lim
This paper explores the market efficiency of the six base metals traded on the LME (London Metal Exchange) using daily data from January 2000 to June 2016. The hypothesis that futures prices 3M (3-month) are unbiased predictors of spot prices (cash) in t...
ver más
Revista:
International Journal of Financial Studies
Revistas destacadas
Infrastructures
Informed Infraestructure
BiT
Revista de la Construcción
Ver todas las revistas