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Peter Uchenna OKOYE,Chukwuemeka NGWU,Christian Ifeanyi OHAEDEGHASI
Pág. 17 - 38
The increasing rate of poverty and unemployment in Nigeria has necessitated further efforts towards alternative means of reducing the trend, outside the government?s microeconomic mechanisms. As a sector with multiplier effects on other sectors of econom...
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Chaiyuth Padungsaksawasdi, Sirimon Treepongkaruna and Robert Brooks
Using the panel vector autoregression (VAR) method, this paper documents relationships between investor attention and stock market activities; i.e., return, volatility, and trading volume, respectively. In sum, bidirectional dynamic interdependence of th...
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Kim Hiang LIOW and Sherry YEO
This paper examines short- and long-term behavior of the price-to net asset value ratio in six Asian public real estate markets. We find mean-reverting behavior of the ratio and spillover effects, where each of the examined public real estate markets cor...
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Udo Milkau
The culture of risk is 2000 years old, although the term ?risk? developed much later. The culture of merchants making decisions under uncertainty and taking the individual responsibility for the uncertain future started with the Roman ?Aleatory Society?,...
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Ke Chen and Meng Wang
This paper examines the dynamic relationships between gold and stock markets in China. Using daily gold and stock indexes data, we estimated the DCC-GARCH model for the five bear markets since 31 October 2002, and simultaneously used different segments o...
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