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Hira Aftab and A. B. M. Rabiul Alam Beg
The presence of risk premium is an issue that weakens the rational expectation hypothesis. This paper investigates changing behavior of time varying risk premium for holding 10 year maturity bond using a bivariate VARMA-DBEKK-AGARCH-M model. The model al...
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Paulo Vitor Souza de Souza,César Augusto Tibúrcio Silva
Pág. 163 - 171
In this paper, we analyzed the effects of the crisis generated by the COVID-19 pandemic on international capital markets. We used the most representative indexes belonging to the stock markets of 44 world economies in daily time series with data from 01/...
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Abdur Rauf,Hafiz Muhammad Abubakar Siddique,Qasim Saleem,Sidra Sidra
Pág. 387 - 393
The association among terrorism and tourism is crucial from the macroeconomic perspective as tourism is considered as a vital sector regarding developmental impacts. This analysis conducted to extract the influence of terrorism on tourism in Pakistan, ex...
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Ahmad Bash
Pág. 34 - 38
We study the effect of the first registered case of COVID-19 on stock market returns using event study analysis. Mean-adjusted returns and market model methods are used to estimate cumulative abnormal returns for 30 countries. The results show that stock...
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Meltem INCE YENILMEZ, Assoc. Prof. Dr., Onur Burak ÇELIK, Assist. Prof. Dr.
Pág. 213 - 234
The year 2020 met us with the COVID-19 pandemic. The covid-19 pandemic has gone past a mere health challenge. Its effect can be felt in the economy and society in general. Women form a large chunk of the response efforts geared at flattening the curve of...
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