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Phan The Cong,Nguyen Quang Hiep
Pág. 536 - 543
This article uses the vector error correction model (VECM) to analyze the transmission mechanism of bilateral relationship between exports and economic growth in Vietnam over the period 1999-2014. The results show that: (1) Existing bilateral relationshi...
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Julio César Alonso Cifuentes,Daniela Estrada Nates
Pág. 379 - 399
This study examines the relationship between the international coffee price and retail coffee prices in the five main cities in Colombia through cointegration tests, Granger causality tests, and impulse-response functions. The evidence points to the exis...
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Menggen Chen
Pág. 33 - 42
Researchers pay more and more attention on the price comovement-effect among international stock markets. This paper deals with the transmission mechanism of price shocks among three stock markets of China, Russia and India, with a sample of weekly retur...
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Gaye Gencer,Zafer Musoglu
Pág. 705 - 713
This paper examines the volatility transmission mechanisms bivariately, between gold prices and alternatively, Turkish stock market and government bond indices. We employ the BEKK-GARCH model for evaluating the volatility linkages, as a robust technique....
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Nicolas Moumni,Benaissa Nahhal
Pág. 801 - 818
In the context of international financial crisis, this paper aims to analyze the impact of the liquidity level on the monetary policy transmission effectiveness of the Moroccan Central Bank (Bank Al Maghrib, BAM). After a long period of liquidity excess,...
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