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Arfaoui Mongi,Haj Ali Dhouha
Pág. 252 - 270
The present paper studies stock-commodity markets linkage using var-garch approach for the period spanning from January 3, 2000 to March 12, 2014. The analysis has been performed through three competing specifications; the var-ccc-garch, the var-bekk-gar...
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Buerhan Saiti,Mansur Masih
Pág. 1895 - 1905
This paper investigates the dynamic causal linkages in the daily returns among four conventional and three Shariah-compliant indices (such as, FTSE Shariah China Index, Asia Shariah index, Malaysia EMAS Shariah Index, China SSE Composite Index, Han...
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Debbie Scheepers,Bernadene de Clercq
AbstractThis article addresses the paucity of disaggregated household net wealth data in South Africa. A mixed methods approach was followed to develop and conduct a country-specific household net wealth measurement survey. A disaggregated household typo...
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Kentaro Kawasaki and Zhi-Qian Wang
This paper tries to investigate whether there exist international integrated markets among East Asian economies, by employing the Generalized Purchasing Power Parity (G-PPP) model, then, it would help to suggest whether the East Asian region is the Optim...
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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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