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Caroline Michere Ndei, Stephen Muchina, Kennedy Waweru
Pág. 21 - 36
This study sought to evaluate the relationship between equity unit trust fund flows measured as purchases and sales and the Nairobi Securities Exchange (NSE) stock market return. The study employed Vector Autoregressive model and tested for Granger causa...
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Oscar Hernan Cerquera,Stefany Alejandra Marín Muñoz,William Polania Gómez
Pág. 373 - 387
This article analyzes the relationship between the price of petroleum (measured in dollars per barrel) and the price of motor gasoline (measured in Colombian pesos per gallon) in Colombia from 2012 to 2016, based on a VAR estimation and the impulse-respo...
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Masud Pervez,Md. Harun Ur Rashid,Md. Asad Iqbal Chowdhury,Mahbubur Rahaman
Pág. 88 - 95
This study aims to examine the weak form efficiency of Dhaka Stock Exchange (DSE) using random walk model of EMH based on daily return series. The study applies both non-parametric [Kolmogorov-Smirnov test with Lilliefors coefficient, run test] and param...
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Halil Altintas,Kassouri Yacouba
Pág. 45 - 53
This study investigates how stock market prices react to oil prices and money supply shocks in Turkey using a nonlinear ARDL approach. We establish the time series properties of the data using both conventional linear unit root tests and the procedure ad...
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Hanan Naser
Pág. 470 - 475
It is widely accepted that inflation erodes purchasing power of retirement savings, redistributes wealth from lenders to borrowers, and threatens private investors' long-term objectives. Thus, there is a high demand on diversifying investors portfolio fo...
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