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Loc Dong Truong and H. Swint Friday
This study investigated the impact of the introduction of the VN30-Index futures contract on the daily returns anomaly for the Ho Chi Minh Stock Exchange (HOSE). Daily returns of the VN30-Index for the period 6 February 2012 through 31 December 2019 are ...
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El-Bourainy Mehry,Salah Ashraf,ElSherif Marwa
Pág. 79 - 93
Financial inclusion has become the focus of economic policymaking worldwide. Increasing the accessibility of the weaker group of the society to formal financial services would not only serve at the individual level but will also benefit at the national l...
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Mongi Lassoued
Pág. 35 - 44
This paper examines the effects of microfinance, financial development and foreign aid on income inequality for 43 Sub-Saharan African (SSA) countries. Panel data for the period 1995?2015 is examined using fixed effects, pooled ordinary least square and ...
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José Antonio Núñez-Mora and Eduardo Sánchez-Ruenes
Oil, also called black gold, is considered as the commodity which has the greatest impact on the world?s economy, and it has been studied in terms of its relationship and effects on macroeconomic variables such as Gross Domestic Product (GDP), inflation,...
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Jaime Enrique Lincovil,Chang Chiann
Pág. 56 - 76
Evaluating forecasts of risk measures, such as value?at?risk (VaR) and expected shortfall (ES), is an important process for financial institutions. Backtesting procedures were introduced to assess the efficiency of these forecasts. In this paper, we comp...
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