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Zheen Zhang, Xueen Chen and Thomas Pohlmann
The impact of fortnightly stratification variability induced by tide?topography interaction on the generation of baroclinic tides in the Luzon Strait is numerically investigated using the MIT general circulation model. The simulation shows that advection...
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Johannes Stübinger and Katharina Adler
This paper develops the generalized causality algorithm and applies it to a multitude of data from the fields of economics and finance. Specifically, our parameter-free algorithm efficiently determines the optimal non-linear mapping and identifies varyin...
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Soleman Alsabban,Omar Alarfaj
Pág. 73 - 86
Theoretically, investors are considered to be rational decision makers in regards to trading in stock markets, however, some empirical studies have statistically discredited this believe. Evidence shows that investors seem to act irrationally in the fina...
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Hsin-Pei Hsueh, Chien-Ming Wang, Cheng-Feng Wu and Fangjhy Li
In this study, using the medical expenditures of the Taiwanese government and gross domestic product (GDP) as variables, the wavelet analysis method was used to empirically study the correlations and lead-lag relationships in quarterly data in the period...
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Miroslava Zavadska, Lucía Morales and Joseph Coughlan
Crude oil is the dominant energy resource worldwide. The focus of this paper is on its historical behaviour and subsequent implications for the global economy with an emphasis on the lead?lag relationship between spot and future prices. The paper examine...
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Girish Karunakaran Nair,Nidhi Choudhary,Harsh Purohit
Pág. 17 - 25
The inverse relationship between the value of U.S. dollar and that of gold is one of the most talked about relationships in currency markets. The present study is an attempt to understand the impact of recession of 2008 on relationship between exchange r...
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latifa FATNASSI
L?objectif de ce papier est d?étudier l?impact d?une transaction asynchrone sur la prévisibilité des rendements de deux indices de différentes liquidités du marché Coréen. Nous proposons une nouvelle alternative qui se focalise sur l?étude de l?effe...
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Paulo Pereira Da Silva
This paper addresses the relationship between stock markets and credit default swaps (CDS) markets. In particular, I aim to gauge if the co-movement between stock prices and sovereign CDS spreads increases with the deterioration of the credit quality of ...
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José Carneiro da Cunha Oliveira Neto,Otávio Ribeiro de Medeiros,Thiago Bergmann de Queiroz
Pág. 149 - 172
Based on intraday data with a frequency of 15 minutes, the present study investigates the relationship between the high corporate governance market (IGC) and the traditional market (IBrX). The hypothesis tested is that a higher level of corporate governa...
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Mohamed Essaied Hamrita,Abdelkader Trifi
Pág. 220 - 228
This paper examines the multi-scale relationship between the interest rate, exchange rate and stock price using a wavelet transform. In particular, we apply the maximum overlap discrete wavelet transform (MODWT) to the interest rate, exchange rate and st...
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