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Yulia Finogenova, Denis Domaschenko, Olga Boyko, Victor Krylov
Pág. 33 - 46
The economies of the countries exporting oil and gas generally have a positive balance of trade and a current account surplus. However, among them there are countries facing the problem of capital outflows under the financial account of the trade balance...
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Piotr Lis
Pág. 2 - 6
Dear Readers,I have the pleasure of presenting to you the first issue of our research journal entitled ?Research Papers in Economics and Finance? (REF), published by the Faculty of Economics at Poznan University of Economics and Business. Caring about th...
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Joel Hinaunye Eita and Charles Raoul Tchuinkam Djemo
This paper attempted to apply an EVT-based pairwise copula method for modelling risk interaction between foreign exchange rates and equity indices of the Johannesburg Stock Exchange (JSE) and to model the dependence structure of the underlying assets wit...
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Benjamin Mudiangombe Mudiangombe and John Weirstrass Muteba Mwamba
This paper investigates whether currency risk is priced differently in the different sectors (industrial, financial, and basic materials) of equity markets in a sample of developed United States of America (USA) and developing economies (Brazil, India, P...
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Flavius Darie
Pág. 103 - 117
This study investigates whether different specifications of univariate GARCH models can usefully forecast volatility on the foreign exchange market. The study uses only forecasts from an asymmetric GARCH model, namely Exponential GARCH (EGARCH) for CHF/R...
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Gülsah Gençer Çelik
Pág. 158 - 165
This paper examines the volatility of the tourism sector in Borsa Istanbul in Turkey, paying special attention to the role of exchange rate exposure in the process. The GARCH, BJR (TARCH) and EGARCH models are employed to estimate the volatility in the s...
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Fenri Abraham Stevi Tupamahu
Pág. 378 - 389
TTourism has become one of the leading sectors in the Indonesian national economy and has become an important sector in contributing to the country's foreign exchange. This study aims to 1) identify and test the effect of entrepreneurial characteristics ...
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Manuel Fernandez,Mariam Mohamed Almaazmi,Robinson Joseph
Pág. 102 - 112
Globalization has made worldwide mobility of money extremely easy. The investors prefer to invest in places that offer attractive returns and are relatively less risky. The inflow of foreign direct investment (FDI) gives developing countries access to ca...
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sonia KOUKI
Pág. 28 - 38
In this paper, we empirically examine time-varying risk premia in the Tunisian foreign exchange market by applying GARCH-M modeling to the TND/Euro and TND/USD parities for 1 to 12 months forecasting horizons. Our ultimate objective is to help better man...
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Min-woo Kang
This study aims to test the efficiency of the Korean foreign exchange market and examine its determinants through several well-established methodologies based on the forward rate unbiasedness hypothesis and covered interest rate parity. The empirical fin...
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