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George B. Tawadros and Imad A. Moosa
In this paper, a structural time series model is estimated to analyse the effect of quantitative easing (QE) on stock prices for the US, UK and Japan. The model is estimated by maximum likelihood in a time-varying parametric framework, using the DJIA, S&...
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Milena Jak?ic,Marina Milanovic,Dragan Stojkovic
Pág. 087 - 096
At the onset of 2019, global economy has been facing a number of macroeconomic issues, which significantly multiplied in the course of the past ten-year period. Slow-moving rate of economic growth, increased fiscal deficits, enormous public and private d...
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Zongjun Wang,Rujira Gongkhonkwa
Pág. 827 - 843
Many researches shed light on investigation the several variables that might be able to influence economic system, this research play an important to identify the relationship of stock indexes on interbank money market rates, we make used of a secondary ...
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Juan Carlos Ames Santillán
Pág. 13 - 32
El presente trabajo estima la frontera eficiente, en portafolios de inversión diversificados en acciones que componen el Índice General de la Bolsa de Valores de Lima (IGBVL), acciones que componen el Dow Jones Industrial Average (DJIA), oro, cobre, inst...
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Tong-Seng Quah
Pág. 50 - 58
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