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Hira Aftab and A. B. M. Rabiul Alam Beg
The presence of risk premium is an issue that weakens the rational expectation hypothesis. This paper investigates changing behavior of time varying risk premium for holding 10 year maturity bond using a bivariate VARMA-DBEKK-AGARCH-M model. The model al...
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Stelios Bekiros and Christos Avdoulas
We examined the dynamic linkages among money market interest rates in the so-called ?BRICS? countries (Brazil, Russia, India, China, and South Africa) by using weekly data of the overnight, one-, three-, and six- months, as well as of one year, Treasury ...
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S. Porshnev,E. Solomaha,O. Ponomareva
Pág. 45 - 50
The features of Hurst exponent H of the classical Brownian motion trajectory calculated by the R/S-analysis has been studied, where R is a range of a cumulative deviations of the chosen fragment of the trajectory within the time interval (from the ...
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Jeane Rumawir
Pág. 19 - 30
The study aimed to: Understand and analyze the poors perceptions and attitude on poverty reduction programs, identify, elaborate, and analyzethe term poor among the poor people and identify and analyze meaning and expectation on poverty reduction program...
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Changqing Luo, Siyuan Fan and Qi Zhang
To understand the role of green credit in maintaining economic sustainability, we develop theoretical hypotheses including expectation, supervision and capital allocation channels to explain the impacts of green credit. Then, we use hybrid econometric mo...
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Abdul Sami,Ahmad Jusoh,Muhammad Imran Qureshi
Pág. 262 - 270
attention from the public Administrators and researchers. Public value is considered as the contribution of an organization to the society. Citizens pay taxes to the government and in return they demanded benefits, respects and extra care of their rights...
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Yusuf Sutanto
The positive thing technological advances in education, especially university or college is the ease of getting science or research journals, of course everything that is nothing negative as a result of technological advances that computer viruses and th...
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Meredith Downes, Masoud Hemmasi, Golpira Eshghi
This study investigated the relationship between a perceived glass ceiling in an organization and commitment to that organization, with the expectation that the effect would be indirect and mediated by distributive justice perceptions. The same hypothesi...
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Josefa Batista Lopes
Pág. 323 - 328
O artigo faz indicações de análise histórica sobre desafios do Serviço Social no Brasil e na Colômbia, em relação à perspectiva da emancipação na América Latina, considerando o período histórico aberto com a contrarrevolução burguesa sob o neoliberalismo...
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Benjamin Miranda Tabak,Sandro Canesso de Andrade
Pág. pp. 19 - 43
We test the Expectations Hypothesis (EH) plus Rational Expectations (RE) in the Brazilian term-structure of interest rates, using maturities ranging from 1 month to 12 months, and daily data from 1995 to 2000. We rely on two methodologies based on single...
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