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Arifa Jannat, Kentaka Aruga, Jun Furuya and Miyuki Iiyama
To maintain a sustainable market for major non-cereal crops in Bangladesh, the present study evaluated the asymmetric effect of the key macroeconomic variables on the imported and exported non-cereal crops. In this connection, this study evaluated the no...
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Retius Chifurira,Knowledge Chinhamu
AbstractOrientation: Value-at-risk (VAR) and other risk management tools, such as expected shortfall (conditional VAR), are heavily reliant on a suitable set of underlying distributional conjecture. Thus, distinguishing the underlying distribution that b...
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Zouheir Ahmed Mighri,Majid Ibrahim Al Saggaf
Pág. 210 - 219
We investigate the dynamic relationship between the gold and silver prices using the Enders-Siklos threshold cointegration approach. Our data are the weekly prices of the gold and silver from January 1968 to May 2016. We find a, asymmetric threshold coin...
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Noura Abu Asab
Pág. 118 - 124
The aim of this paper is to examine the asymmetric effect of oil price shocks on economic activity in Jordan, proxied by industrial production growth. Accommodating for non-linearity and employing different oil price shock measures, the findings suggest ...
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Mohammad Omrani,Mohammad Nabi Shahiki Tash,Ahmad Akbari
Pág. 594 - 601
Asymmetric price transmission affects the welfare of producers and consumers leading to a decrease in the efficiency of the market system through increasing the marketing margin. That is why the analysis of the price transmission is of great importa...
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Sethuraman, R. Srinivasan, V.
Pág. 379 - 386
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