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Cumhur Ekinci and Oguz Ersan
Assuming that investors can be foreign or local, do high-frequency trading (HFT) or not, and submit orders through a bank-owned or non-bank-owned broker, we associated trades to various investors. Then, building a panel vector autoregressive model, we an...
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Houjian Li, Xiaolei Zhou, Mengqian Tang and Lili Guo
China is moving toward the important goal of being a green and low-carbon country, and the current severity level of population aging is of particular concern to the government. Aging, renewable energy consumption, and technological progress are closely ...
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Leonel Muinelo-Gallo, Ronald Miranda Lescano, Gabriela Mordecki
Pág. pp. 157 - 192
In this paper we analyze the impact of exchange rate uncertainty on export flows among a panel of 27 countries throughout the 1994/01-2014/12 period. In order to do this, we apply a panel vector autoregressive model approach. By dividing the panel into t...
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Laetitia Paule SOKENG DONGFACK,Hongbing OUYANG
Pág. 80 - 100
JEL. C32, E41, E21, F32, F45.
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Osaretin Kayode Omoregie,Sodik Adejonwo Olofin,Fredrick Ikpesu
Pág. 105 - 115
Theoretical guidance suggests a trade-off between profitability and liquidity in effect of capital structure decisions. This study investigates the link between capital structure and profitability-liquidity trade-off using descriptive and Panel-VAR analy...
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I Gede Agus Ariutama, Anisa Fahmi
Pág. 54 - 64
This study aims at determining inclusive growth and exploring the relationship between inclusive growth, educational attainment and morbidity rate in Papua province. This is due to the fact that Papua Province with special autonomy status attempts to cat...
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José Mauricio Gil León,John William Rosso Murillo,Edgar Alonso Ramirez Hernández
Pág. 137 - 147
We study the effect of public indebtedness on economic growth in Latin American economies. Our main findings indicate that a Public Debt-GDP ratio of 75% leads to a deceleration in growth. On the other hand, a ratio of 35% increases the growth volatility...
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Chaiyuth Padungsaksawasdi, Sirimon Treepongkaruna and Robert Brooks
Using the panel vector autoregression (VAR) method, this paper documents relationships between investor attention and stock market activities; i.e., return, volatility, and trading volume, respectively. In sum, bidirectional dynamic interdependence of th...
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Bahar Bayraktar-Saglam and Selin Sayek Böke
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Arash Nayebyazdi
Pág. 57 - 80
This study is to evaluate the relationship between crime and economic growth in 27 countries of EU in the time period of 2004 ? 2014. Using GMM estimators of Panel Var model and Granger causality test, shock effects of crime occurrence on economic growth...
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