Search results

1 – 9 of 9
Content available
Book part
Publication date: 23 April 2005

S. Hoti and Michael McAleer

Abstract

Details

Modelling the Riskiness in Country Risk Ratings
Type: Book
ISBN: 978-0-44451-837-8

Content available
Book part
Publication date: 23 April 2005

Abstract

Details

Modelling the Riskiness in Country Risk Ratings
Type: Book
ISBN: 978-0-44451-837-8

Content available
Book part
Publication date: 23 April 2005

Abstract

Details

Modelling the Riskiness in Country Risk Ratings
Type: Book
ISBN: 978-0-44451-837-8

Content available
Book part
Publication date: 23 April 2005

Abstract

Details

Modelling the Riskiness in Country Risk Ratings
Type: Book
ISBN: 978-0-44451-837-8

Content available
Book part
Publication date: 29 May 2009

Abstract

Details

Quantifying Consumer Preferences
Type: Book
ISBN: 978-1-84855-313-2

Open Access
Article
Publication date: 7 April 2023

Billy Prananta and Constantinos Alexiou

The authors explore the relationship between the exchange rate, bond yield and the stock market as well as the effect of capital market dynamics on the exchange rate before and…

1013

Abstract

Purpose

The authors explore the relationship between the exchange rate, bond yield and the stock market as well as the effect of capital market dynamics on the exchange rate before and during the COVID-19 pandemic.

Design/methodology/approach

The authors employ a non-linear autoregressive distributed lag (NARDL) methodology using daily data of the Indonesian economy over the period 2012–2021.

Findings

Whilst, over the full sample period, the authors find no cointegration between the exchange rate, the 10-year bond yield and stock market, for the COVID-19 period, evidence of cointegration is present. Furthermore, the results suggest that asymmetric effects are evident both in the short as well as the long run.

Originality/value

To the best of the authors’ knowledge, this is the first time that the relationship between the exchange rate, bond yield and the stock market as well as the effect of capital market dynamics on the exchange rate before and during the COVID-19 pandemic has been explored in the case of the Indonesian economy.

Details

Asian Journal of Economics and Banking, vol. 8 no. 1
Type: Research Article
ISSN: 2615-9821

Keywords

Content available
Book part
Publication date: 27 November 2020

Arthur Seakhoa-King, Marcjanna M Augustyn and Peter Mason

Abstract

Details

Tourism Destination Quality
Type: Book
ISBN: 978-1-83909-558-0

Open Access
Article
Publication date: 11 January 2023

Antonio Focacci

The purpose of this stud is to analyze the financialization effect on oil prices.

Abstract

Purpose

The purpose of this stud is to analyze the financialization effect on oil prices.

Design/methodology/approach

This study applied the technique of multibreak point analysis with Bai and Perron test plus VAR methodology.

Findings

Findings revealed that there was no effect on oil prices.

Originality/value

To the best of the author’s knowledge, this is the first paper combining the multibreakpoint analysis with VAR for the period analyzed in the present work.

Open Access
Article
Publication date: 23 June 2021

Antonio Focacci

The purpose of this paper is to investigate whether management strategies implemented by non-commercial traders may be identified as a key factor in affecting oil price paths in…

Abstract

Purpose

The purpose of this paper is to investigate whether management strategies implemented by non-commercial traders may be identified as a key factor in affecting oil price paths in the conventional pre- and post-financialization periods.

Design/methodology/approach

By using a vector autoregressive approach the dynamic analysis of the daily stock indexes for some of the most important world economies and the oil prices is conducted starting from 1992 to the end of 2020.

Findings

The findings do not support the idea that the financial markets act as a privileged conduit in transmitting the shocks to the oil spot quotations.

Originality/value

Such a direct assessment has not been previously proposed in literature wherein – under a financial perspective – the returns are generally taken into consideration.

Details

Studies in Economics and Finance, vol. 38 no. 5
Type: Research Article
ISSN: 1086-7376

Keywords

1 – 9 of 9