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Chung Yim Yiu
Housing affordability is one of the major social problems in many countries, with some advocates urging governments to provide more accessible mortgages to facilitate more homeownership. However, in recent decades more and more evidence has shown that un...
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Selfi Pebriani,Dedi Suselo
Pág. 129 - 146
This study aims to examine the effect of macroeconomics, namely the effect of Exchange Rate, Inflation, BI-7 Day Repo Rate, and Gold Price on the Construction Sector Stock Price Index listed on the Jakarta Islamic Index for the 2019-2021 period during th...
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Mostafa E. ABOELSOUD,Dimitrios PAPARAS,Azzouz ZOUAOUI,Mustafa Kasim KASIM
Pág. 304 - 322
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Samson Ogege
Pág. 121 - 132
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Mahmut Saban AFSAL, Ibrahim DOGAN, Emre ÖRÜN, Bayram AYDIN
Pág. 57 - 74
In the economic literature, there is no consensus on the direction of the relationship between interest and inflation in the context of economic policies. In addition to the recent high inflation rates in the Turkish economy, nominal interest rates also ...
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Dr.Anwar Ali Shah G.Syed, Faiz M.Shaikh, Abdul Sattar Shah, Muhammad Akram
Pág. 2146 - 2150
Empirical literature is inconclusive whether a relationship exists between Interest Rate Differential and exchange rate. However, theoretical literature suggests that such positive relationship exists between these variables. Monthly interest rate data b...
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José Antonio Núñez,Elizabeth Ortega Benítez
As an extension of the article by Núñez, De la Cruz and Ortega (2007), differentparametric models with jumps are tested with the methodology developed by Ait-Sahalia and Peng (2006), based on the transition function. Data analyzed are the peso-dolla...
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Mohamed Essaied Hamrita,Abdelkader Trifi
Pág. 220 - 228
This paper examines the multi-scale relationship between the interest rate, exchange rate and stock price using a wavelet transform. In particular, we apply the maximum overlap discrete wavelet transform (MODWT) to the interest rate, exchange rate and st...
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Madeleine Gil Ángel,Jacobo Campo Robledo
Pág. 27 - 40
Most of the empirical evidence on the ?Fisher Effect? or ?Fisher hypothesis? holds that the relationship between inflation and nominal interest rate must be equal to one. This paper analyzes the relationship between the nominal interest rate and inflatio...
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Daniel J. Jones
Accounting for discounted and premium bond liabilities presents challenges for most students. Fortunately, committed educators can do something about the issue. In this teaching resource, the author presents an approach to simplify bond accounting concep...
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E. Chuke Nwude,K. Onochie Offor,Sergius N. Udeh
Pág. 340 - 353
This study examines the determinants of broad money demand and its stability in Nigeria over the quarterly period 1991:Q1 to 2014:Q4. With OLS and other statistical methods the results indicate that a long-run relationship exists between the real broad m...
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Katarzyna Schmidt
Pág. 7 - 16
Central bank decisions have an impact on the whole economy. Increasing or lowering interest rates as part of a specific policy determines not only changes in macroeconomic aggregates or decisions of financial entities, such as banks, but also has a ...
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Petr Wawrosz and Semen Traksel
The article deals with the issue of how negative interest rate policies, introduced in the second decade of the 21st century in some countries, affect certain macroeconomic indicators and bank performance. We concentrate specifically on Switzerland and S...
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Marco Di Francesco and Kevin Kamm
In this paper, we propose a new exogenous model to address the problem of negative interest rates that preserves the analytical tractability of the original Cox?Ingersoll?Ross (CIR) model with a perfect fit to the observed term-structure. We use the diff...
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Byron J. Idrovo-Aguirre, Francisco J. Lozano and Javier E. Contreras-Reyes
In this paper, we approached the concept of real estate bubble, analyzing the risk its bursting could generate for the Chilean financial market. Specifically, we analyzed the relationship between real housing prices, the economic activity index, and mort...
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Biwei Chen
Pág. 427 - 457
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Knut Lehre Seip and Dan Zhang
Previous studies have shown that the treasury yield curve, T, forecasts upcoming recessions when it obtains a negative value. In this paper, we try to improve the yield curve model while keeping its parsimony. First, we show that adding the federal funds...
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Chung Yim Yiu
There are substantial rebounds in house prices in many developed economies after the outbreak of COVID-19. It provides a special opportunity to test the real interest rate hypothesis empirically as a ?synchronized? price rebound implies a common cause of...
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Oguzhan Ozcelebi(1), Mehmet Tevfik Izgi(2), (1) Department of Economics, Istanbul University, Istanbul, Turkey (2) Vocational School of Social Sciences, Istanbul University Cerrahpasa, Istanbul, Turkey
Pág. 134 - 144
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Emmanuel Blaise Efon Ngouo, Luc Nembot Ndeffo
Pág. Page:31 - 37Abstract
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