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Michael Segun Ogunmuyiwa
Pág. 39 - 73
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Aamir Aijaz Syed, Muhammad Abdul Kamal, Simon Grima and Assad Ullah
The relationship between financial development indicators and non-performing loans (NPLs) has garnered significant attention, especially in emerging countries. The puzzle of whether financial sector development increases or decreases Non-performing Loans...
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Wahyu Ario Pratomo(1), D. Agus Harjito(2), Ahmad Yani Hazir(3), (1) (2) (3)
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Ali Trabelsi Karoui,Aida Kammoun
Pág. 89 - 106
This paper represents a new approach in the exchange rate determination by using microstructural and macroeconomic variables. We test a combination of fundamentals and microstructure variables in cointegrated relationship of the USD/JPY and USD/GBP curre...
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Chetan Chitre
Pág. 90 - 94
The exchange rate disconnect puzzle has been haunting economists for over four decades now. That the volatility in the movement of both real and nominal exchange rates has no linkage with macroeconomic fundamentals is a mystery. This paper selectively re...
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Ifuero Osad Osamwonyi,Godfrey Ayegbeni Audu
Pág. 357 - 373
This study investigates the long term relationship between the behaviour of stock markets during the 2008 crisis and some selected international macroeconomic variables using information from January 2005 to December 2015. The procedures of the Autoregre...
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Ruobing Liu, Jianhui Yang and Chuan-Yang Ruan
Inspired by the GARCH-MIDAS model, we revisit the relationship between Chinese futures and macroeconomic factors. We introduce the level of the macroeconomic variables into the GARCH-MIDAS model in order to test the impact of the macroeconomic level on t...
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Roberto Lampa,Nicolas H. Zeolla
Pág. 275 - 293
Tra dicembre 2015 e Maggio 2018 il governo argentino ha realizzato politiche di liberalizzazione finanziaria, inclusa l?eliminazione di controlli sul regime dei cambi. Nonostante fondamentali macroeconomici fragili, la banca centrale ha emesso sia passiv...
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Daehwan Kim,Chi-Young Song
Pág. 210 - 219
We empirically examine the determinants of the short-term cross-country impacts of Lehman Brothers? bankruptcy on the volatility of stock prices. According to the results of this study, countries with lower financial openness and greater stock market dep...
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Lilian Tomu,Knowledge Mutodi,Tinashe Chuchu,Eugine Tafadzwa Maziriri
Pág. 55 - 63
This paper investigates the impact of dollarization policy on Zimbabwe exports over a period of 20 years. The study used panel data for 50 Zimbabwe potential historical trading partners. Random Effects Model (REM) was applied to estimate the gravity mode...
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Kishor K. Guru-Gharana,Matiur Rahman,Anisul M. Islam
Pág. 107 - 122
This paper empirically examines the causal linkages of Japan?s stock market (proxied by Nikkei 225 index) performance with selected key macroeconomic fundamentals. Relatively recent Toda-Yamamoto and Dolado-Lutkepohl, multivariate Granger causality tests...
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Kuziva Mamvura,Mabutho Sibanda
AbstractOrientation: This study examined the main predictors of net foreign portfolio investment volatility in low-income Southern African Development Community (SADC) countries. Based on the World Bank data (July 2014), the selected countries are Zimbab...
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