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Emerald

ESCI-ISI SCOPUS (1977-1987,1989-1991,1993-1998,2002-2004,2006-2025)

  1086-7376

 

 

 

Cơ quản chủ quản:  Emerald Group Publishing Ltd.

Lĩnh vực:
Economics and EconometricsEconomics, Econometrics and Finance (miscellaneous)Finance

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Các bài báo tiêu biểu

The impact of cross‐listings on the UK and the German stock markets
Tập 27 Số 1 - Trang 4-18 - 2010
AthanasiosKoulakiotis, KaterinaLyroudi, NikosThomaidis, NicholasPapasyriopoulos
PurposeThe purpose of this paper is to examine volatility transmissions between portfolios of cross‐listed equities and exchange rate differences and also the volatility persistence for home, foreign equities, and exchange rate differences in the UK and German markets.Design/methodology/approachA primary focus of this paper is to see if there is an impact first on the volatility persistence for fo... hiện toàn bộ
IMPLICATIONS FOR NATIONAL EQUITY MARKET COMOVEMENTS: AN APPLICATION OF THE ENGLE‐GRANGER TWO‐STEP PROCEDURE
Tập 15 Số 2 - Trang 31-59 - 1994
Lori L.Leachman, BillFrancis, IvanMarcott
This paper tests for longrun relationships among the national equity markets of the G'7 countries using the Engle‐Granger two‐step procedure. Results indicate that cointegration is the norm among these seven equity markets in the post‐Bretton Woods period. Further, market adjustments to system equilibria are accelerating as one moves toward the present implying that markets are becoming more integ... hiện toàn bộ
A THEORY OF THE METHODOLOGY OF ECONOMICS
Tập 4 Số 2 - Trang 3-16 - 1980
R.BLAINE ROBERTS
This paper presents a theory of the determinants of the methodology of economics. Following the useful distinction made by Papendreou (1958), theory is defined as comprising both a model and a probability statement as to the empirical validity of the model. Accordingly, first a model of the determinants of methodology of economics is presented and, then as an illustration, the model is applied to ... hiện toàn bộ
AUSTRIANS vs. MONETARISTS ON MONEY & CREDIT
Tập 8 Số 2 - Trang 81-96 - 1984
DONALD R.WELLS, MICHAEL J.GOOTZEIT
This paper focuses on the differences between the Austrian School's (Au) and the Monetarist's (Mt) position on Monetary theory. It will be shown that Au have a complete micro outlook that is not in the quantity theory tradition. Au reject central banking and coordinated monetary policy in favor of a system of free banking in which there is no government money. To Au, central banking, with its mono... hiện toàn bộ
A NOTE ON GOOD RIDGE ESTIMATORS BASED ON PRIOR INFORMATION
Tập 3 Số 1 - Trang 77-79 - 1979
LEONARD F.S.WANG
Theil (1963) suggested a mixed estimator when there is prior information used in regression analysis. It implies that the investigator not only estimates a parameter based on the sample data, but also combines the prior information by formulating it in terms of unbiased estimates and their covariance matrix. In particular, he assumes that the prior unbiased estimators r are q linear combinations o... hiện toàn bộ
BRANCH BANKING RESTRICTIONS, COMPETITION, AND COMMERCIAL BANK PROFITS: A CROSS‐SECTIONAL STUDY
- 1984
J.DAVID DILTZ
Many states still limit or prohibit commercial bank branching. In addition, the McFadden Act prevents banks from branching across state lines. It has been suggested that anti‐branching laws inhibit competition in the banking industry. This follows from the notion that bank markets are localized, and that anti‐branching laws prevent banks from penetrating local markets adjacent to their main office... hiện toàn bộ
Specialization and other determinants of non‐commercial bank financial institutions' profitability
- 2009
FadzlanSufian, SuarddyParman
PurposeThe purpose of the present study is to provide empirical evidence on the factors that influence non‐commercial bank financial institutions (NCBFIs) profitability in a developing economy.Design/methodology/approachThe least squares methods of random effects, fixed effects, and ordinary least square models are employed to examine the NCBFIs specific and macroeconomic determinants of NCBFI pro... hiện toàn bộ
A factor analysis of international portfolio diversification
Tập 25 Số 3 - Trang 165-174 - 2008
AbbasValadkhani, SurachaiChancharat, CharlesHarvie
PurposeThe purpose of this paper is to investigate the relationships between stock market returns of 13 countries based upon monthly data spanning December 1987 to April 2007.Design/methodology/approachSpecifically, the principal component (PC) and maximum likelihood (ML) methods are used to examine any discernable patterns of stock market co‐movements.FindingsFactor analysis provides evidence tha... hiện toàn bộ
ARE THE CPI AND WPI APPROPRIATE MEASURES TO USE FOR TESTING THE PPP HYPOTHESIS?
Tập 18 Số 1 - Trang 62-99 - 1997
MarilynMiller Dutton
This paper evaluates the commonly used CPI and WPI proxies for the real exchange rate by comparing them to new measures constructed from a different data series of traded and nontraded goods prices. The tests provide mixed evidence in favor of using the general price indexes to construct measures of the real exchange rate.
The effect of universal futures on opening and closing stock market price discovery
- 2011
Patricia L.Chelley‐Steeley, James M.Steeley
PurposeOn 29 January 2001, Euronext LIFFE introduced single security futures contracts on a range of global companies. The purpose of this paper is to examine the impact that the introduction of these futures contracts had on the behaviour of opening and closing UK equity returns.Design/methodology/approachThe paper models the price discovery process using the Amihud and Mendelson partial adjustme... hiện toàn bộ