Eurasian Economic Review

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The importance of timing in estimating beta
Eurasian Economic Review - - 2019
Roi D. Taussig, Dror Tobi, Moti Zwilling
Volatility transmission in the South African white maize futures market
Eurasian Economic Review - Tập 10 Số 1 - Trang 71-88 - 2020
Sayed, Ayesha, Auret, Christo
Research in the United States’ agricultural futures markets have found maize (what they refer to as corn) to be the commodity that most broadly received and transmitted volatility transmissions. South Africa is the main emerging market for price discovery of maize in Africa, with white maize being the largest and most liquid agricultural commodity futures contract traded on the South African Futur...... hiện toàn bộ
Modeling and forecasting Hang Seng index volatility with day-of-week effect, spillover effect based on ARIMA and HAR
Eurasian Economic Review - Tập 4 - Trang 113-132 - 2015
Yanhui Chen, Kin Keung Lai, Jiangze Du
This paper investigates whether implied volatility index can be predicted and whether the prediction of implied volatility index can improve option trading performances by checking Hang Seng Index Volatility (VHSI). The results indicate that VHSI can be predicted more accurately when considering day-of-week effect and spillover effect. Furthermore, this paper uses straddle to examine the trading p...... hiện toàn bộ
The probability of default in Russian banking
Eurasian Economic Review - Tập 4 - Trang 81-98 - 2014
Alexander M. Karminsky, Alexander Kostrov
We compare several models for estimating the default probabilities of Russian banks using national statistics from 1998 to 2011, and find that a binary logit regression with a quasi-panel data structure works best. The results indicate that there is a quadratic U-shaped relationship between a bank’s capital adequacy ratio and its probability of default. In addition, macroeconomic, institutional, a...... hiện toàn bộ
Efficiency in cryptocurrency markets: new evidence
Eurasian Economic Review - Tập 11 Số 3 - Trang 403-431 - 2021
Carmen Martín, Sonia Benito Muela, Raquel Arguedas
Capital Investment, Earnings, and Annual Stock Returns: Causality Relationships In China
Eurasian Economic Review - Tập 1 - Trang 95-125 - 2014
Ahmet Can Inci
The Granger-causality effects between earnings, cash flow, and capital investment as well as on subsequent annual stock returns are examined for China in an international framework. Overall, there is a Granger causality relationship from earnings to capital investment. Furthermore, there is strong causality in the reverse direction as well. Capital investment causes positive subsequent stock retur...... hiện toàn bộ
Correction to: Employment effects of immigration to Germany in the period of migration policy liberalization, 2005–2018
Eurasian Economic Review - Tập 12 - Trang 567-568 - 2022
Isil Erol, Umut Unal
Institutional investors and conservative financial reporting: evidence from China
Eurasian Economic Review - Tập 5 - Trang 161-178 - 2015
Yue Chen, Lingxiang Li, Haizhi Wang, Peng Wang
Using a sample of listed firms in China from 2008 to 2011, we investigate the relation between institutional ownership and firm accounting conservatism. We find that higher level of equity ownership by institutional investors is associated with less conservative financial reporting. We also document that firms with long-horizon institutions engage in less conservative financial reporting. We furth...... hiện toàn bộ
Reassessing the environmental Kuznets curve: a summability approach for emerging market economies
Eurasian Economic Review - Tập 10 - Trang 513-531 - 2019
Seref Bozoklu, A. Oguz Demir, Sinan Ataer
This study investigates the robustness and validity of the environmental Kuznets curve hypothesis for Brazil, Chile, China, Colombia, Egypt, Greece, India, Indonesia, South Korea, Malaysia, Mexico, Peru, the Philippines, Thailand, and Turkey. The hypothesis postulates the connection between pollution and income follows an inverted U-shaped path, which means that environmental degeneration rises wi...... hiện toàn bộ
The relationship between cryptocurrencies and COVID-19 pandemic
Eurasian Economic Review - Tập 10 - Trang 349-360 - 2020
Ender Demir, Mehmet Huseyin Bilgin, Gokhan Karabulut, Asli Cansin Doker
We examine the relationship between cryptocurrencies (namely Bitcoin (BTC), Ethereum (ETH), and Ripple (XRP)) and COVID-19 cases/deaths. This will help explore whether cryptocurrencies can serve as a hedge against COVID-19. The wavelet coherence analysis indicates that there is initially a negative relationship between Bitcoin and the number of reported cases and deaths; however, the relationship ...... hiện toàn bộ
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