International Journal of Finance and Economics
SCOPUS (1996-2023)SSCI-ISI
1099-1158
1076-9307
Anh Quốc
Cơ quản chủ quản: WILEY , John Wiley and Sons Ltd
Lĩnh vực:
AccountingEconomics and EconometricsFinance
Các bài báo tiêu biểu
Long‐term memory in stock market returns: international evidenceAbstract A lot of recent work has addressed the issue of the presence of long memory components in stock prices because of the controversial implications of such a finding for market efficiency and for martingale models of asset prices used in financial economics and technical trading rules used for forecasting. This paper examines the presence of long memory in the... ...
Tập 6 Số 1 - Trang 59-67 - 2001
Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaksAbstract Motivated by the emergence of Bitcoin as a speculative financial investment, the purpose of this paper is to examine the persistence in the level and volatility of Bitcoin price, accounting for the impact of structural breaks. Using parametric and semiparametric techniques, we find strong evidence in favour of a permanency of the shocks and lack of mean rev... ...
Tập 24 Số 1 - Trang 412-426 - 2019
Microeconomic effects of capital controls: The chilean experience during the 1990sAbstract This paper provides empirical evidence on some of the microeconomic effects of the capital controls introduced in Chile during the 1990s, in particular, the unremunerated reserve requirement (URR). By looking at financial statements for a group of 73 Chilean firms during 1986–2001, the paper attempts to identify the effects of the URR on the firms' costs an... ...
Tập 8 Số 3 - Trang 225-253 - 2003
The effect of financial sector development on economic growth of selectedsub‐Saharan Africa countriesAbstract The effect of financial sector development on economic growth is among the main debatable issue in economics and policymaking. Thus, by using different financial sector dimensions, this research tried to look at the effect of financial sector development on the economic growth of 25 sub‐Saharan Africa countries for the period 2010–2017. Precisely, three dyn... ...
Tập 28 Số 3 - Trang 2834-2842 - 2023