Search
Now showing items 1-10 of 67
Should banks be averse to elections? A GMM analysis of recent elections in Ghana
(Universidad ESAN. ESAN EdicionesPE, 2019-06-01)
Purpose – Actions of incumbent politicians and firms’managers during election years have been cited as sources of many problems that afflict economies and business entities. Given the controversies surrounding the impact ...
Should banks be averse to elections? A GMM analysis of recent elections in Ghana
(Universidad ESAN. ESAN EdicionesPE, 2019-06-01)
Purpose – Actions of incumbent politicians and firms’managers during election years have been cited as sources of many problems that afflict economies and business entities. Given the controversies surrounding the impact ...
An application of the GMM model on economic growth in Indonesia
(Universidad del Zulia, 2019)
Indonesia economic growth determinants: Generalized method of moments (Gmm) model approachment
(Universidad del Zulia, 2019)
Testing the predict power of VIX: an application of multiplicative error modelTestando o poder preditivo do VIX: uma aplicação do modelo de erro multiplicativo
(Lociedade Brasileira de Finanças, 2015)
Level-based estimation of dynamic panel models
(De Gruyter, 2011-06-01)
This paper develops an alternative estimator for linear dynamic panel data models based on parameterizing the covariances between covariates and unobserved time-invariant effects. A GMM framework is used to derive an optimal ...
Causality and dynamic relationships between exchange rate and stock market indices in BRICS countries Panel/GMM and ARDL analyses
(Universidad ESAN. ESAN EdicionesPE, 2020-12-01)
Purpose: This paper aims to investigate simultaneously the causality and the dynamic links between exchange rates and stock market indices. It attempts to identify the short- and long-term effect of the US dollar on major ...