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Showing 1 to 20 of 22 for “"economic fundamentals"”.

  1. Price Level of Non-tradable Goods in Iceland: Explanations by Economic Fundamentals

    … of the gap enlargement are questionable whether fundamentals can sustain them. In attempt to answer the question the paper will introduce economic theories that look at the phenomena from the angle of economic fundamentals and present data to define the situation and examine relevance of the …

    u-iceland Repository record for Price Level of Non-tradable Goods in Iceland: Explanations by Economic Fundamentals (opens in a new tab)

  2. Channels of financial contagion

    … of contagion across 42 countries during nine economic and/or financial events. It identifies potential channels and classifies them either as channels that spread contagion via weak economic fundamentals, as channels that spread contagion via economic and/or financial links or as channels that …

    cape-town Repository record for Channels of financial contagion (opens in a new tab)

  3. Impacts of Volatility Spillovers, Economic Volatility and Capital Inflows on Mortgage-backed Financial Markets

    … (MBS). This is done by analyzing the impacts of economic volatilities on mortgage-backed financial markets' performance. The relationship between conditional volatilities of the MBS and conditional volatilities of the key economic fundamentals in the housing sector and the macroeconomy are …

    siu-theses Repository record for Impacts of Volatility Spillovers, Economic Volatility and Capital Inflows on Mortgage-backed Financial Markets (opens in a new tab)

  4. An econometric analysis of U.K. regional real estate markets

    … can these episodes be explained by movements in economic fundamentals. Second, considering the substantial instability of UK real estate markets over the last few decades, which are the best econometric models for predicting future house price dynamics and which economic variables are the most …

    lancaster Repository record for An econometric analysis of U.K. regional real estate markets (opens in a new tab)

  5. The equilibrium exchange rate of the Chinese Renminbi: determinants and misalignments

    … into the theoretical models a large number of economic fundamentals that capture the unique features of the Chinese economy. No previous study covers and analyses such a wide range of fundamentals. In addition, 11 of China's main trade partners are included in the extended multi-country FABEER …

    london-metro Repository record for The equilibrium exchange rate of the Chinese Renminbi: determinants and misalignments (opens in a new tab)

  6. Three Essays on Natural Rates

    … explain inflation dynamics.</p> <p>Chapter 3. Economics fundamentals and exchange rates, can machine learning help? Joint with Andi Cupallari For the final essay, we studied the relationship between economic fundamentals and nominal bilateral exchange rates. We built on previous studies and …

    cuny-grad Repository record for Three Essays on Natural Rates (opens in a new tab)

  7. The impact of sovereign credit ratings on foreign exchange rate returns in Africa

    … agencies which shows a disjoint between macro-economic fundamental performance and financial markets. African countries are encouraged to focus on stabilising their currencies, as well as attending to macro-economic fundamentals that will result in improved credit ratings.

    cape-town Repository record for The impact of sovereign credit ratings on foreign exchange rate returns in Africa (opens in a new tab)

  8. Rational asset pricing: book-to-market equity as a proxy for risk in utility stocks

    … that book to market equity has strong roots in economic fundamentals. Utilities have historically used betas to justify rate increases I developing rate structures that meet the rate of return demands for investors given the risk profiles that the company betas suggest. Realizing that low betas …

    vt Repository record for Rational asset pricing: book-to-market equity as a proxy for risk in utility stocks (opens in a new tab)

  9. A study of the Canadian property boom

    … to the housing market performance may undermine economic fundamentals and weaken the economy's ability to withstand disruptions. In this paper, the present economic conditions are examined to understand the general health of the Canadian economy. A comparison between the housing market boom in …

    mit Repository record for A study of the Canadian property boom (opens in a new tab)

  10. The impact of macroeconomic variables on the performance of selected African stock markets

    This dissertation investigates the impact of macroeconomic variables on the performance of African stock markets, focusing on Egypt, Mauritius, and South Africa during the period 2009– 2019. This dissertation employed the multiple linear regression model and the Granger causality test to ascertain …

    cape-town Repository record for The impact of macroeconomic variables on the performance of selected African stock markets (opens in a new tab)

  11. Effects of Exchange Rate Misalignment on Agricultural Producer Support Estimates: Empirical Evidence from India and China

    … are argued to be determined by a group of real economic fundamentals. These fundamentals within this study include technological progress (Balassa-Samuelson effect), levels of government expenditure, world interest rate, net capital inflows, terms of trade, and openness of the economy. Base on …

    vt Repository record for Effects of Exchange Rate Misalignment on Agricultural Producer Support Estimates: Empirical Evidence from India and China (opens in a new tab)

  12. The nexus between social spending and economic growth in South Africa: a cointegration approach

    … the declining growth and the prevailing socioeconomic challenges. This policy stance is heavily grounded in the Keynesian theory which proposes that government spending stimulates economic growth. Several empirical studies testing the Keynesian proposition are generally affirmative but these …

    zulu Repository record for The nexus between social spending and economic growth in South Africa: a cointegration approach (opens in a new tab)

  13. The determinants of Foreign Direct Investment in Zambia (1990-2011)

    … role of foreign direct investment (FDI) in economic development, growth and employment. Thus, most of these countries have undertaken various policy incentives to attract FDI. Zambia has not been left out in this struggle to attract FDI. However, despite having a liberal trade policy with …

    zambia Repository record for The determinants of Foreign Direct Investment in Zambia (1990-2011) (opens in a new tab)

  14. Testing for bubbles in time series data using long historical series

    … price is not justified by expectations of the fundamentals. The empirical characteristics of a bubble are widely regarded as a dramatic rise in asset prices in the early periods along with a sudden collapse, which have been observed in a wide range of financial markets including commodity, real …

    waikato-masters Repository record for Testing for bubbles in time series data using long historical series (opens in a new tab)

  15. Essays on Agglomeration, Access To Medical Services, And the Real Estate Market

    … state-level real housing prices are driven by economic fundamentals, such as real per capita disposable income, as well as by common shocks, such as changes in interest rates, oil prices, and technological change. They apply the common correlated effects (CCE) estimator of Pesaran (2006) which …

    syracuse-diss Repository record for Essays on Agglomeration, Access To Medical Services, And the Real Estate Market (opens in a new tab)

  16. Essays in Banking and Default

    … is crowded out by risky asset purchases and weak economic fundamentals lead to a banking crisis. Policy interventions face a trade-o¤ between alleviating banks' funding conditions and strengthening their risk-taking incentives. Due to this trade-off, liquidity provision to banks may eliminate the …

    cambridge Repository record for Essays in Banking and Default (opens in a new tab)

  17. Contagion of a Crisis, Corporate Governance, and Credit Rating

    … depends on the ex-ante expected state of the economic fundamentals of the country. Corporate governance is a major factor in determining the value of a firm. Hence, Chapter 3 examines how shareholders use the corporate governance structure -- managerial incentive scheme -- to maximize their …

    wustl Repository record for Contagion of a Crisis, Corporate Governance, and Credit Rating (opens in a new tab)

  18. Essays in Industrial Policy, Misallocation and Production Networks

    … industrial policy, misallocation and macroeconomic propagation in developing countries. The first chapter studies the impact of placebased industrial policies on equilibrium selection with Indian industrial parks as the empirical context. The second and third chapters study firm networks in …

    mit Repository record for Essays in Industrial Policy, Misallocation and Production Networks (opens in a new tab)

  19. Time-frequency domain analysis of exchange rate market integration in Southern Africa Development Community: A Hilbert-Huang Transform approach

    The desire of most African economic communities to introduce a common currency has persisted for years. As postulated by the Optimum Currency Area hypothesis, coordination of policy indicators among member countries is desirable for stable monetary union. In this regard, the integration of exchange …

    venda Repository record for Time-frequency domain analysis of exchange rate market integration in Southern Africa Development Community: A Hilbert-Huang Transform approach (opens in a new tab)

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