Print ISSN: 2305-2147
Vol 7, Issue 1, 2017 |
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Author(s): Burak Pirgaip --- Aslihan Tasdemir
Keywords: Derivatives, Mutual funds, Investment trusts, Financial crisis, Closed-ended funds, Open-ended funds, Turkey.
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Article Type: Research Article | Page: 1-14 | Citation: 1
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Explore the Impact of the Trading Value, The Oil Price and Quantitative Easing Policy on the Taiwan and Korea Stock Market Return with Quantile Regression
Author(s): Tzu-Kuang Hsu --- Chin-Chang Tsai
Keywords: Quantile regression, Stock index return, Changes in international oil prices, Quantitative easing policy, Stock market, Manufacturing industry production index.
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Article Type: Research Article | Page: 15-26 | Citation: 3
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Muslim Women Entrepreneurs Motivation in SMEs: A Quantitative Study in Asia Pacific Countries
Author(s): Ilhaamie Abdul Ghani Azmi
Keywords: Women, Muslim, Asia pacific, Motivation, Challenges, Entrepreneurship.
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Article Type: Research Article | Page: 27-42 | Citation: 2
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The Effects of Inflation and Operating Cycle on Cash Holdings (Liquidity) of Listed Companies in Tehran Stock Exchange
Author(s): Samaneh Fallah --- Seyyed Abbas Hashemi
Keywords: Cash holding, Inflation, Operating cycle, Nonlinear relationship, Multivariate regression, Tehran stock exchange.
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Article Type: Research Article | Page: 43-51 | Citation: 1
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Dynamics of the Relationship between Implied Volatility Indices and Stock Prices Indices: The Case of European Stock Markets
Author(s): Rouetbi Emna --- Chaabani Myriam
Keywords: Implied volatility indices, Stock market returns, Volatility asymmetry, Volatility feedback, European equity markets.
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Article Type: Research Article | Page: 52-62 | Citation: 0
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Volatility Modelling and Parametric Value-At-Risk Forecast Accuracy: Evidence from Metal Products
Author(s): Samir MABROUK
Keywords: Long-range memory, Value at risk, Asymmetry, Fat tail, GARCH. Volatility forecast
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Article Type: Research Article | Page: 63-80 | Citation: 1
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The Power of a Leading Indicators Fluctuation Trend for Forecasting Taiwans Real Estate Business Cycle: An Application of a Hidden Markov Model
Author(s): Yun-Ling Wu --- Cheng-Huang Tung --- Chun-Chang Lee
Keywords: Real estate cycle, Real estate cycle leading indicator, Asymmetry, Duration, Hidden Markov model, Taiwan real estate research center.
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Article Type: Research Article | Page: 81-98 | Citation: 0
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Nonlinear Analysis of Economic Growth, Public Debt and Policy Tools
Author(s): Yifei Cai
Keywords: ADL test for threshold cointegration, Economic growth, Public debt, Fiscal policy, Monetary policy, Short-term adjustment.
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Article Type: Research Article | Page: 99-108 | Citation: 2
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