Directory UMM :Data Elmu:jurnal:I:International Review of Economics And Finance:Vol9.Issue3.July2000:
Teks penuh
Gambar
Dokumen terkait
In this paper, we study the potential of stocks as a hedge against inflation for different investment horizons. We show that stocks can be a hedge against inflation even if
Specifically, their variable set includes political risk, inflation, ex- change rate volatility, per capita GDP, growth of GDP, the size of the trade sector, the indebtedness of
(14) says that innovations in excess currency returns are made up of the infinite sums of three components: innovations in nominal interest rate differentials, inflation
This article uses long-term cross-country data to examine the Fisher hypothesis that nominal interest rates respond point-for-point to changes in the expected inflation rate..
(5), in addition to the number of outstanding common stock shares and warrants, exercise price, and dilution factor, the theoretical DECS value is determined by five other factors:
Although concrete evidence is not obtained as to whether the exchange rates are fractionally cointegrated, the d estimates of the error correction term suggest that the exchange
The growth is analysed in terms of annual and relative growth rates of bole, crown and marketable heights and volumes, and diameter at breast height.. The economic gains are
Accordingly, our study aims to 1 build a model based on the trade-off theory to predict the effects of the controlling shareholder, firm income tax rate, and their interactions on debt
