Directory UMM :Data Elmu:jurnal:J-a:Journal of Economics and Business:Vol52.Issue4.July2000:
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We find a significantly negative announcement effect for CB issues and also a significantly negative association between this effect and the equity compo- nent, this finding
Specifically, when we test for segmentation using the MSCI World index, we do not reject the null hypothesis of segmentation for the full sample period and the
One of the consequences of a WCB is the need for a world federal government (WFG) also which would not only address issues related to the global financial market but also
We evaluated the relationship between cash market volatility in the S&P 500 index, and speculative futures commitments, the number of futures speculators, and the size of
Finally, we propose a consistent test for the null hypothesis of linear cointegration against the alternative of nonlinear cointegration (NLCI). In a series of Monte Carlo
The policy parameters, the annual money growth rate (or the inflation tax rate) p˙ ( 5 ( z 2 1)/5), and capital gains tax rate t , are calibrated so that the model can predict how
Although a more complete discussion of the impacts of the various assumptions would have made the chapter better, the current contents of this chapter should be useful both
VOL (stock return volatility measure) is the absolute value of the return conditional on its 14 lags and weekday dummies; NT (Number of Trades) is the number of NYSE transactions
