27 results for “Financial Time Series”

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Research ArticleOpen accessIn the abstractAre There Smaller Leverage Effects in Less-Developed Markets? Evidence from an Oil Exporting CountryMosayeb Phalavani, Parinaz EzzatiProblem statement: This study uses daily data from the Tehran Stock Market (TSM) to illustrate the nature of stock market volatility in an undeveloped and young stock market. Although most studies suggest that a negative shock to stock prices will generate more volatility than a positive shock of equal magnitude but there is no evidence of asymmetric effect in TSM. … …American Journal of Applied Sciences, Vol. 7, Issue 1 · 31 Jan 2010 · 7,519 accessesView PDF Cite

Research ArticleOpen accessIn the abstractForecasting Peak Load Electricity Demand Using Statistics and Rule Based ApproachZ. Ismail, A. Yahya, K. A. MahpolProblem statement: Forecasting of electricity load demand is an essential activity and an important function in power system planning and development. It is a prerequisite to power system expansion planning as the world of electricity is dominated by substantial lead times between decision making and its implementation. The importance of demand forecasting needs to be emphasized at all level as … …American Journal of Applied Sciences, Vol. 6, Issue 8 · 31 Aug 2009 · 7,936 accessesView PDF Cite

Research ArticleOpen accessIn the abstractFinancial Development and Economic Growth An Empirical Analysis for GreeceAthanasios Vazakidis, Antonios AdamopoulosProblem statement: This study investigated the causal relationship between financial development and economic growth for Greece for the period 1978-2007 using a Vector Error Correction Model (VECM). Questions were raised whether financial development causes economic growth or reversely taking into account the positive effect of industrial production index. Financial market development is estimated by the effect of credit market development … …American Journal of Applied Sciences, Vol. 6, Issue 7 · 31 Jul 2009 · 7,749 accessesView PDF Cite

Research ArticleOpen accessIn the abstractA Theory of the Risks of Venture Capital FinancingEdmund H. MantellProblem statement: There is no general theory analyzing how the time-varying cash flows of venture capitalist financing affect the likelihood of success of a new venture. This research addressed that lacuna in the literature. Approach: Research in the area of venture capital financing was needed because of the importance of new ventures as germinators of technological innovation. The research in … …American Journal of Economics and Business Administration, Vol. 1, Issue 2 · 30 Jun 2009 · 7,760 accessesView PDF Cite

Research ArticleOpen accessIn the abstractCausal Relationships between Financial Development, Trade Openness and Economic Growth: The Case of TurkeyFatih YucelProblem statement: The main objective of this study was to examine the causality relations between financial development, trade openness and economic growth (GDP) for the Turkish economy. Approach: In time series context, recently developed econometric techniques were used: namely the Augmented Dickey-Fuller (ADF) for unit root, Johansen and Juselius (JJ) for cointegration and Granger causality test for causal relationships. Results: … …Journal of Social Sciences, Vol. 5, Issue 1 · 31 Mar 2009 · 9,048 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordCredit Market Development and Economic Growth an Empirical Analysis for United KingdomAthanasios Vazakidis, Antonios AdamopoulosProblem statement: This study investigated the causal relationship between credit market development and economic growth for UK for the period 1975-2007 using a Vector Error Correction Model (VECM). Questions were raised whether economic growth spurs credit market development taking into account the negative effect of inflation rate on credit market development. This study aimed to investigate the short-run and the … …American Journal of Economics and Business Administration, Vol. 3, Issue 3 · 29 Nov 2011 · 7,238 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordInvestigation of Socially Responsible Investment Markets (SRI) Using Dynamic Conditional Correlation (DCC) Method: Implications for DiversificationGurudeo Anand Tularam, Eduardo Roca, Victor Siew Howe WongProblem statement: Over the last ten years there has been a phenomenal growth in the amount of funds placed in SRI globally estimated to be around US$6.5 trillion while around US$55 billion in the Australian market. Accurate knowledge of correlation of the Australian SRI market with other SRI markets overseas is crucially important for Australian (SRI) investors for international portfolio … …Journal of Mathematics and Statistics, Vol. 6, Issue 4 · 4 Nov 2010 · 16,234 accessesView PDF Cite