International Journal of Multidisciplinary Research and Growth Evaluation最新文献

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The effect of return on equity (ROE) and debt to equity ratio (DER) on stock prices with inflation as mediation variables: Case study on banking companies listed on the Indonesia stock exchange 2014-2020 period 以通货膨胀为中介变量的净资产收益率(ROE)和资产负债率(DER)对股价的影响——以2014-2020年印尼证券交易所上市银行公司为例
International Journal of Multidisciplinary Research and Growth Evaluation Pub Date : 2022-05-05 DOI: 10.54660/anfo.2022.3.3.5
Meutia Handayani, P. Samosir, B. Suparningsih
{"title":"The effect of return on equity (ROE) and debt to equity ratio (DER) on stock prices with inflation as mediation variables: Case study on banking companies listed on the Indonesia stock exchange 2014-2020 period","authors":"Meutia Handayani, P. Samosir, B. Suparningsih","doi":"10.54660/anfo.2022.3.3.5","DOIUrl":"https://doi.org/10.54660/anfo.2022.3.3.5","url":null,"abstract":"This study aims to prove whether or not Return on Equity (ROE) and Debt to Equity (DER) affect stock prices with inflation as an intervening variable. Case studies on banking companies listed on the Indonesia Stock Exchange from 2014 to 2020. This study applies a comparative casual method with a quantitative approach. The data analysis technique applied in this study uses library research methods related to the application of secondary data. The population is 45 issuers of the sectoral banking index. Meanwhile, the research sample consisted of 5 issuers of the sectoral banking index obtained by applying the purposive sampling method. The data analysis technique applied in this study uses multiple regression analysis and path analysis. The study results concluded that there was a positive and significant effect of Return On Equity and Debt To Equity Ratio on Inflation. There is a negative and significant effect of Return On Equity on Stock Prices. Debt To Equity Ratio has a positive and insignificant effect on stock prices. However, there is a negative and significant effect of inflation on stock prices. For example, inflation can mediate Return On Equity on stock prices, which means that an increase in the profitability (ROE) aspect of the banking sector issuer index will increase the inflation rate, which impacts the decline in stock prices in the capital market. Inflation is not able to mediate the effect of the Debt to Equity Ratio on the price aspect, which indicates that with an increase in the number of problematic banking sector indexes in terms of the efficiency of company assets, ultimately, investors tend to consider more considering the fundamental aspects of other companies which not only show how much the company obtains total net sales.","PeriodicalId":275599,"journal":{"name":"International Journal of Multidisciplinary Research and Growth Evaluation","volume":"104 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-05-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115620595","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Fiscal policy and sectorial performance: Emphasis on the Nigeria insurance sector 财政政策和部门绩效:重点介绍尼日利亚保险部门
International Journal of Multidisciplinary Research and Growth Evaluation Pub Date : 2022-05-04 DOI: 10.54660/anfo.2022.3.3.3
Kenneth C Kama
{"title":"Fiscal policy and sectorial performance: Emphasis on the Nigeria insurance sector","authors":"Kenneth C Kama","doi":"10.54660/anfo.2022.3.3.3","DOIUrl":"https://doi.org/10.54660/anfo.2022.3.3.3","url":null,"abstract":"One of the significant measures of economic development is the performance of its individual sectors. The insurance industry being an essential part of the economy’s financial sector with inherent potentials to drive economic expansion deserves government consideration in its fiscal policies. This study aimed at examining the effect of government fiscal policy on the performance of the insurance sector using autoregressive distributive lag (ARDL) model on data from CBN bulletin 2020 and Federal Inland Revenue Service report from 1994 to 2020. The result of the study indicated that total tax revenue has a negative relationship with insurance premium both in the short run and in the long run. While government expenditure has a positive effect on insurance performance in the short run and in the long run. The co-integrating equation also signified that for any movement into disequilibrium is corrected within one period. The study therefore recommend among others that government should utilize its expansionary fiscal policy in a manner that it will create an enabling environment for sectorial development, improve investments and relatively increase the activities of the insurance sector.","PeriodicalId":275599,"journal":{"name":"International Journal of Multidisciplinary Research and Growth Evaluation","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-05-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123709271","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
An analysis on the domestic fish marketing of south Andaman 安达曼南部国内鱼类市场分析
International Journal of Multidisciplinary Research and Growth Evaluation Pub Date : 2022-05-04 DOI: 10.54660/anfo.2022.3.3.4
S. Kanchana, Dr.S. Rajamohan
{"title":"An analysis on the domestic fish marketing of south Andaman","authors":"S. Kanchana, Dr.S. Rajamohan","doi":"10.54660/anfo.2022.3.3.4","DOIUrl":"https://doi.org/10.54660/anfo.2022.3.3.4","url":null,"abstract":"The domestic fish marketing of fish landing centre of south Andaman was analysed. The study has undertaken between January and February, 2022 in two fish landing centres (FLCs) of South Andaman namely Wandoor and Junglighat. Around 9 fishery cooperative societies marketing personnel were interviewed by adopting semistructured interview method and daily visit to landing centre has been done to analyse the structure and pattern of fish marketing system in both the FLCs (Table 1). This exercise has undertaken to meet different marketing personnel nearby portblair region and ideate about the interventions which could be planned for improving the infrastructure facilities and innovations in the marketing system (Table 2). It is observed that the marketing costs incurred by each of the intermediaries has been increasing day by day in Junglighat fish market and less involvement in Wandoor landing centre. Lack of proper communication facility with the island while fishing, inadequacy of maintenance yards for crafts and gears, lack of launching and landing facilities for crafts and gears in many areas, lack of processing factories and inadequate training for fishermen by the fisheries department are the infrastructural constraints pointed out by the fishermen at landing centre.","PeriodicalId":275599,"journal":{"name":"International Journal of Multidisciplinary Research and Growth Evaluation","volume":"38 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-05-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122025826","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Face recognition based attendance management system by using machine learning 基于人脸识别的考勤管理系统,采用机器学习
International Journal of Multidisciplinary Research and Growth Evaluation Pub Date : 2022-04-30 DOI: 10.54660/anfo.2022.3.3.1
Salman Baig, Kasuni Geetadhari, Mohd Atif Noor, Amarkant Sonkar
{"title":"Face recognition based attendance management system by using machine learning","authors":"Salman Baig, Kasuni Geetadhari, Mohd Atif Noor, Amarkant Sonkar","doi":"10.54660/anfo.2022.3.3.1","DOIUrl":"https://doi.org/10.54660/anfo.2022.3.3.1","url":null,"abstract":"Attendance is an important need of every organization. Maintaining daily attendance register is a tough and time consuming task. There are many alternative methods for marking the attendence like Biometric, RFID, eye detection, voice recognition, and many more. But Facial Recognition is an efficient and smart method for marking attendance. As it is known that primary identification for any human is its face, face recognition provides an accurate system which deals with the ambiguities like proxy in attendance, high cost, and time consumption. This system uses face recognizer library for facial recognition and storing attendance. It has a camera that takes an input image, an algorithm to detect a face from the input image, encode it and recognize the face and mark the attendance in a spreadsheet. The system camera of an android phone/laptop clicks the image and sends it to the server where faces are recognized from the database and attendance is calculated on basis of it. The aim of reducing the errors that occur in the older attendance marking system has been achieved by implementing the automated attendance system using deep learning. Face recognition system has been presented using deep learning which shows robustness towards recognition of the users with accuracy of 98.3% and result is converted into a PDF File. Index Terms- Android application, Biometric, Recognition system, Face Recognition, Deep Learning, PDF.","PeriodicalId":275599,"journal":{"name":"International Journal of Multidisciplinary Research and Growth Evaluation","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-04-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131302651","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Evaluation of relationship of physical fitness index (PFI) with mizaj in young individuals 青少年体质指数(PFI)与米札伊关系的评价
International Journal of Multidisciplinary Research and Growth Evaluation Pub Date : 2022-04-30 DOI: 10.54660/anfo.2022.3.3.2
Iqra Hashmi, Y. Jamal
{"title":"Evaluation of relationship of physical fitness index (PFI) with mizaj in young individuals","authors":"Iqra Hashmi, Y. Jamal","doi":"10.54660/anfo.2022.3.3.2","DOIUrl":"https://doi.org/10.54660/anfo.2022.3.3.2","url":null,"abstract":"Mizaj concept in the Unani system of medicine is a wide area of research. Mizaj theory has its roots in the ancient four humors theory. It was the Greek physician Buqrat (Hippocrates 460-370 BC) who systematized and developed it into a medical theory. He believed certain human moods, emotions, and behaviors were caused by body fluids (called “Humor”): blood, yellow bile, black bile, and phlegm. So, it is necessary to find out its relationship with physical fitness which may be influenced by individual mizaj (body type) and it can be considered as a decisive advantage to selecting an appropriate exercise for each athlete. Research in this area is very scanty and inconclusive, therefore the participants of young age and clinically healthy have been chosen as the subject of study. The objective of the present study is to find out the nature of mizaj (body type) with physical fitness. The sample of the present study was drawn from Ayurvedic and Unani tibbia college students, both boys and girls. In the present study, mizaj was assessed by using a mizaj assessment questionnaire based on ten classical parameters described in the Unani classical literature category, and physical fitness was determined by physical fitness index(PFI) using a modified Harvard step bench test. Analysis of data in the current study was done by calculating the mean, standard deviation, and one-way ANOVA in SPSS 22.0 software for all the factors of mizaj and physical fitness. It is observed that PFI, is highest in people having Damvi Mizaj and lowest in people having saudavi Mizaj and it is in concordance with the experimental hypothesis of this research work. From this study, it is clear that a possible correlation between PFI and Mizaj certainly does exist. After that, PFI could be considered as one of the diagnostic indices of temperament.","PeriodicalId":275599,"journal":{"name":"International Journal of Multidisciplinary Research and Growth Evaluation","volume":"53 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-04-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133563916","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Determinants of domestic violence against men in Kiponzero division, Iringa district council 伊林加区议会基蓬泽罗区对男子家庭暴力的决定因素
International Journal of Multidisciplinary Research and Growth Evaluation Pub Date : 2022-04-30 DOI: 10.54660/anfo.2022.3.2.20
Elizabeth G Wakolela, Dr. Sosthenes Ruheza, A. Msambila
{"title":"Determinants of domestic violence against men in Kiponzero division, Iringa district council","authors":"Elizabeth G Wakolela, Dr. Sosthenes Ruheza, A. Msambila","doi":"10.54660/anfo.2022.3.2.20","DOIUrl":"https://doi.org/10.54660/anfo.2022.3.2.20","url":null,"abstract":"Using Kiponzero Division as a case, this study aimed at exploring the determinant of Domestic Violence against Men (DVaM) in in Iringa District Council. The study employed quantitative and qualitative research methods where cross-sectional research design was used. Questionnaires and key-informants interview were used for data collection. Data analysed through Statistical Package for Social Sciences (SPSS version 20) computer software, where descriptive statistics was employed to determine frequencies and percentages. The study revealed that DVaM were attributed by higher level female’s level of income, with 67.5% of the victims claimed so while 55% of victims said that excessive alcohol uses was associated with DVaM. Based on the findings, the study concluded that DVaM mostly occurs in situations where a husband cannot provide for the family, either of being not able to earn more or spend out family’s needs and excess use of alcohols of both partners. It is recommended that provision of education to people on issues related to family affairs, duties and responsibilities, has to be given the most priority, to create sustainable families. Moreover, victims of DV has to be encouraged to reports their incidents to the respective organs.","PeriodicalId":275599,"journal":{"name":"International Journal of Multidisciplinary Research and Growth Evaluation","volume":"52 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-04-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129522737","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Microbiological examination of bottled and sachet water sold and consumed in Nnewi Metropolis, Anambra State, Southeast Nigeria 对尼日利亚东南部阿南布拉州Nnewi Metropolis销售和消费的瓶装水和小袋水进行微生物检查
International Journal of Multidisciplinary Research and Growth Evaluation Pub Date : 2022-04-28 DOI: 10.54660/anfo.2022.3.2.18
Elochukwu Chidubem Sunday Okoye, Chukwuebuka Mary Vin Ezeokoli, L. C. Okoye
{"title":"Microbiological examination of bottled and sachet water sold and consumed in Nnewi Metropolis, Anambra State, Southeast Nigeria","authors":"Elochukwu Chidubem Sunday Okoye, Chukwuebuka Mary Vin Ezeokoli, L. C. Okoye","doi":"10.54660/anfo.2022.3.2.18","DOIUrl":"https://doi.org/10.54660/anfo.2022.3.2.18","url":null,"abstract":"Microbiological examination of bottled and sachet water sold and consumed in Nnewi metropolis, Anambra State, Southeast Nigeria was carried out to assess their microbiological qualities. The bottled and sachet water were bought from various sales outlets in Nnewi, Nnobi, Ichi and Ozubulu towns. Overall 45 samples belonging to 15 different brands (5 bottled table and 10 sachet water) were analyzed for their microbiological quality using standard microbial methods in triplicates of each brand. The biochemical characteristics of the isolates were studied and results showed varied degrees of microbial load which indicated Pseudomonas spp., Klebsiella spp., Staphylococcus aureus, Bacillus spp., Salmonella spp., Enterobacter spp. and Citrobacter spp. Of all the 15 sachet water brands analyzed, 40 % failed to meet the WHO drinking water standard of ten coliform per 100 mL, making them unsuitable for human consumption, but all the bottled water samples were of potable quality. The bottled water samples had more microbiological quality than the sachet water samples. The contaminated sachet water samples are not fit for human consumption. Causes of contamination of the water samples and recommendations for improving their microbiological quality were highlighted.","PeriodicalId":275599,"journal":{"name":"International Journal of Multidisciplinary Research and Growth Evaluation","volume":"25 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-04-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126489647","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Consumer perceptions: Do sponsorship disclosure and influencer credibility affect brands in the beauty and cosmetics industry? 消费者认知:赞助披露和网红信誉是否影响美容和化妆品行业的品牌?
International Journal of Multidisciplinary Research and Growth Evaluation Pub Date : 2022-04-28 DOI: 10.54660/anfo.2022.3.2.19
J. Abraham, Sophia Floreto, Margaux Pagkalinawan, A. Jr
{"title":"Consumer perceptions: Do sponsorship disclosure and influencer credibility affect brands in the beauty and cosmetics industry?","authors":"J. Abraham, Sophia Floreto, Margaux Pagkalinawan, A. Jr","doi":"10.54660/anfo.2022.3.2.19","DOIUrl":"https://doi.org/10.54660/anfo.2022.3.2.19","url":null,"abstract":"The focus of the research is to fill in the gaps in existing research on the change from traditional marketing trends to current marketing trends in the Philippines, particularly influencer marketing on various digital media platforms. This study aims to determine significant factors affecting consumer perception (purchase intention) in the beauty and cosmetics industry, specifically sponsorship disclosure labels and influencer credibility, is beneficial to cosmetic companies, marketing agencies, and future researchers as a basis for future campaigns or research in line with influencer marketing. A total of 226 people were surveyed for this study, which used a descriptive-correlational technique. A Structural Equation Model (SEM) was used to assess their perceptions of influencer marketing as well as their overall attitude about the characteristics indicated. According to the findings of the study, influencers have a substantial effect in affecting respondents' purchase intentions for businesses. However, when it comes to sponsorship disclosure labels, the data demonstrate that they have no impact on consumer perceptions of purchase intent.","PeriodicalId":275599,"journal":{"name":"International Journal of Multidisciplinary Research and Growth Evaluation","volume":"156 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-04-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121678024","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
An assessments on the impacts of educational functions decentralization to local council in the Tonkolili District-Yoni Chiefdom 对通科利利地区尤尼酋长的教育职能下放到地方议会的影响进行评估
International Journal of Multidisciplinary Research and Growth Evaluation Pub Date : 2022-04-23 DOI: 10.54660/anfo.2022.3.2.16
E. Turay, Samuel Karim
{"title":"An assessments on the impacts of educational functions decentralization to local council in the Tonkolili District-Yoni Chiefdom","authors":"E. Turay, Samuel Karim","doi":"10.54660/anfo.2022.3.2.16","DOIUrl":"https://doi.org/10.54660/anfo.2022.3.2.16","url":null,"abstract":"In recent years the topic of decentralisation has received great attention. The increased interest is not only because of its theoretical appeal, but it is related to the rising number of countries adopting a more decentralised system. The widespread economic liberalization along with political change towards openness and democracy is one of the driving forces. In transition economies, including the transition countries in Europe and Central Asia (ECA)2 such trend was largely driven by the limited administrative and financial capacity of the center, while in some other regions the policy shift may be prompted by the collapse and erosion of central control. However, decentralization is not about weakening central authority. The important goal is to make the local government more responsive to the needs of local population. Most discussions about decentralisation accordingly center on attempts to improve the delivery of services. The countries in ECA region started the transition process with wholesale restructuring of their political systems. The discontent with welfare state institutions and the challenges that globalization processes triggered have modified the professional discourses on state, governance and democracy. The need for decentralization and devolution of power from central to local authorities has become one of the priorities in changing the state in these countries. The devolution of power necessarily intervenes with service delivery responsibilities, public finances arrangements, rebuilding central state capacities and institutions. While reasons for decentralization in the region vary, decentralization reform has been one of prevailing common prescriptions for addressing a wide range of other issues, including economic inefficiencies, macroeconomic instability, governance deficiencies, and poor delivery of public services. Interrogating some of the basic definitions on decentralization, decentralized governance and good governance and their significance for the ECA region, this paper focuses on the recent decentralization efforts made by the transition countries in ECA, concentrated around the implementation of the current decentralization agenda. It further explains why there are different approaches on the decentralization processes in these countries. At the same time, it recognizes that the decentralization everywhere is considered as a necessary mechanism to address a number of critical issues, including delivery of services. The section on legal, institutional capacities and financial resources at local level, attempts to underline the problem of limited capabilities that exists in local governments in these countries. The paper also addresses the importance of accountability and community empowerment in enhancing and improving service delivery. It suggests establishment of institutions and mechanisms to promote accountability in order to control government’s abuses and increase governments’ responsibility. Recognizing the ","PeriodicalId":275599,"journal":{"name":"International Journal of Multidisciplinary Research and Growth Evaluation","volume":"23 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-04-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121278593","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Volatility spillover effects among crude oil future market, SAR/EUR and Saudi Arabia CDS Market: The evidence of DCC-FIGARCH model 原油期货市场、沙特阿拉伯CDS市场波动溢出效应:基于DCC-FIGARCH模型的证据
International Journal of Multidisciplinary Research and Growth Evaluation Pub Date : 2022-04-23 DOI: 10.54660/anfo.2022.3.2.17
K. Tsiaras, Anna Papanikolaou, K. Poulios, T. Simos
{"title":"Volatility spillover effects among crude oil future market, SAR/EUR and Saudi Arabia CDS Market: The evidence of DCC-FIGARCH model","authors":"K. Tsiaras, Anna Papanikolaou, K. Poulios, T. Simos","doi":"10.54660/anfo.2022.3.2.17","DOIUrl":"https://doi.org/10.54660/anfo.2022.3.2.17","url":null,"abstract":"This empirical study examines the time-varying spillover and contagion effects between one major future market, one major FOREX market and six major Islamic CDS markets. We use daily data for crude oil future, SAR/EUR and Saudi Arabia CDS markets. The data spans from February 15, 2011 to August 27, 2020, which entails major economic events. In this paper, we deploy DCC-FIGARCH process. The empirical findings indicate volatility effects spilling over from crude oil future returns to SAR/EUR returns and CDS market returns. Dynamic Conditional Correlations provide empirical evidence of strong contagion effects between the market returns. Conclusions of this paper are of interest to investors diversifying their portfolios of the above markets and to financial derivative markets regulators providing regulations for the under investigation derivative markets.","PeriodicalId":275599,"journal":{"name":"International Journal of Multidisciplinary Research and Growth Evaluation","volume":"74 5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-04-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123150613","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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