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Financial Contagion Crisis Effect of Subprime on G7: Evidence through the Adjusted Correlation Test and Non-linear Error Correction Models (ECM) 次贷金融传染危机对G7的影响:基于调整相关检验和非线性误差修正模型的证据
international journal of research in computer application & management Pub Date : 2014-01-23 DOI: 10.12691/IJEFM-2-5-3
Mourad Hmida
{"title":"Financial Contagion Crisis Effect of Subprime on G7: Evidence through the Adjusted Correlation Test and Non-linear Error Correction Models (ECM)","authors":"Mourad Hmida","doi":"10.12691/IJEFM-2-5-3","DOIUrl":"https://doi.org/10.12691/IJEFM-2-5-3","url":null,"abstract":"The objective of this study is to test the presence of the contagion phenomenon during the US subprime crisis. We adopt the test of adjusted correlation coefficients between markets and propose a new procedure which involves testing the non-linearity of the propagation mechanisms shocks, estimated with a model of long-term interdependence. We apply this methodology to the financial markets which measure the risk perception. Our results prove the existence of some cases of the contagion phenomenon between the financial markets of G7 countries.","PeriodicalId":298738,"journal":{"name":"international journal of research in computer application & management","volume":"80 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-01-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127174975","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: 6
An Econometrics Analysis of Oil Price Volatility 石油价格波动的计量经济学分析
international journal of research in computer application & management Pub Date : 2013-01-23 DOI: 10.12691/IJEFM-1-1-1
M. Jawad
{"title":"An Econometrics Analysis of Oil Price Volatility","authors":"M. Jawad","doi":"10.12691/IJEFM-1-1-1","DOIUrl":"https://doi.org/10.12691/IJEFM-1-1-1","url":null,"abstract":"The main objectives of this research are firstly, to determined the variables which may cause the oil volatility. Secondly, to analyze that how much these variables cause the oil volatility. Secondary data from 1973 to 2011 were used to estimate the coefficients. GARCH (1, 1) model is used to analyze the volatility among the variable. Oil price, Oil supply and oil demand are stationary at 1st Difference through ADF test. It is found through Generalized Autoregressive Conditional Heteroskedasticity (GARCH1, 1) that oil demand has a significant effect on the oil price. Government should make a proper plan and procedure according to economic growth and requirement which would help to maintain the equilibrium of oil demand and supply and decreased the impact of oil price volatility on the economic growth. Exploration the oil alternatives that steadily decrease the impact of the oil price volatility, will make potential of the economy stronger to face volatility crisis.","PeriodicalId":298738,"journal":{"name":"international journal of research in computer application & management","volume":"134 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-01-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133977116","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: 3
SELECTION OF MIXED SAMPLING PLAN WITH QSS - 3(n;cN,cT) PLAN AS ATTRIBUTE PLAN INDEXED THROUGH MAPD AND LQL 以QSS - 3(n;cN,cT)计划为属性计划通过MAPD和LQL索引的混合抽样计划的选择
international journal of research in computer application & management Pub Date : 2012-11-01 DOI: 10.22237/JMASM/1351742820
R. S. Kumar, M.Indra R.Radhakrishnan
{"title":"SELECTION OF MIXED SAMPLING PLAN WITH QSS - 3(n;cN,cT) PLAN AS ATTRIBUTE PLAN INDEXED THROUGH MAPD AND LQL","authors":"R. S. Kumar, M.Indra R.Radhakrishnan","doi":"10.22237/JMASM/1351742820","DOIUrl":"https://doi.org/10.22237/JMASM/1351742820","url":null,"abstract":"This paper presents the procedure for the construction and selection of the mixed sampling plan using MAPD as a quality standard with the QSS-3(n;c N, cT ) plan as attribute plan. The plans indexed through MAPD and IQL are constructed and compared for their efficiency. Tables are constructed for easy selection of the plan.","PeriodicalId":298738,"journal":{"name":"international journal of research in computer application & management","volume":"371 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115198346","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
International Small-Scale Forest Carbon Sequestration Program and its Impact on the Livelihood of Local People: Evidences from Central Kenya 国际小规模森林碳封存项目及其对当地居民生计的影响:来自肯尼亚中部的证据
international journal of research in computer application & management Pub Date : 2011-08-15 DOI: 10.26634/JMGT.6.1.1499
Dereje Teklemariam Gebremeskel, Girma Tegene Demessie
{"title":"International Small-Scale Forest Carbon Sequestration Program and its Impact on the Livelihood of Local People: Evidences from Central Kenya","authors":"Dereje Teklemariam Gebremeskel, Girma Tegene Demessie","doi":"10.26634/JMGT.6.1.1499","DOIUrl":"https://doi.org/10.26634/JMGT.6.1.1499","url":null,"abstract":"Customer relationship management (CRM) as a philosophy as well as a technology has gained utmost importance in the business arena. Researchers have suggested different perspectives of CRM that help firms gain competitive advantages. In the same line this research, based on case analysis of two Indian fast growing e-business companies, tries to test few hypotheses derived from Resource Based View (RBV) of CRM. The main objectives are to evaluate the relationships of internet resource – e-business capabilities and e-business values in these two Indian firms. In depth analysis of the case companies reveals there is positive relationship between internet resources and e-business capabilities and these e-business capabilities further have facilitated e-business value. On the basis of the findings certain practical implications and future research have been suggested.","PeriodicalId":298738,"journal":{"name":"international journal of research in computer application & management","volume":"45 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-08-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123275500","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
The Dynamic International Optimal Hedge Ratio 动态国际最优对冲比率
international journal of research in computer application & management Pub Date : 2011-02-01 DOI: 10.12691/IJEFM-2-3-1
Xiaochun Liu, Brian Jacobsen
{"title":"The Dynamic International Optimal Hedge Ratio","authors":"Xiaochun Liu, Brian Jacobsen","doi":"10.12691/IJEFM-2-3-1","DOIUrl":"https://doi.org/10.12691/IJEFM-2-3-1","url":null,"abstract":"Instead of modeling asset price and currency risks separately, this paper derives the international hedge portfolio, hedging asset price and currency risk simultaneously for estimating the dynamic international optimal hedge ratio. The model estimation is specified in a multivariate GARCH setting with vector error correction terms and estimated for the commodity and stock markets of the U.S., the U.K., and Japan.","PeriodicalId":298738,"journal":{"name":"international journal of research in computer application & management","volume":"84 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122589633","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: 2
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