信息通信技术渗透与股票市场-增长关系：来自跨国小组的证据

IF 0.6 Q4 MANAGEMENT

International Journal of Services Technology and Management Pub Date : 2018-07-27 DOI:10.1504/IJSTM.2018.10013820

R. Pradhan, Girijasankar Mallik, T. P. Bagchi, Manoranjan Sharma

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引用次数: 9

摘要

该研究评估了三个变量之间的长期因果关系，即1988年至2012年间新兴经济体和增长领先经济体的信息通信技术普及率、股市发展和人均经济增长。利用面板协整技术，本研究发现被研究的变量是协整的，并且这些变量之间存在长期关系。此外，使用向量误差校正建模（VECM）技术和Granger因果关系，本研究发现，从短期和长期来看，这些变量之间都存在Granger因果性，尽管EAGLE中使用的选定ICT渗透率指标的结果的确切性质各不相同。

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Information communications technology penetration and stock markets - growth nexus: from cross country panel evidence

The study assesses the long run and causal relationship amongst three variables, namely, ICT penetration, stock markets development, and per capita economic growth in the emerging and growth-leading economies (EAGLEs) as evidenced between 1988 and 2012. Using panel cointegration technique, this study found that the variables under study are cointegrated and there exists a long run relationship among these variables. Furthermore, using vector error correction modelling (VECM) technique and Granger causality this study found that Granger causality exists among these variables both in the short run and in the long run although the exact nature of the results vary for the select ICT penetration indicators in use within the EAGLEs.

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来源期刊

International Journal of Services Technology and Management MANAGEMENT-

CiteScore

1.10

自引率

0.00%

发文量

期刊介绍： IJSTM addresses services innovation, services technologies and management, as well as the role of the supply chain, logistics and other related topics. Services cover a wide range of operations and functions, such as human aspects of healthcare, and technological aspects of public services design and management, as well as services provided by the manufacturing sector, information services and the associated cultural, ethical, legal and political aspects; electronic commerce; globalisation in services; and market innovations in services etc. Topics covered include: -Services technology, management and technology management: policy, strategic and operational issues -Services and innovation- Information technology and communication in services, e-commerce- Supply chain management- New developments in marketing and retailing- Human resources and development in services- Customer care- TQM, services quality- Distribution and logistics- Ecologically driven services- Economics of services- Services in society, ethics and culture- Technology related to tourism services and transport- Technology serving scientific research and high-tech industry- Medical, recreational and health tourism