| 1. |
Market anomalies and data persistence: The case of the day-of-the-week effect
Issue: Vol. 12, No 3, 2019
Journal: Journal of International Studies
Authors:
Alex Plastun,
Serhiy Kozmenko,
Viacheslav Plastun,
Hanna Filatova
Keywords:
market efficiency,
anomaly,
long memory,
persistence,
day of the week effect,
R/S analysis
JEL:
C22,
G12
|
122-130 (9) |
|
| 2. |
Crisis and financial data properties: A persistence view
Issue: Vol. 11, No 3, 2018
Journal: Journal of International Studies
Authors:
Alex Plastun,
Inna Makarenko,
Yuliia Yelnikova,
Аsiiat Sheliuk
Keywords:
persistence,
long memory,
R/S analysis,
Hurst exponent
JEL:
C22,
G12
|
284-294 (11) |
|
| 3. |
The Impact of Divisia Money on Monetary Model of Exchange Rate in Indonesia
Issue: Vol. 11, No 2, 2018
Journal: Economics & Sociology
Authors:
Choi-Meng Leong,
Chin-Hong Puah,
Venus Khim-Sen Liew
Keywords:
monetary model of exchange rate,
Divisia monetary aggregates,
bounds testing,
Indonesia
JEL:
E41,
E52,
C22
|
52-63 (12) |
|
| 4. |
The tourism-led terrorism hypothesis – evidence from Italy, Spain, UK, Germany and Turkey
Issue: Vol. 11, No 2, 2018
Journal: Journal of International Studies
Authors:
Maja Nikšić Radić,
Daniel Dragičević,
Marina Barkiđija Sotošek
Keywords:
tourism,
terrorism,
Granger causality,
VAR,
Turkey,
United Kingdom,
Germany,
Italy,
Spain
JEL:
C22,
D74,
Z32
|
236-249 (14) |
|
| 5. |
Innovation performance and R&D expenditures in Western European regions: Divergence or convergence?
Issue: Vol. 11, No 1, 2018
Journal: Journal of International Studies
Authors:
Pavel Bednář,
Martina Halásková
Keywords:
European regions,
expenditures,
innovation,
performance,
research and development,
spatial econometrics,
Western Europe
JEL:
C21,
C22,
O30,
O52,
R12
|
210-224 (15) |
|
| 6. |
Evaluating the Sustainability of the Spanish Social Security System
Issue: Vol. 10, No 4, 2017
Journal: Economics & Sociology
Authors:
Francisco J. Blanco-Encomienda,
Alejandro Ruiz-García
Keywords:
security,
sustainability,
reform,
pensions,
Spain
JEL:
C01,
C22,
H55
|
11-20 (10) |
|
| 7. |
The effect of interest rate on investment; Empirical evidence of Jiangsu Province, China
Issue: Vol. 8, No 1, 2015
Journal: Journal of International Studies
Authors:
Li Suyuan,
Adnan Khurshid
Keywords:
Interest rate,
investment,
Jiangsu Province,
VECM
JEL:
C22
|
81-90 (10) |
|
| 8. |
Macroeconomic Determinants of Household Savings in Ukraine
Issue: Vol. 8, No 3, 2015
Journal: Economics & Sociology
Authors:
Mykola Zhuk
Keywords:
household savings,
gross domestic savings,
Ukraine,
error correction model,
unit root
JEL:
C22,
E21
|
41-54 (14) |
|