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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

Analysis to China's Urban and Rural CPI Data

SUN, FEI January 2012 (has links)
No description available.

An investigation of the relationship between MSCI Taiwan stock index futures and spots.

Chou, Ching-Tsung 19 July 2000 (has links)

The Empirical Study of the Association with Economic Value Added¡BEarnings and Stock Returns

Wu, Huey-Jiuan 27 June 2002 (has links)
Economic Value Added (EVA) is a residual income that corrects distortion of managerial incentives introduced by standard GAAP accounting. This study attempts to compare EVA with EPS and see which one is better. The difference between literature and this study is that we use not only cross-regression but also Granger causality test to make clear the relationship between stock return and performance measure and find out what is the value of EVA. Our main finding is as follows¡G 1.EVA significantly positively affects the contemporaneous stock return, but EPS is insignificant. This support the existence of EVA. 2.The components unique to EVA --- the cost of capital, significantly negatively affects the contemporaneous stock return, indicating that market does take into consideration the cost of capital when pricing the company. 3.As to Granger causality relationship, there is no lead-lag relationship between stock return and EVA or EPS. This means that performance measure cannot be a predictor of future stock return. In a word, EPS, ignoring equity capital and being distorted by GAAP accounting, neither explains the contemporaneous stock return, nor forecasts the future. However, EVA, considering equity capital and correcting distortion of GAAP accounting, can explain the contemporaneous stock return by representing the intrinsic value of the company. But, EVA, being still on the basis of history, cannot forecast the future. Anyway, EVA can replace EPS in reflecting the operating of the company, that is the contribution of EVA.

Financial Development and Economic Growth : An empirical investigation of this nuexus in Ghana

Oppong, Adwoa Dufie January 2013 (has links)
This paper examines the relationaship between financial development and economic growth in ghana. This is done using time series econometric procedures by employing four proxy of financial development and applying granger causality test, cointegrating test, vector error correction model. The empirical results show that the direction of causalty is sensitive to the choice of proxy. It was discovered that finance follows in the direction of economic growth but doesnt necessarily lead to it. The empirical cointegration results weakly supprt long run relationship between financial development and economic growth.

The monetary sector in Cameroon money demand and causality analysis

Mbeleke, Paul Wuakoh January 1997 (has links)
This thesis investigates the monetary sector in Cameroon within an open economy framework. Two main hypotheses: money demand and Granger-causality are investigated. The data used are found to be non-stationary. Consequently, the money demand relationship is tested for the null hypothesis that it is spurious or not co-integrated. This is rejected in all the models put forward. The models are estimated and found to exhibit elasticities that are not unusual. Price homogeneity is found to be data incompatible. Income elasticities are generally found to be significantly less than unity suggesting economies of scale in money holdings. Corresponding dynamic models in the form of error correction are constructed using the familiar general to specific methodology and generally found to exhibit desirable statistical properties. Model preference is in terms of the narrow Ml definition of money with explanatory variables which include a foreign interest rate. For Granger-causality, the non-stationary data are transformed into stationarity where the null hypothesis of noncausality is tested in bivariate and multivariate contexts. Lag length selection is by the Final Prediction Error statistic. Results are mixed but two appear striking: domestic money and prices are found to be independent while domestic prices are Granger-caused by foreign variables but not by domestic ones.

Testování vlivu monetární politiky České národní banky na tempo růstu HDP

Janebová, Karin January 2011 (has links)
No description available.

Does a Causal Link Exist between Foreign Direct Investment and Economic Growth in the Asian NIEs?

Kim, Minjung 20 July 2004 (has links)
No description available.

Performance Comparison and Interrelationship between the US and Asian REITs Indices

Cheng, Jie-Rong 21 January 2008 (has links)
The aim of this thesis is to examine performance and relationship between the US and Asian REITs indices. We find two-year (2005/3/10~2007/3/12) return of T-REITs is 15.87%, which is much lower than the return of US, Japan and Singapore. However, T-REITs has the lowest risk in selected sample countries because the lowest VaRs is found. We estimate one-day horizon holding periods VaRs and find T-REITs¡¦ performance is better than other country by the Sharpe Ratio of VaRs. The Granger causality approach indicates some lead-lag relationships between these REITs. The NAREIT EQUITY index is leading the Hong-Kong and Singapore REITs indices; Singapore REITs index is leading the J-REITs index; J-REITs index is leading the NAREIT EQUITY index. However, Causality tests show no significant lead-lag relationships between Taiwan REITs market and other REITs markets.

The stock market and government debt : the impact of government debt changes on the stock market

Gerleman, Wendela January 2012 (has links)
This thesis investigates whether or not changes in a country’s government debt could affect its domestic stock market performance. The relationship is investigated by examining three different European countries, Germany, Portugal and Sweden, on the basis of two variables; (1) quarterly government debt changes as a percentage of gross domestic product and (2) the quarterly stock market changes over the time period2000:Q2 – 2011:Q2. The evidence is presented with help of Ordinary Least Square Method and Granger Causality test for each respective country. According to the Efficient Market Hypothesis, stock market prices should fully reflect all relevant information, e.g. government debt changes, as soon as they occur, without any delay, if the market is efficient. Past information should be insignificant and therefore not affect the stock market prices in an efficient market. In the cases of Sweden and Germany, the results proved to be ambiguous and thus do not allow for either rejection or acceptance of the Efficient Market Hypothesis with respect to government debt changes. However, some support was found in the case of Germany since the government debt changes and the stock market performance were instantaneously correlated. The empirical results presented in this thesis further allowed for the assumption that Portugal was not able to efficiently capture changes in the debt levels without any delay. This indicates that the Efficient Market Hypothesis can be rejected in regards for Portugal with respect to government debt changes. Furthermore, since the Portuguese stock market performance was not able to capture efficiently changes in the government debt level, it hence could possibly mislead the direction of the economy when looking into the stock prices to determine economic conditions. Moreover, the results imply that each country faces different relationships between the variables and that the relationships possibly could depend on the economic health of a country.

Applying the Short-Time Direct Directed Transfer Function to Human Electrocorticographic Recordings from a Language Task

Whaley, Meagan 28 June 2013 (has links)
This thesis applied the short-time direct directed transfer function (SdDTF) to time series data recordings from intracranial electrodes that measure the brain's electrical activity to determine the causal influences that occurred between brain regions during a speech production task. The combination of high temporal and spatial resolution of the electrocorticography (ECoG) recordings directly from the cortex render these measurements of brain activity desirable, particularly when analyzing the fine cognitive dynamics involved in word generation. This research applied a new method to characterize the SdDTF results by compressing across time and high gamma frequencies, generating adjacency matrices, and graphing them to visualize the influences between anatomical regions over the duration of the entire task. This consolidated SdDTF analysis technique allowed for data from a total of seven patients to be combined, generating results which were consistent with current speech production models. The results from this thesis contribute to the expansion of language research by identifying areas relevant to word generation, providing information that will help surgeons avoid irreparable damage to crucial cortex during brain surgery.

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