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Key determinants of inflation and monetary policy in the emerging markets: Evidence from Vietnam
(
Inderscience Publishers
, 2016 , Article)
The study explores the key determinants of inflation in Vietnam for a period of ten year (2000-2011) using the explanatory variables: past inflation, real income, money supply, exchange rate, interest rate and world oil ...
Impact of terrorist attacks on stock market volatility in emerging markets
(
Elsevier B.V.
, 2016 , Article)
We use an event study methodology alongside an improved bootstrapping test to evaluate the impact of terrorist attacks on the volatility of stock markets in 12 MENA countries, and test for regional financial integration. ...
Further evidence on the rationality of interest rate expectations: A comprehensive study of developed and emerging economies
(
Elsevier
, 2016 , Article)
This study performs unbiasedness and efficiency tests of three-month and twelve-month ahead interest rate forecasts of one short-term and one long-term security of 10 developed and 20 emerging economies by exploiting a new ...