A5021905090- Financial Markets and Investment Strategies
- Market Dynamics and Volatility
- Complex Systems and Time Series Analysis
- Financial Risk and Volatility Modeling
- Monetary Policy and Economic Impact
- Corporate Finance and Governance
- Auditing, Earnings Management, Governance
- Global Financial Crisis and Policies
- Stock Market Forecasting Methods
- Economic Theory and Policy
- Economic Growth and Productivity
- Energy, Environment, Economic Growth
- Housing Market and Economics
- Climate Change Policy and Economics
- Credit Risk and Financial Regulations
- Financial Literacy, Pension, Retirement Analysis
- Financial Reporting and Valuation Research
- Banking Systems and Strategies
- Local Government Finance and Decentralization
- Global trade and economics
- Energy, Environment, and Transportation Policies
Quinnipiac University
2022-2024
Suffolk University
2013-2018
Yeshiva University
2007-2014
Texas A&M University – Commerce
2000-2001
Texas A&M University
1999
This paper investigates empirically the impact of exchange rate changes on money demand seven Asian countries over quarterly period, 1973 – 2009. Estimates cointegrating relations are obtained using different estimators and error-correction technique was used to obtain estimates short-run dynamics. The major results show that increases in rate, exert a significant positive effect upon both long-run each countries. Further, domestic interest rates found have negative for money. These effects...
This paper explores a possible link between an asymmetric dynamic process of stock returns and profitable technical trading rules. Using Pacific Basin market indexes, we show that the daily index is better characterized by nonlinearity arising from reverting property, property exploitable in generating buy sell signals for We positive (negative) (sell) are consequence rules exploit dynamics revolve around unconditional mean under prior return patterns. Our results corroborate arguments...