Nothing Special   »   [go: up one dir, main page]
create a website
CAPITAL ACCUMULATION AND THE ENDOGENEITY OF THE NATURAL RATE OF GROWTH: AN APPLICATION FOR THE MEXICAN ECONOMY AND ITS STATES. (2019). Gonzalez, Josue Zavaleta ; Chavez, Alejandro Adan ; Vazquez, Juan Alberto.
In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura.
RePEc:grm:ecoyun:201901.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 27

References cited by this document

Cocites: 43

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Abdullah, A. M., Saiti, B., & Masih, M. (2016). The impact of crude oil price on Islamic stock indices of South East Asian countries: Evidence from MGARCH-DCC and wavelet approaches. Borsa Istanbul Review, 16(4), 219-232.

  2. Arouri, M. E. H., Jouini, J., & Nguyen, D. K. (2011). Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management. Journal of International money and finance, 30(7), 1387-1405.

  3. Arouri, M. E. H., Jouini, J., & Nguyen, D. K. (2012). On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness. Energy Economics, 34(2), 611-617.

  4. Arouri, M. E. H., Lahiani, A., & Nguyen, D. K. (2011). Return and volatility transmission between world oil prices and stock markets of the GCC countries. Economic Modelling, 28(4), 1815-1825.

  5. Basher, S. A., & Sadorsky, P. (2016). Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH. Energy Economics, 54, 235-247.

  6. Beckmann, J., & Czudaj, R. (2014). Volatility transmission in agricultural futures markets. Economic Modelling, 36, 541-546.

  7. Chang, C. L., McAleer, M., & Tansuchat, R. (2013). Conditional correlations and volatility spillovers between crude oil and stock index returns. The North American Journal of Economics and Finance, 25, 116-138.

  8. Choi, K., & Hammoudeh, S. (2010). Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment.

  9. Cunado, J., & De Gracia, F. P. (2005). Oil prices, economic activity and inflation: evidence for some Asian countries. The Quarterly Review of Economics and Finance, 45(1), 65-83.

  10. Domanski, D., & Heath, A. (2007). Financial investors and commodity markets.

  11. Du, X., Cindy, L. Y., & Hayes, D. J. (2011). Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis. Energy Economics, 33(3), 497-503.

  12. Dwyer, A., Gardner, G., & Williams, T. (2011). Global commodity markets– price volatility and financialisation. RBA Bulletin, June, 49-57.

  13. Economic Modelling, 26(1), 1-29. Creti, A., Joëts, M., & Mignon, V. (2013). On the links between stock and commodity markets volatility. Energy Economics, 37, 16-28.

  14. Energy Policy, 38(8), 4388-4399. Cologni, A., & Manera, M. (2009). The asymmetric effects of oil shocks on output growth: A Markov–Switching analysis for the G-7 countries.
    Paper not yet in RePEc: Add citation now

  15. Engle, R. (2002). Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models. Journal of Business & Economic Statistics, 20(3), 339-350.

  16. Erb, C. B., & Harvey, C. R. (2006). The strategic and tactical value of commodity futures. Financial Analysts Journal, 62(2), 69-97.
    Paper not yet in RePEc: Add citation now

  17. Filis, G., Degiannakis, S., & Floros, C. (2011). Dynamic correlation between stock market and oil prices: The case of oil-importing and oilexporting countries. International Review of Financial Analysis, 20(3), 152164.

  18. Gorton, G., & Rouwenhorst, K. G. (2006). Facts and fantasies about commodity futures. Financial Analysts Journal, 62(2), 47-68.
    Paper not yet in RePEc: Add citation now
  19. Greer, R. J. (1978). Conservative commodities: A key inflation hedge. The Journal of Portfolio Management, 4(4), 26-29.
    Paper not yet in RePEc: Add citation now

  20. Guesmi, K., & Fattoum, S. (2014). Return and volatility transmission between oil prices and oil-exporting and oil-importing countries. Economic Modelling, 38, 305-310.

  21. Hamilton, J. D. (1983). Oil and the macroeconomy since World War II. Journal of political economy, 91(2), 228-248.

  22. Hamilton, J. D. (2003). What is an oil shock? Journal of econometrics, 113(2), 363398.

  23. Hammoudeh, S., & Yuan, Y. (2008). Metal volatility in presence of oil and interest rate shocks. Energy Economics, 30(2), 606-620.

  24. Hammoudeh, S., Malik, F., & McAleer, M. (2011). Risk management of precious metals. The Quarterly Review of Economics and Finance, 51(4), 435441.

  25. Hillier, D., Draper, P., & Faff, R. (2006). Do precious metals shine? An investment perspective. Financial Analysts Journal, 62(2), 98-106.
    Paper not yet in RePEc: Add citation now

  26. Hwang, E., Min, H. G., Kim, B. H., & Kim, H. (2013). Determinants of stock market comovements among US and emerging economies during the US financial crisis. Economic Modelling, 35, 338-348.

  27. INCIDENCIA DE LA VOLATILIDAD DE LOS PRECIOS… |29 Hakim, A., & McAleer, M. (2010). Modelling the interactions across international stock, bond and foreign exchange markets. Applied Economics, 42(7), 825-850.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Portfolio diversification benefits before and during the times of COVID-19: evidence from USA. (2023). Awad, Ebtehal Orabi ; Elrawas, Ahmed Said ; Aly, Sharihan Mohamed ; Attia, Eman F.
    In: Future Business Journal.
    RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00205-4.

    Full description at Econpapers || Download paper

  2. Dynamic integration and transmission channels among interest rates and oil price shocks. (2023). Dagher, Leila ; Abid, Ilyes ; Guesmi, Khaled ; Urom, Christian.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:87:y:2023:i:c:p:296-317.

    Full description at Econpapers || Download paper

  3. Strategic Decision-Making on Mining Sector Company Stock Prices and Economic Variable (State Space Model Application). (2023). Wisnu, Febryan Kusuma ; Azhar, Rialdi ; Dwi, Fajrin Satria ; Ahadiat, Ayi.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2023-03-22.

    Full description at Econpapers || Download paper

  4. Spillovers between Sukuks and Shariah-compliant equity markets. (2022). Balli, Hatice ; de Bruin, Anne ; Ozerballi, Hatice ; Billah, Mabruk.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000208.

    Full description at Econpapers || Download paper

  5. Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies. (2022). Gabauer, David ; Oliyide, Johnson ; Chatziantoniou, Ioannis ; Adekoya, Oluwasegun B ; Akinseye, Ademola B ; Antonakakis, Nikolaos.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003221.

    Full description at Econpapers || Download paper

  6. Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network. (2022). Dolatabadi, Ali ; Doudkanlou, Mohammad Ghasemi ; Rashidi, Muhammad Mahdi ; Adekoya, Oluwasegun Babatunde ; Asl, Mahdi Ghaemi.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002264.

    Full description at Econpapers || Download paper

  7. How the price dynamics of energy resources and precious metals interact with conventional and Islamic Stocks: Fresh insight from dynamic ARDL approach. (2022). Ozturk, Ilhan ; Sharif, Arshian ; Ashraf, Muhammad Sajjad ; Khan, Muhammad Kamran ; Sarwat, Salman ; Godil, Danish Iqbal.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004785.

    Full description at Econpapers || Download paper

  8. Faith?based versus value?based finance: Is there any portfolio diversification benefit between responsible and Islamic finance?. (2021). Goud, Blake ; Rahman, Md Atiqur ; Uddin, Md Akther ; Ali, Md Hakim.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5570-5583.

    Full description at Econpapers || Download paper

  9. Dynamic return and volatility spillovers among S&P 500, crude oil, and gold. (2021). Balcilar, Mehmet ; Ozdemir, Zeynel Abidin.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:153-170.

    Full description at Econpapers || Download paper

  10. The Integration of Conventional Equity Indices with Environmental, Social, and Governance Indices: Evidence from Emerging Economies. (2021). Ali, Rizwan ; Ul, Muhammad Zain ; Ur, Ramiz ; Ahmad, Muhammad Ishfaq ; Hasan, Mudassar ; Naseem, Muhammad Akram ; Nor, Safwan Mohd.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:2:p:676-:d:479041.

    Full description at Econpapers || Download paper

  11. A REVIEW ON THE RELATIONSHIP BETWEEN OIL PRICES AND STOCK PRICES IN TURKEY: NEW EVIDENCES FROM FOURIER APPROACH. (2021). Songur, Mehmet.
    In: Journal of Research in Economics, Politics & Finance.
    RePEc:ahs:journl:v:6:y:2021:i:1:p:101-111.

    Full description at Econpapers || Download paper

  12. THE ANALYSIS OF RELATIONSHIP BETWEEN PARTICIPATION-30 INDEX IN TURKEY AND COMMODITY MARKETS, NATIONAL AND INTERNATIONAL INDEXES. (2020). Dogan, Mesut ; Kevser, Mustafa.
    In: Studii Financiare (Financial Studies).
    RePEc:vls:finstu:v:24:y:2020:i:2:p:37-48.

    Full description at Econpapers || Download paper

  13. Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities. (2020). Huruta, Andrian Dolfriandra ; Handriani, Eka ; Nugroho, Bayu Adi ; Robiyanto, Robiyanto.
    In: Financial Innovation.
    RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00199-w.

    Full description at Econpapers || Download paper

  14. Dynamic integration and transmission channels among interest rates and oil price shocks. (2020). Dagher, Leila ; Abid, Ilyes ; Guesmi, Khaled ; Urom, Christian.
    In: MPRA Paper.
    RePEc:pra:mprapa:116082.

    Full description at Econpapers || Download paper

  15. Volatility spillover and hedging effectiveness among crude oil and Islamic markets: evidence from the Gulf region. (2020). Walid, Haykel Hamdi.
    In: European Journal of Comparative Economics.
    RePEc:liu:liucej:v:17:y:2020:i:1:p:103-126.

    Full description at Econpapers || Download paper

  16. A Wavelet-Based Analysis of the Co-Movement between Sukuk Bonds and Shariah Stock Indices in the GCC Region: Implications for Risk Diversification. (2020). Tiwari, Aviral ; Nasreen, Samia ; Raza, Syed Ale ; Hammoudeh, Shawkat ; Ali, Syed Asif.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:63-:d:338385.

    Full description at Econpapers || Download paper

  17. The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach. (2020). Lin, Boqiang ; Su, Tong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300980.

    Full description at Econpapers || Download paper

  18. Carbon Emission Disclosure in Indonesian Firms: The Test of Media-exposure Moderating Effects. (2020). Musriani, Rika ; Abdullah, Muhammad Wahyuddin ; Hanafie, Hadriana ; Syariati, Alim.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2020-06-94.

    Full description at Econpapers || Download paper

  19. Co-movement between some commodities and the Dow Jones Islamic Index: A Wavelet analysis. (2020). Boubaker, Heni ; Rezgui, Hichem.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-19-00821.

    Full description at Econpapers || Download paper

  20. REGULATION OF INTEREST RATES AND PORTAFOLIO QUOTAS IN THE BOLIVIAN FINANCIAL SISTEM. (2019). Vides, Marco Antonio ; Avila, Mario Virginio.
    In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura.
    RePEc:grm:ecoyun:201906.

    Full description at Econpapers || Download paper

  21. SCHOOL OPPORTUNITIES FOR YOUNG PEOPLE IN TWO MEXICAN CITIES. (2019). Roman, Yuliana Gabriela ; Navarrete, Emma Liliana.
    In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura.
    RePEc:grm:ecoyun:201905.

    Full description at Econpapers || Download paper

  22. RESPONSE TO A FINANCIAL CRISIS IN ARGENTINA: HOW TO DEAL WITH WEALTH INEQUALITY. (2019). Fronti, Javier Garcia ; Herrera, Pablo Matias .
    In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura.
    RePEc:grm:ecoyun:201904.

    Full description at Econpapers || Download paper

  23. FACTORS THAT DETERMINE THE DEVELOPMENT OF A TERRITORY. (2019). Suarez, Yolanda Carbajal ; Moranchel-Bustos, Jorge Luis.
    In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura.
    RePEc:grm:ecoyun:201903.

    Full description at Econpapers || Download paper

  24. REGIONAL CONVERGENCE AND ECONOMIC GROWTH IN CHINA 1978-2013. A SPACE ANALYSIS. (2019). Martinez, Rolando Caballero ; Bohorquez, Claudia Mabel ; Claure, Benigno Caballero .
    In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura.
    RePEc:grm:ecoyun:201902.

    Full description at Econpapers || Download paper

  25. CAPITAL ACCUMULATION AND THE ENDOGENEITY OF THE NATURAL RATE OF GROWTH: AN APPLICATION FOR THE MEXICAN ECONOMY AND ITS STATES. (2019). Gonzalez, Josue Zavaleta ; Chavez, Alejandro Adan ; Vazquez, Juan Alberto.
    In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura.
    RePEc:grm:ecoyun:201901.

    Full description at Econpapers || Download paper

  26. INNOVATION AND PRODUCTIVITY IN THE METAL-MECHANIC INDUSTRY OF MEXICO, THE CURRENT CONTEXT, 2010-2016. (2019). Canales, Rosa Azalea ; Godinez, Juan Andres ; Becerril, Osvaldo U.
    In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura.
    RePEc:grm:ecoyun:201812.

    Full description at Econpapers || Download paper

  27. INVESTMENT CONSTRAINTS AND PRODUCTIVITY CYCLES IN BOLIVIA. (2019). Mendez-Guerra, Carlos.
    In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura.
    RePEc:grm:ecoyun:201811.

    Full description at Econpapers || Download paper

  28. INCIDENCE OF MINERALS PRICE-VOLATILITY ON THE VOLATILITY OF THE STOCK PRICES OF THE MINING INDUSTRY IN MEXICO (2008-2015). (2019). Santillan, Roberto J ; Ramirez, Alejandro Fonseca.
    In: Economia Coyuntural,Revista de temas de perspectivas y coyuntura.
    RePEc:grm:ecoyun:201810.

    Full description at Econpapers || Download paper

  29. Can Sustainable Investment Yield Better Financial Returns: A Comparative Study of ESG Indices and MSCI Indices. (2019). Sharma, Gagan ; Jain, Mansi ; Srivastava, Mrinalini.
    In: Risks.
    RePEc:gam:jrisks:v:7:y:2019:i:1:p:15-:d:203150.

    Full description at Econpapers || Download paper

  30. An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter?. (2019). Chkili, Walid ; Hamdi, Manel .
    In: Working Papers.
    RePEc:erg:wpaper:13.

    Full description at Econpapers || Download paper

  31. Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective. (2019). Hadhri, Sinda ; Ftiti, Zied.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:53:y:2019:i:c:p:40-55.

    Full description at Econpapers || Download paper

  32. Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach. (2019). Mishra, Shekhar ; Meo, Muhammad Saeed ; Sharif, Arshian ; Rehman, Syed Abdul ; Khuntia, Sashikanta.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:292-304.

    Full description at Econpapers || Download paper

  33. Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis. (2019). Wong, Wing-Keung ; Zhu, Zhenzhen ; Hoang, Thi-Hong-Van, ; el Khamlichi, Abdelbari.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:617-626.

    Full description at Econpapers || Download paper

  34. Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses. (2019). SAITI, BURHAN ; Mat, Gairuzazmi Bin ; Rahman, Maya Puspa ; Bhuiyan, Rubaiyat Ahsan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:47:y:2019:i:c:p:675-687.

    Full description at Econpapers || Download paper

  35. Dynamic return and volatility spillovers among S&P 500, crude oil and gold. (2018). Ozdemir, Zeynel ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:emu:wpaper:15-46.pdf.

    Full description at Econpapers || Download paper

  36. The Impact of Oil Price Volatility, Gross Domestic Product, Foreign Direct Investment on Islamic Banking Investments: An Empirical Evidence of The United Arab Emirates. (2018). Tabash, Mosab I ; Khan, Samar H.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2018-05-39.

    Full description at Econpapers || Download paper

  37. Are Islamic risk factors blessings or curse for stock return? evidence from Malaysia based on dynamic GMM and quantile regression approaches. (2017). Masih, Abul ; Hosen, Mosharrof.
    In: MPRA Paper.
    RePEc:pra:mprapa:79738.

    Full description at Econpapers || Download paper

  38. The links between crude palm oil, conventional and Islamic stock markets: evidence from Malaysia based on continuous and discrete wavelet analysis. (2017). Masih, Abul ; Razak, Razman .
    In: MPRA Paper.
    RePEc:pra:mprapa:79717.

    Full description at Econpapers || Download paper

  39. Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong.
    In: MPRA Paper.
    RePEc:pra:mprapa:76282.

    Full description at Econpapers || Download paper

  40. The Lead-Lag Relationship among East Asian Economies: A Wavelet Analysis. (2017). SAITI, BUERHAN.
    In: International Business Research.
    RePEc:ibn:ibrjnl:v:10:y:2017:i:3:p:57-68.

    Full description at Econpapers || Download paper

  41. Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach. (2017). Chkili, Walid.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:42-43:y:2017:i::p:152-163.

    Full description at Econpapers || Download paper

  42. Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications. (2017). Sensoy, Ahmet ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon ; Wanas, Idries Mohammad.
    In: Energy Economics.
    RePEc:eee:eneeco:v:67:y:2017:i:c:p:454-475.

    Full description at Econpapers || Download paper

  43. Analysing the Relationship between Oil Prices and Islamic Stock Markets. (2017). Arshad, Shaista.
    In: Economic Papers.
    RePEc:bla:econpa:v:36:y:2017:i:4:p:429-443.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-27 00:34:38 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.