Open Access. Powered by Scholars. Published by Universities.®
- Institution
- Publication
- Publication Type
Articles 1 - 8 of 8
Full-Text Articles in Business
Food Price Volatility And Household Welfare: A Case Study Of Major Cities Of Pakistan, Nigar Zehra, Ambreen Fatima
Food Price Volatility And Household Welfare: A Case Study Of Major Cities Of Pakistan, Nigar Zehra, Ambreen Fatima
Business Review
The purpose of this paper is to find the impact of food price volatility on the welfare of urban households of Pakistan. Food price volatility in monthly prices of major food commodities for main cities of Pakistan is calculated through standard deviation method. Moreover, the study adopts the methodology provided by Alkire and Foster 2007, and Alkire and Santos 2010 to develop Household Deprived Welfare Index (DWI) for major cities of Pakistan. Following Deaton 1985, the study uses pseudo panel approach. Fixed Effect technique is applied to estimate the impact of volatility on household welfare. The results generated from pseudo …
The Impact Of The Introduction Of Fx Futures On The Volatility Of The Underlying Asian Emerging Market Currencies, Teresa Starzecki
The Impact Of The Introduction Of Fx Futures On The Volatility Of The Underlying Asian Emerging Market Currencies, Teresa Starzecki
Doctoral Dissertations (DBA)
This paper examines the impact of the introduction of currency futures on the volatility of four Asian emerging market currencies: Chinese yuan, Indian rupee, South Korean won, and Thai baht. A GARCH(1,1) model is implemented to measure volatility in pre- and post- futures introduction periods along with an MCMC procedure to estimate the model and test the significance in changes in volatility between the periods. We find that for three of the four currencies, the persistence and long-run mean of volatility significantly decrease after futures were introduced, while the variance of variance decreases for all four currencies. The results suggest …
Leader Readiness In A Volatile, Uncertain, Complex, And Ambiguous Business Environment, Karen Rimita, Stephanie N. Hoon, Robert Levasseur
Leader Readiness In A Volatile, Uncertain, Complex, And Ambiguous Business Environment, Karen Rimita, Stephanie N. Hoon, Robert Levasseur
Journal of Sustainable Social Change
Organizational leaders in the 21st century face relentless changes in the business environments in which they operate. The diversity, intensity, and rapidity of these changes create volatility, uncertainty, complexity, and ambiguity (VUCA), which challenge leaders on ways to lead effectively as existing methods prove inadequate. The problem in this study was that of inadequate leader preparedness to lead and win in VUCA environments. The purpose of this hermeneutic phenomenological study was to explore the lived experiences of 15 Nigerian corporate executives about their VUCA business environment and the strategies they employed for VUCA-readiness and success using open-ended interview questions. The …
Relationship Between Software Development Team Structure, Ambiguity, Volatility, And Project Failure, Dominic Martinelli Saxton
Relationship Between Software Development Team Structure, Ambiguity, Volatility, And Project Failure, Dominic Martinelli Saxton
Walden Dissertations and Doctoral Studies
Complex environments like the United States Air Force's advanced weapon systems are highly reliant on externally developed software, which is often delivered late, over budget, and with fewer benefits than expected. Grounded in Galbraith's organizational information processing theory, the purpose of this correlational study was to examine the relationship between software development team structure, ambiguity, volatility and software project failure. Participants included 23 members of the Armed Forces Communications and Electronics Association in the southeastern United States who completed 4 project management surveys. Results of multiple regression analysis indicated the model as a whole was able to predict software project …
Volatility Of The Utilities Industry: Its Causal Relationship To Other Nine Industries, Kuo-Hao Lee, Ahmed Y. Elkassabgi, Wei-Jen Hseih
Volatility Of The Utilities Industry: Its Causal Relationship To Other Nine Industries, Kuo-Hao Lee, Ahmed Y. Elkassabgi, Wei-Jen Hseih
Faculty Publications -School of Business
The goal of this study is to investigate the causality relationship between the Utilities industry and the nine other industries. Previous literatures show that volatility of stock prices is informative; Granger causality is applied in this research by using of a leveraged bootstrap test developed by Hacker and Hatemi-J (2006) to examine the behavior of the volatility. The results indicate that causality of the volatility of the Utilities industry on the volatility of seven other industries, except the Information Technology and Telecommunication Services industries. The data also suggest that Financials industry has impact on the Utilities industry.
The Effect Of Investor Sentiment On Futures Market Returns And Volatility, Kenneth Steven Lovell
The Effect Of Investor Sentiment On Futures Market Returns And Volatility, Kenneth Steven Lovell
Theses and Dissertations - UTB/UTPA
For over thirty years research has been done on investor sentiment and their effects on market returns and volatility. The theory of De Long et al., (1990) has been used to explain the effect of uninformed investor sentiment (also known as noise trader sentiment) on market returns and volatility. Studies of Wang (2003) and Sanders et al. (2003, 2009) in the futures market have found that uninformed investor sentiment does not affect future market returns, which is contrary to De Long et al. (1990). Also previous studies of investor sentiment in the futures market do not seem to investigate the …
Dynamical Volatilities For Yen-Dollar Exchange Rates, Kyungsik Kim, Seong-Min Yoon, C. Christopher Lee, Myung-Kul Yum
Dynamical Volatilities For Yen-Dollar Exchange Rates, Kyungsik Kim, Seong-Min Yoon, C. Christopher Lee, Myung-Kul Yum
All Faculty Scholarship for the College of the Sciences
We study the continuous time random walk theory from financial tick data of the yen-dollar exchange rate transacted at the Japanese financial market. The dynamical behavior of returns and volatilities in this case is particularly treated at the long-time limit. We find that the volatility for prices shows a power-law with anomalous scaling exponent κ = 0.96 (one minute) and 0.86 (ten minutes), and that our behavior occurs in the subdiffusive process. Our result presented will be compared with that of recent numerical calculations.
Stock Return Volatility In Emerging Equity Markets: The Relative Effects Of Country And Global Factors, Benjamin Adam Abugri
Stock Return Volatility In Emerging Equity Markets: The Relative Effects Of Country And Global Factors, Benjamin Adam Abugri
Theses and Dissertations - UTB/UTPA
The rapid growth of capital markets in developing countries has come as a major event in recent financial history. According to the International Finance Corporation (IFC), portfolio flows to emerging countries has kept rising since the early 1980s and the trend has continued even after a number of financial crises (IFC, 2000). Probably one of the most commonly known characteristics of these markets is their high volatility compared to the more developed markets. But results of studies on volatilities in these markets are often based on estimates of the variance of market indexes or asset returns over relatively long periods …