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Full-Text Articles in Business
Post-Keynesian Money Endogeneity Evidence In G-7 Economics, Zatul Badarudin, Mohamed Ariff, Ahmed Khalid
Post-Keynesian Money Endogeneity Evidence In G-7 Economics, Zatul Badarudin, Mohamed Ariff, Ahmed Khalid
Ahmed Khalid
This study is a methodological evaluation of studies on importance and performance measurement, and importance–performance analysis (IPA) which has gained widespread acceptance in the hospitality and tourism research. A synthesis of IPA literature on conceptual and measurement issues is presented with a view to identifying and mitigating potential validity concerns.
The Global Impact Of The Russian Financial Crisis: Evidence Using Granger Causality And Impulse Reponses In A Var Model, Ahmed Khalid, Gulasekaran Rajaguru
The Global Impact Of The Russian Financial Crisis: Evidence Using Granger Causality And Impulse Reponses In A Var Model, Ahmed Khalid, Gulasekaran Rajaguru
Ahmed Khalid
This study attempts to investigate the financial market contagion in a global perspective. We use a large sample of 26 countries representing different regions in the world and focus on the spillover effects of the 1998 Russian crisis. We use daily observations on three financial market indicators namely, the exchange rates, stock prices and interest rates. We construct a VAR to test the interlinkages among different market and different regions using the Granger causalfiy. Later, we perform impulse response analysis by introducing a shock in each of the Russian market and observe the impact and duration of this shock on …