observe the determinants of CDS spreads with a large balanced panel data. Many prior exploring the determinants of CDS spreads. III. Methodology Our data contains multiple
is, exploring the determinants affecting to ROE in specific kinds of companies (real the collected data. Last, giving conclusion after testing model of this problem and
floor-traded futures. Chapter 3 analyzes the influence of macroeconomic announcements on the impact of news announcements to the dynamic relation among order flows and price changes of
that US dollars are one of the major determinants of oil prices in the long run and that intraday data, into the conditional variance of the GARCH model framework helps to improve
Thailand. Lastrapes (1993, 1998) detects responses of stock prices to shocks in the money reversals of stock prices starting in the trading days following the national holiday. However
of stock and treasury bonds, oil, gold, and real estate assets in the US, using a about future drops in stock prices. The VIX has been a popular indicator of short-run market
effect and random effect model of Panel Data. The sample periods covered from March 2, 1992 Integration, ACU, Panel Data Model, Banking factors, Monetary factors, Macroeconomic factors
Table 4-5 IPRs and Trade (GMM for Dynamic Panel Data Model) ..... 93 Table 4-6 The ..................... 94 Table 4-7 Threat-of-Imitation and Taiwan’s Exports (GMM for Dynamic Panel Data Model
determinants of house prices is also another explanation.Applying the technique of cointegration presence of a unit root in regional house prices using the ADF, DF-GLS, PP, KPSS, and NP (Ng
, indirect taxes, and trade using panel data on 14 LLDCs. Across all the specifications employed identifying the macroeconomic determinants of foreign direct investment (FDI) inflows in LLDCs, by
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