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Now showing items 11-19 of 19
Determinants of Vertical Integration: Investment Efficiency, Product Differentiation and Firm Size
(Scientific Research, 2018-04)
This study examines the determinants of Merger and Acquisition (M & A)
when manufacturing firms integrate with retailing firms. We examine a manufacturing
duopoly in which each upstream firm sells the output to its ...
Regression Analyses of Income Inequality Indices
(Scientific Research, 2018-06)
Scientists have analysed different methods for numerical estimation of Gini
coefficients. Using Lorenz curves, various numerical integration attempts
have been made to identify accurate estimates. Central alternative ...
Explaining Systemic Risk in Money Market Funds
(Scientific Research, 2018-06)
For the first time, this study evaluates the contributions to systemic risk in the
context of U.S. institutional prime money market funds (MMFs) from different
sources using partial least squares structural equation ...
Testing Leverage and Spillover Effects in Precious Metal ETFs
(Scientific Research, 2018-02)
This research employed the Generalized Autoregressive Conditional Heteroskedasticity-in-Mean-Autoregressive
Moving Average (GARCH-M-ARMA)
and the Exponentially Generalized Autoregressive Conditional Heteroskedasticity- ...
Relationship between Spot and Future Prices of Crude Oil: A Cointegration Analysis
(Scientific Research, 2018-02)
The study was intended to reveal the relationship among the spot and future
price of crude oil, which in turn will help in determining the prices of crude
oil. While structuring a portfolio, high correlation among assets ...
Income Inequality Measures
(Scientific Research, 2018-02)
Income distributions are commonly unimodal and skew with a heavy right
tail. Different skew models, such as the lognormal and the Pareto, have been
proposed as suitable descriptions of income distribution and applied in ...
On the Economic Premium Principle
(Scientific Research, 2018-02)
In this study, we propose an equilibrium pricing rule to capture a characteristic
observed in the practical option market. The market has observed that the
implied volatility derived from the Black-Scholes formula is ...
Producers’ Preference for Price Instability?
(Scientific Research, 2018-06)
The debate over whether producers prefer price instability to price stability
continues, especially where policies are often endorsed that aim at generating
stability. Such policies include the holding of agriculture ...
The Serendipity Theorem for an Endogenous Open Economy Growth Model
(Scientific Research, 2018-04)
A Samuelsonian serendipity theorem for an endogenous growth model is derived.
The formula for optimal population growth rate deviates from those of
the model with exogenous population growth rates in a third best ...