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scholarly journals Value-at-risk (VAR) analysis of the UK banking stocks

Pressacademia ◽  
2021 ◽  
Vol 8 (4) ◽  
pp. 190-207
Author(s):  
Nour Alshamali ◽  
Khuloud M. Alawadhi ◽  
Mansour Alshamali ◽  
Fatemah M. Behbehani
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Var Analysis ◽  
The Uk

scholarly journals International monetary policy spillovers to emerging economies in Sub-Saharan Africa: A Global VAR Analysis

2021 ◽  
pp. e00976
Author(s):  
Mohammed M. Tumala ◽  
Afees A. Salisu ◽  
Ngozi V. Atoi ◽  
Baba N. Yaaba
Keyword(s):  
Monetary Policy ◽  
Emerging Economies ◽  
Sub Saharan Africa ◽  
Var Analysis ◽  
International Monetary Policy ◽  
Global Var ◽  
Sub Saharan ◽  
Monetary Policy Spillovers

scholarly journals THE IMPACT OF OIL PRICES ON INVESTMENT IN CROATIA

2021 ◽  
Vol 6 (1) ◽  
pp. 108-117
Author(s):  
Marina Lolić Čipčić ◽  
Keyword(s):  
Economic Growth ◽  
Positive Reaction ◽  
Capital Accumulation ◽  
Labour Force ◽  
Oil Prices ◽  
Oil Price ◽  
Var Analysis ◽  
Personal Consumption ◽  
Price Growth ◽  
The Impact

If we look at economic growth as a function of labour and capital then, aside from the labour force, investment is a key determinant of capital accumulation and, accordingly, a prerequisite for economic growth and prosperity. During the analysed period (1996:Q1-2015:Q4) investment in Croatia demonstrated pro-cyclically behaviour but showed a higher level of fluctuation then personal consumption or GDP. The aim of the paper is to examine the influence of oil prices on investment during the analysed period using Vector Autoregression (VAR) analysis and to determine the nature of their relationship by permuting four different oil price indicators. The results indicate that investment initially react positively to the growth of oil prices after which their reaction to oil price growth becomes negative (and more pronounced than the initial positive reaction). Contribution of oil price changes to investment fluctuations were also found. Keywords: investment, oil prices

scholarly journals A panel VAR analysis of macro-financial imbalances in the EU

2021 ◽  
pp. 102511
Author(s):  
Mariarosaria Comunale
Keyword(s):  
Panel Var ◽  
Var Analysis ◽  
The Eu

The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis

2021 ◽  
pp. 105526
Author(s):  
Michał Rubaszek ◽  
Karol Szafranek ◽  
Gazi Salah Uddin
Keyword(s):  
Natural Gas ◽  
Structural Var ◽  
Var Analysis ◽  
Natural Gas Market ◽  
Gas Market ◽  
The U.S

A VAR analysis of the effects of Al-Shabaab’s pledge to Al-Qaeda on bombings and fatalities

2021 ◽  
pp. 1-19
Author(s):  
Ismail Onat ◽  
Ahmet Guler ◽  
Henda Y. Hsu ◽  
Jessica Reyes
Keyword(s):  
Al Qaeda ◽  
Var Analysis

Responses of REITs Index and Commercial Property Prices to Economic Uncertainties: A VAR Analysis

2021 ◽  
pp. 101457
Author(s):  
Hassan F. Gholipour ◽  
Reza Tajaddini ◽  
Mohammad Reza Farzanegan ◽  
Sharon Yam
Keyword(s):  
Commercial Property ◽  
Var Analysis ◽  
Property Prices

scholarly journals The Effect of Education as a Component of Human Capital on Economic Growth: A Panel VAR Analysis

2021 ◽  
Vol 21 (93) ◽  
Author(s):  
Elif DASCI SONMEZ ◽  
Necati CEMALOGLU
Keyword(s):  
Economic Growth ◽  
Human Capital ◽  
Panel Var ◽  
Var Analysis
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