Investigating Random Walk Hypothesis in Indian Stock Market during Post-GFC Period1.IntroductionAccording to Samuelson (1965) and Fama (1965), EMH supposes that share price adjust rapidly to appearance of new information, and thus, current stock prices fully reflect all available information. Hence ...
As households during the first period, people purchase and consume housing for which they repay a housing loan. The second period marks the end of the household, as elderly people sell housing and use the capital gains on housing to fund consumption, including residence in non-private dwellings...
However, unlike the other major currencies, the Australian dollar and the NZ dollar had lower interest rates than the US dollar on forward contract in the post GFC period. The purpose of this paper is to explore why this happened through estimating the covered interest parity (CIP) condition....
A formal empirical analysis using Indian data and a disequilibrium model suggests that demand side factors have majorly contributed to the credit slowdown during the post-GFC period and prior to the pandemic. This could be because of adequate supply of funds, and several concerted policy actions ...
over this period, and we report a similar number for later periods of relatively good quality data. We also provide estimates that incorporate an adjustment for distributed imputation credits and include the annual time series of data relating to each of the underlying components – stock, bill ...
over this period, and we report a similar number for later periods of relatively good quality data. We also provide estimates that incorporate an adjustment for distributed imputation credits and include the annual time series of data relating to each of the underlying components – stock, bill ...
over this period, and we report a similar number for later periods of relatively good quality data. We also provide estimates that incorporate an adjustment for distributed imputation credits and include the annual time series of data relating to each of the underlying components - stock, bill ...
Contrary to the regulations鈥objectives, we find that regulatory events associated with the implementation of BRRD and SRM-R led to tighter CDS spreads and higher equity returns over the 2009鈥7 period. The pattern varies with bank heterogeneity and is particularly pronounced for global systemically ...
over this period, and we report a similar number for later periods of relatively good quality data. We also provide estimates that incorporate an adjustment for distributed imputation credits and include the annual time series of data relating to each of the underlying components – stock, bill ...
Post-GFCDirect propertyDiversificationPerformanceREITsIndustrial property is an important property investment sector and contains both direct industrial property and industrial LPTs. The purpose of this paper is to assess the significance of industrial property, the importance and performance of industrial ...