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International Journal of Econometrics and Financial Management
ISSN (Print): 2374-2011 ISSN (Online): 2374-2038 Website: http://www.sciepub.com/journal/ijefm Editor-in-chief: Tarek Sadraoui
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Content: Volume 5, Issue 2

Open AccessArticle
A Comparative Performance of Conventional Methods for Estimating Market Risk Using Value at Risk
by Cyprian Ondieki Omari
International Journal of Econometrics and Financial Management. 2017, 5(2), 22-32. DOI: 10.12691/ijefm-5-2-1
Pub. Date: April 26, 2017Views: 2867Downloads: 2032
backtesting generalized autoregressive conditionally heteroscedastic (GARCH) models Value-at-Risk (VaR) volatility clustering Conditional and Unconditional Coverage Tests
Abstract Full Text PDF (387 KB) Full Text HTML Full Text ePUB (423 KB)
Open AccessArticle
Empirical Test of the Rational Expectations-permanent Income Hypothesis: Abel and Mishkin’s General Approach: Evidence from Algeria
by Tarek DJEDDI, Tayeb LOUAFI and Said BRIKA
International Journal of Econometrics and Financial Management. 2017, 5(2), 33-36. DOI: 10.12691/ijefm-5-2-2
Pub. Date: July 05, 2017Views: 2170Downloads: 1372
rational expectations permanent Income consumption general approach Abel and Mishkin
Abstract Full Text PDF (174 KB) Full Text HTML Full Text ePUB (162 KB)
Open AccessArticle
Analysis on the Utilization of Foreign Direct Investment in the Minority Provinces of China
by Liu Xiuling, Zhu Ruixue and Cai Li
International Journal of Econometrics and Financial Management. 2017, 5(2), 37-41. DOI: 10.12691/ijefm-5-2-3
Pub. Date: August 24, 2017Views: 1714Downloads: 1179
minority provinces FDI investment environment growth pole
Abstract Full Text PDF (275 KB) Full Text HTML Full Text ePUB (165 KB)
Open AccessArticle
Effects of Macroeconomic Variables on the Stock Market Volatility: The Pakistan Experience
by Waqar Khalid and Saifullah Khan
International Journal of Econometrics and Financial Management. 2017, 5(2), 42-59. DOI: 10.12691/ijefm-5-2-4
Pub. Date: September 19, 2017Views: 3642Downloads: 2152
stock exchange ARDL Error Correction macroeconomic variables time series data KSE-100 index Pakistan
Abstract Full Text PDF (583 KB) Full Text HTML Full Text ePUB (420 KB)
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Open AccessReview Article
Economic Recession in Spain: Exploring the Root Causes, Consequences and Recoveries for the Sustainable Economic Growth
by Md. Habibur Rahman, Ramón Sanguino Galván and Ascensión Barroso Martínez
International Journal of Econometrics and Financial Management. 2017, 5(2), 60-68. DOI: 10.12691/ijefm-5-2-5
Pub. Date: October 26, 2017Views: 2170Downloads: 907
economic recession causes of economic recession consequences of economic recession recovery of economic recession housing bubble
Abstract Full Text PDF (186 KB) Full Text HTML Full Text ePUB (97 KB)
Open AccessArticle
Inflation and Stock Market Returns Volatility: Evidence from the Nigerian Stock Exchange 1995Q1-2016Q4: An E-GARCH Approach
by Joseph Tarza Sokpo, Paul Terhemba Iorember and Terzungwe Usar
International Journal of Econometrics and Financial Management. 2017, 5(2), 69-76. DOI: 10.12691/ijefm-5-2-6
Pub. Date: November 10, 2017Views: 1654Downloads: 1026
inflation stock market returns Exponential Generalized Autoregressive Conditional Heteroskedasticity (E-GARCH)
Abstract Full Text PDF (179 KB) Full Text HTML Full Text ePUB (172 KB)
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