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About
International Journal of Econometrics and Financial Management
ISSN (Print):
2374-2011
ISSN (Online):
2374-2038
Website:
https://www.sciepub.com/journal/ijefm
Editor-in-chief:
Tarek Sadraoui
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Content: Volume 2, Issue 5
Open Access
Article
Does Remittance in Nepal Cause Gross Domestic Product? An Empirical Evidence Using Vector Error Correction Model
by
Kamal Raj Dhungel
International Journal of Econometrics and Financial Management
.
2014
, 2(5), 168-174. DOI: 10.12691/ijefm-2-5-1
Pub. Date: August 29, 2014
Views: 23806
Downloads: 18587
Like:
65
Citations: 6
short and long run
causality
remittance
co-integration
stationary
Abstract
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Open Access
Review Article
Parametric Bootstrap Methods for Parameter Estimation in SLR Models
by
Chigozie Kelechi Acha
International Journal of Econometrics and Financial Management
.
2014
, 2(5), 175-179. DOI: 10.12691/ijefm-2-5-2
Pub. Date: September 01, 2014
Views: 17470
Downloads: 12161
Like:
41
Citations: 1
bootstrap
parametric models
parameter estimation
kernel density
quantile-quantile plots
Abstract
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Open Access
Article
Financial Contagion Crisis Effect of Subprime on G7: Evidence through the Adjusted Correlation Test and Non-linear Error Correction Models (ECM)
by
Mourad Hmida
International Journal of Econometrics and Financial Management
.
2014
, 2(5), 180-187. DOI: 10.12691/ijefm-2-5-3
Pub. Date: September 23, 2014
Views: 20121
Downloads: 15451
Like:
51
Citations: 2
sub-primes financial crisis
contagion
correlation
nonlinear error correction models
Abstract
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Open Access
Article
Risk Measurement in Commodities Markets Using Conditional Extreme Value Theory
by
Ahmed GHORBEL
and
Sameh SOUILMI
International Journal of Econometrics and Financial Management
.
2014
, 2(5), 188-205. DOI: 10.12691/ijefm-2-5-4
Pub. Date: September 23, 2014
Views: 34781
Downloads: 29093
Like:
58
risk measurement
oil
natural gas and phosphate markets
filtered data
conditional EVT
value-at-risk
expected shortfull
Abstract
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Figure
1
of 10
Open Access
Article
Determinants of Port Performance – Evidence from Major Ports in India – A Panel Approach
by
T. Rajasekar
and
Malabika Deo
International Journal of Econometrics and Financial Management
.
2014
, 2(5), 206-213. DOI: 10.12691/ijefm-2-5-5
Pub. Date: October 08, 2014
Views: 26210
Downloads: 20985
Like:
36
determinants of port performance
major ports in india
panel data
fixed effect model
random effect model
Abstract
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