Pub Date : 2017-08-01DOI: 10.18178/IJTEF.2017.8.4.562
Craig L. Israelsen
{"title":"Retirement Portfolio Realities: The Mathematics of Survival","authors":"Craig L. Israelsen","doi":"10.18178/IJTEF.2017.8.4.562","DOIUrl":"https://doi.org/10.18178/IJTEF.2017.8.4.562","url":null,"abstract":"","PeriodicalId":243294,"journal":{"name":"International journal trade, economics and finance","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126522134","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-06-01DOI: 10.18178/IJTEF.2017.8.3.558
Vyom Shrivastava
{"title":"Predicting Market Response to Monetary Policy in Economic Crisis Phase and Deriving a Decision Support System with Artificial Neural Network","authors":"Vyom Shrivastava","doi":"10.18178/IJTEF.2017.8.3.558","DOIUrl":"https://doi.org/10.18178/IJTEF.2017.8.3.558","url":null,"abstract":"","PeriodicalId":243294,"journal":{"name":"International journal trade, economics and finance","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133602166","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-06-01DOI: 10.18178/ijtef.2017.8.3.556
Dayoon Kim, Jin Won Mun, Daniel Kim, Soo-Hyun Ahn
{"title":"Market Predictor: Game Theory Model Forecasting Consumer Choice through Analysis of Simultaneous Marketing Strategies and Consumer Behavior","authors":"Dayoon Kim, Jin Won Mun, Daniel Kim, Soo-Hyun Ahn","doi":"10.18178/ijtef.2017.8.3.556","DOIUrl":"https://doi.org/10.18178/ijtef.2017.8.3.556","url":null,"abstract":"","PeriodicalId":243294,"journal":{"name":"International journal trade, economics and finance","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128313670","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-06-01DOI: 10.18178/IJTEF.2017.8.3.553
Pascal Kany Prud’ome Gamassa, Yan Chen
{"title":"The Impact of China One Belt One Road on Abidjan Port Development Based on Gravity Model","authors":"Pascal Kany Prud’ome Gamassa, Yan Chen","doi":"10.18178/IJTEF.2017.8.3.553","DOIUrl":"https://doi.org/10.18178/IJTEF.2017.8.3.553","url":null,"abstract":"","PeriodicalId":243294,"journal":{"name":"International journal trade, economics and finance","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126385024","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-06-01DOI: 10.18178/ijtef.2017.8.3.554
Dan Zhou
{"title":"Talent Management for High-Quality Employee: Example of China","authors":"Dan Zhou","doi":"10.18178/ijtef.2017.8.3.554","DOIUrl":"https://doi.org/10.18178/ijtef.2017.8.3.554","url":null,"abstract":"","PeriodicalId":243294,"journal":{"name":"International journal trade, economics and finance","volume":"12 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131474130","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-06-01DOI: 10.18178/IJTEF.2017.8.3.557
J. Dyduch
{"title":"Financial Environmental Disclosure in the Annual Reports of Listed Companies in Poland","authors":"J. Dyduch","doi":"10.18178/IJTEF.2017.8.3.557","DOIUrl":"https://doi.org/10.18178/IJTEF.2017.8.3.557","url":null,"abstract":"","PeriodicalId":243294,"journal":{"name":"International journal trade, economics and finance","volume":"115 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124580776","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-06-01DOI: 10.18178/ijtef.2017.8.3.555
A. Chang, Z. Li, Y. L. Chen
{"title":"Environmental Performance Disclosure in the CSR Reports of Construction Companies","authors":"A. Chang, Z. Li, Y. L. Chen","doi":"10.18178/ijtef.2017.8.3.555","DOIUrl":"https://doi.org/10.18178/ijtef.2017.8.3.555","url":null,"abstract":"","PeriodicalId":243294,"journal":{"name":"International journal trade, economics and finance","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116910320","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-06-01DOI: 10.18178/ijtef.2017.8.3.552
Mohammad Kamrul Arefin, S. N. Ahkam
Abstract—This paper is an investigation of the comovement in the form of return and volatility spillover across financial market participants of Bangladesh. This study uses daily price data of commercial banks, non-bank financial institutions (NBFI), and insurance companies traded in the Dhaka Stock Exchange (DSE) for the period spanning 2009 to 2016. Bayesian Vector Autoregressive (VAR) model has been used in the conditional mean equations of EGARCH and GJR-GARCH models have been used to test the return spillover effects whereas lagged squared residuals and lagged conditional variances have been used as variance regressors in conditional variance equations to test the spillover effects of historical volatility and innovations transmitting in the form of shock to other participants operating in the same market. Bayesian VAR output reveals a highly significant bi-directional return spillover between bank-insurance pair and also between NBFIs-insurance pair. However, return spillover between commercial banks and NBFIs is unidirectional; only bank returns are affecting returns from NBFIs. Conditional volatility of NBFIs exhibit a highly significant asymmetric effect implying that bad news increases volatility of NBFIs to a greater degree than good news. Both GJR-GARCH and EGARCH output reveal bidirectional volatility spillover in the form of historical volatility and innovations among commercial banks, NBFIs and insurance companies.
{"title":"Return and Volatility Spillover between Financial Market Participants of Dhaka Stock Exchange Using Asymmetric GARCH Methods","authors":"Mohammad Kamrul Arefin, S. N. Ahkam","doi":"10.18178/ijtef.2017.8.3.552","DOIUrl":"https://doi.org/10.18178/ijtef.2017.8.3.552","url":null,"abstract":"Abstract—This paper is an investigation of the comovement in the form of return and volatility spillover across financial market participants of Bangladesh. This study uses daily price data of commercial banks, non-bank financial institutions (NBFI), and insurance companies traded in the Dhaka Stock Exchange (DSE) for the period spanning 2009 to 2016. Bayesian Vector Autoregressive (VAR) model has been used in the conditional mean equations of EGARCH and GJR-GARCH models have been used to test the return spillover effects whereas lagged squared residuals and lagged conditional variances have been used as variance regressors in conditional variance equations to test the spillover effects of historical volatility and innovations transmitting in the form of shock to other participants operating in the same market. Bayesian VAR output reveals a highly significant bi-directional return spillover between bank-insurance pair and also between NBFIs-insurance pair. However, return spillover between commercial banks and NBFIs is unidirectional; only bank returns are affecting returns from NBFIs. Conditional volatility of NBFIs exhibit a highly significant asymmetric effect implying that bad news increases volatility of NBFIs to a greater degree than good news. Both GJR-GARCH and EGARCH output reveal bidirectional volatility spillover in the form of historical volatility and innovations among commercial banks, NBFIs and insurance companies.","PeriodicalId":243294,"journal":{"name":"International journal trade, economics and finance","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123121241","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-04-01DOI: 10.18178/IJTEF.2017.8.2.551
Yan Zhang
{"title":"Technological Innovation in the Pharmaceutical Firms: The Role of Entrepreneurial Orientation and Network Capability","authors":"Yan Zhang","doi":"10.18178/IJTEF.2017.8.2.551","DOIUrl":"https://doi.org/10.18178/IJTEF.2017.8.2.551","url":null,"abstract":"","PeriodicalId":243294,"journal":{"name":"International journal trade, economics and finance","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134128361","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-04-01DOI: 10.18178/IJTEF.2017.8.2.549
S. Habib, P. Shah
{"title":"Trade Service Practices in Bangladesh — An Analysis","authors":"S. Habib, P. Shah","doi":"10.18178/IJTEF.2017.8.2.549","DOIUrl":"https://doi.org/10.18178/IJTEF.2017.8.2.549","url":null,"abstract":"","PeriodicalId":243294,"journal":{"name":"International journal trade, economics and finance","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132168610","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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