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ISSN: 2146-4138    frecuency : 4   format : Electrónica

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Volume 1 Number 4 Year 2011

8 articles in this issue 

Abdul Haque,Hung Chun Liu,Fakhar Un Nisa

This empirical paper tests out the weak form efficiency of Pakistani stock market by examining the weekly  index over the period . Return series has a leptokurtic and negatively skewed distribution, which is away from normal distribution as reflected... see more

Pags. 153 - 162  

Farzana Shaheen,Azad Haider,Sajid Amin Javed

This paper envisages estimating the Time-Varying Non-Accelerating Inflation Rate of Unemployment (TV-NAIRU) as an unobserved stochastic variable for Pakistan over the time period 1973-74 to 2007-08 using Kalman filter. Results of the study are evident tha... see more

Pags. 172 - 179  

Harun Uçak

Literally, it has been accepted that one of the major obstacles to Turkey’s EU membership is in population term. There has not been any enlargement process as large as Turkey’s population as a single state in EU history before. The enlargement in 2004 whi... see more

Pags. 180 - 198  

Sallahuddin Hassan,Zalila Othman,Mohd Zaini Abd Karim

Public capital hypothesis explains that a positive relationship exists between private and public investment. This paper examines the validity of the hypothesis by using a panel time series analysis on four sectors of the Malaysian economy (agriculture, i... see more

Pags. 199 - 210  

Andreas Georgantopoulos,Anastasios Tsamis

This paper uses a data set from FYROM Stock Exchange to investigate the presence of calendar effects in this recently organised equity market during the period 2002–2008. Five well known calendar effects are examined by both mean (OLS) and variance (GARCH... see more

Pags. 211 - 219  

Mohamed Essaied Hamrita,Abdelkader Trifi

This paper examines the multi-scale relationship between the interest rate, exchange rate and stock price using a wavelet transform. In particular, we apply the maximum overlap discrete wavelet transform (MODWT) to the interest rate, exchange rate and sto... see more

Pags. 220 - 228