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1-3 of 3
Keywords: Asymmetry
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Journal Articles
On the asymmetric effects of geopolitical risks on investment in India
Available to Purchase
Journal:
Journal of Financial Economic Policy
Journal of Financial Economic Policy 1–27.
Published: 09 June 2026
... for proactive, prompt policy interventions to mitigate uncertainty, even in moderate geopolitical shifts. Originality/value While previous studies have captured the impact of GPRs on investment, this paper addresses the issue of asymmetry and nonlinearity in the effects of GPRs on investment, which has...
Journal Articles
Testing fisher effect for the USA: application of nonlinear ARDL model
Available to Purchase
Journal:
Journal of Financial Economic Policy
Journal of Financial Economic Policy (2020) 12 (2): 293–304.
Published: 09 December 2019
... and decreases in inflation rates separately for the USA. Symmetries and asymmetries are technically explained in the next section of the study. Decomposed π t + and π t - are constructed with the concept of partial sum process as follows: Serdar Ongan can be contacted...
Journal Articles
Do volume and open interest explain volatility?: An inquiry into the Indian commodity markets
Available to Purchase
Journal:
Journal of Financial Economic Policy
Journal of Financial Economic Policy (2014) 6 (3): 226–243.
Published: 29 July 2014
.../methodology/approach – After having dissected into expected and unexpected components, the effects of trade volume and open interest on volatility are tested. A new interaction term is also added to measure asymmetry. Four commodities, namely, cumin, soy oil and pepper in food commodity category and guar...
