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Impact of price realization on India’s tea export: Evidence from Quantile Autoregressive Distributed Lag Model
export price realization, Quantile Autoregressive Distributed Lag model India
2015/10/9
Th e quantile autoregressive distributed lag model of Galvao et al. (2013) was employed to assess the impact of
price realization on India’s tea export. Th e results of the QADL varied signifi...
An Analysis of the Impact of 'Substantially Heightened' Capital Requirements on Large Financial Institutions
Financial Institutions Governing Rules Regulations and Reforms Capital Equity Financing and Loans
2015/5/12
We examine the impact of "substantially heightened" capital requirements on large financial institutions, and on their customers. Our analysis yields three main conclusions. First, the frictions assoc...
Price Impact
Price Impact
2010/10/29
Price impact refers to the correlation between an incoming order (to buy or to sell) and the subsequent price change. That a buy trade should push the price up seems at first sight obvious and is easi...