Matches in SemOpenAlex for { <https://semopenalex.org/work/W3121593603> ?p ?o ?g. }
Showing items 1 to 92 of
92
with 100 items per page.
- W3121593603 endingPage "412" @default.
- W3121593603 startingPage "395" @default.
- W3121593603 abstract "In this study the interdependence between Iran, its major trading partners and the United States is investigated using vector autoregression, generalized impulse response function and generalized variance decomposition techniques, introduced by Pesaran and Shin (1998 Pesaran, MH and Shin, Y. 1998. Generalized impulse response analysis in linear multivariate models. Economics Letters, 58: 17–29. [Crossref], [Web of Science ®] , [Google Scholar]). These techniques have an advantage over the commonly used impulse response and variance decomposition procedures in that they are insensitive to the ordering of the countries considered and hence, they produce more reliable results. The countries included in the sample, besides Iran are, France, Germany, Spain, Japan, South Korea, Brazil, Italy and the United States. The direction, strength, durability and stability of the effect of shocks in one market on the return patterns of the other markets are examined. The findings are 4-fold. First, the effect of past own market shocks on current behaviour is significant, beyond the first month, in most cases. Second, the own effect is stronger for the emerging markets such as Iran and Brazil, than the industrialized countries. Third, cross-country effects are short-lived for Brazil, Korea and Japan, but durable in the case of Iran, Germany, Spain and the United States. Fourth, in terms of breadth and strength, cross-country effects exhibit differential degrees of interdependence and asymmetry. The observed lack of integration between the Iranian market and the industrialized world makes it less vulnerable to the effect of shocks in the latter countries but it also deprives it from the flow of funds that could spur economic development and growth." @default.
- W3121593603 created "2021-02-01" @default.
- W3121593603 creator A5065330558 @default.
- W3121593603 creator A5068430177 @default.
- W3121593603 date "2008-02-01" @default.
- W3121593603 modified "2023-09-25" @default.
- W3121593603 title "International interdependence of an emerging market: the case of Iran" @default.
- W3121593603 cites W1487111854 @default.
- W3121593603 cites W1967765629 @default.
- W3121593603 cites W1969610664 @default.
- W3121593603 cites W1969645323 @default.
- W3121593603 cites W1974412859 @default.
- W3121593603 cites W1996405617 @default.
- W3121593603 cites W2005602758 @default.
- W3121593603 cites W2007022859 @default.
- W3121593603 cites W2009930896 @default.
- W3121593603 cites W2014506347 @default.
- W3121593603 cites W2019459021 @default.
- W3121593603 cites W2036760811 @default.
- W3121593603 cites W2039774260 @default.
- W3121593603 cites W2040440745 @default.
- W3121593603 cites W2044442332 @default.
- W3121593603 cites W2048119156 @default.
- W3121593603 cites W2050815921 @default.
- W3121593603 cites W2069175733 @default.
- W3121593603 cites W2089757633 @default.
- W3121593603 cites W2097580026 @default.
- W3121593603 cites W2103523414 @default.
- W3121593603 cites W2105042761 @default.
- W3121593603 cites W2116478407 @default.
- W3121593603 cites W2127223208 @default.
- W3121593603 cites W2149292156 @default.
- W3121593603 cites W2149908462 @default.
- W3121593603 cites W2166422272 @default.
- W3121593603 cites W3022360661 @default.
- W3121593603 cites W3121263884 @default.
- W3121593603 cites W3122037884 @default.
- W3121593603 cites W3123856741 @default.
- W3121593603 cites W3124037886 @default.
- W3121593603 cites W3124219501 @default.
- W3121593603 cites W3125024754 @default.
- W3121593603 cites W3126103630 @default.
- W3121593603 cites W4245476382 @default.
- W3121593603 doi "https://doi.org/10.1080/00036840600707027" @default.
- W3121593603 hasPublicationYear "2008" @default.
- W3121593603 type Work @default.
- W3121593603 sameAs 3121593603 @default.
- W3121593603 citedByCount "16" @default.
- W3121593603 countsByYear W31215936032012 @default.
- W3121593603 countsByYear W31215936032013 @default.
- W3121593603 countsByYear W31215936032014 @default.
- W3121593603 countsByYear W31215936032015 @default.
- W3121593603 countsByYear W31215936032016 @default.
- W3121593603 countsByYear W31215936032017 @default.
- W3121593603 countsByYear W31215936032018 @default.
- W3121593603 countsByYear W31215936032022 @default.
- W3121593603 crossrefType "journal-article" @default.
- W3121593603 hasAuthorship W3121593603A5065330558 @default.
- W3121593603 hasAuthorship W3121593603A5068430177 @default.
- W3121593603 hasConcept C121087249 @default.
- W3121593603 hasConcept C133029050 @default.
- W3121593603 hasConcept C139719470 @default.
- W3121593603 hasConcept C149782125 @default.
- W3121593603 hasConcept C162324750 @default.
- W3121593603 hasConcept C89715816 @default.
- W3121593603 hasConceptScore W3121593603C121087249 @default.
- W3121593603 hasConceptScore W3121593603C133029050 @default.
- W3121593603 hasConceptScore W3121593603C139719470 @default.
- W3121593603 hasConceptScore W3121593603C149782125 @default.
- W3121593603 hasConceptScore W3121593603C162324750 @default.
- W3121593603 hasConceptScore W3121593603C89715816 @default.
- W3121593603 hasIssue "4" @default.
- W3121593603 hasLocation W31215936031 @default.
- W3121593603 hasOpenAccess W3121593603 @default.
- W3121593603 hasPrimaryLocation W31215936031 @default.
- W3121593603 hasRelatedWork W2016844915 @default.
- W3121593603 hasRelatedWork W2320829875 @default.
- W3121593603 hasRelatedWork W2356268820 @default.
- W3121593603 hasRelatedWork W2384173201 @default.
- W3121593603 hasRelatedWork W2524414843 @default.
- W3121593603 hasRelatedWork W2595098475 @default.
- W3121593603 hasRelatedWork W2886997416 @default.
- W3121593603 hasRelatedWork W293075930 @default.
- W3121593603 hasRelatedWork W651246682 @default.
- W3121593603 hasRelatedWork W2142213187 @default.
- W3121593603 hasVolume "40" @default.
- W3121593603 isParatext "false" @default.
- W3121593603 isRetracted "false" @default.
- W3121593603 magId "3121593603" @default.
- W3121593603 workType "article" @default.