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All Outputs (12)

Green shoots: Emergent systemic leadership and critical systems practice (2022)
Book Chapter
Gregory, A. J., & Atkins, J. P. (2022). Green shoots: Emergent systemic leadership and critical systems practice. In A. Taylor (Ed.), Rethinking Leadership for a Green World (176-189). London: Routledge. https://doi.org/10.4324/9781003190820-10

Climate change is recognised by many to be the defining adaptive challenge of our time. Despite such recognition, the failure of many world leaders to comprehend the scale, scope (bringing a complex mix of environmental, economic and social dimension... Read More about Green shoots: Emergent systemic leadership and critical systems practice.

Application of Panel Data Models for Empirical Economic Analysis (2019)
Book Chapter
Bhattarai, K. (2019). Application of Panel Data Models for Empirical Economic Analysis. In M. Tsionas (Ed.), Panel Data Econometrics : Empirical Applications (665-708). (https://www.sciencedirect.com/book/9780128158593/panel-data-econometrics). Elsevier. https://doi.org/10.1016/B978-0-12-815859-3.00021-4

This chapter reviews important applications of panel data models. The process of substitution of labor by capital as discussed in Karabarbounis and Neiman (2014) and Picketty (2014) have increased the capital share causing reduction in labor share of... Read More about Application of Panel Data Models for Empirical Economic Analysis.

Forecasting the return volatility of energy prices: A GARCH-MIDAS approach (2017)
Book Chapter
Salisu, A. A., & Swaray, R. (in press). Forecasting the return volatility of energy prices: A GARCH-MIDAS approach. In S. Goutte, & D. K. Nguyen (Eds.), Handbook of energy finance: Theories, practices and simulations. World Scientific Publishing. https://doi.org/10.1142/11213

This chapter offers an extension to the literature on energy prices by forecasting the return volatility of these prices using the GARCH-MIDAS approach. In addition to the realized volatility, it also evaluates the predictability of relevant macroeco... Read More about Forecasting the return volatility of energy prices: A GARCH-MIDAS approach.

Testing for the weak-form market efficiency of the Dar es Salaam Stock Exchange (2016)
Book Chapter
Guney, Y., & Komba, G. (2016). Testing for the weak-form market efficiency of the Dar es Salaam Stock Exchange. In P. Andrikopoulos, G. Gregoriou, & V. Kallinterakis (Eds.), Handbook of frontier markets: The European and African evidence (3-26). Elsevier Academic Press. https://doi.org/10.1016/b978-0-12-803776-8.00001-x

This chapter investigates the weak-form efficiency of the Dar es Salaam Stock Exchange (DSE), a frontier market, in Tanzania. The study covers the period from Jan. 2007 to Dec. 2014. To establish the consistency and robustness of the obtained conclus... Read More about Testing for the weak-form market efficiency of the Dar es Salaam Stock Exchange.

Is there a social norm to recycle? (2014)
Book Chapter
Abbott, A., Nandeibam, S. S., & O'Shea, L. (2014). Is there a social norm to recycle?. In T. C. Kinnaman, & K. Takeuchi (Eds.), Handbook on Waste Management (53-74). Cheltenham: Edward Elgar Publishing

A study of the operations of formal and informal controls in a multinational subsidiary in Nigeria (2012)
Book Chapter
Egbe, I., Tsamenyi, M., & Sa'id, H. (2012). A study of the operations of formal and informal controls in a multinational subsidiary in Nigeria. In M. Mangena, & V. Tauringana (Eds.), Accounting in Africa (1-29). Emerald. https://doi.org/10.1108/S1479-3563%282012%29000012A005

Purpose – This paper reports on the results of a case study that investigates the operations of formal and informal controls in a multinational-subsidiary in Nigeria. Design/methodology – Data has been gathered by way of semi-structured interviews... Read More about A study of the operations of formal and informal controls in a multinational subsidiary in Nigeria.

Trade, growth and poverty in South Asia (2011)
Book Chapter
Bhattarai, K. (2011). Trade, growth and poverty in South Asia. In R. Jha (Ed.), Routledge Handbook of South Asian Economics (258-276). London: Routledge. https://doi.org/10.4324/9780203827796.ch17

How trade promotes growth and how growth helps to reduce poverty has achieved some attention in the literature. Export-oriented growth strategy has transformed several East Asian countries including South Korea, Taiwan, Singapore and Hong Kong within... Read More about Trade, growth and poverty in South Asia.

Financial bubbles: A learning effect modelling approach (2009)
Book Chapter
Hsieh, T. H., Li, Y., & McKillop, D. G. (2009). Financial bubbles: A learning effect modelling approach. In A. Brabazon, & M. O'Neill (Eds.), Natural computing in computational finance (117-135). Berlin, Heidelberg: Springer Verlag. https://doi.org/10.1007/978-3-540-95974-8_7

This chapter studies financial bubbles by incorporating a learning effect into the coordination game model which was articulated by Ozdenoren and Yuan [36]. Monte Carlo simulation is then utilised to analyse how the addition of a learning effect impa... Read More about Financial bubbles: A learning effect modelling approach.

Can trend followers survive in the long-run? Insights from agent-based modeling (2008)
Book Chapter
He, X. Z., Hamill, P., & Li, Y. (2008). Can trend followers survive in the long-run? Insights from agent-based modeling. In A. Brabazon, & M. O'Neill (Eds.), Natural Computing in Computational Finance (253-269). Berlin, Heidelberg: Springer Verlag. https://doi.org/10.1007/978-3-540-77477-8_14

This chapter uses a simple stochastic market fraction (MF) asset pricing model to investigate market dominance, profitability, and how traders adopting fundamental analysis or trend following strategies can survive under various market conditions in... Read More about Can trend followers survive in the long-run? Insights from agent-based modeling.

Capital structure decisions of Turkish firms (2006)
Book Chapter
Guney, Y., Ozkan, A., & Yalciner, K. (2006). Capital structure decisions of Turkish firms. In S. G. Altug, & A. Filiztekin (Eds.), The Turkish Economy : The Real Economy, Corporate Governance and Reform (149-171). London: Routledge. https://doi.org/10.4324/9780203018439

Since the seminal work of Modigliani and Miller (1958) the theory on capital structure has successfully investigated the conditions under which the capital structure decision of a firm would be relevant for its value. Among the factors identified in... Read More about Capital structure decisions of Turkish firms.

GENERAL EQUILIBRIUM MODELLING OF UK TAX POLICY (2000)
Book Chapter
Bhattarai, K. (2000). GENERAL EQUILIBRIUM MODELLING OF UK TAX POLICY. In S. Holly, & M. Weale (Eds.), Econometric Modelling: Techniques and Applications (69-93). Cambridge: Cambridge University Press

This paper discusses applied general equilibrium tax modelling, and initial applications to UK policy issues under an ESRC supported research project on General Equilibrium Modelling of UK Policy Issues. Future activity on the project will reflect th... Read More about GENERAL EQUILIBRIUM MODELLING OF UK TAX POLICY.