Search Results - "Ward, Bert D."

Idiosyncratic volatility and cross-sectional stock returns in Southeast Asian stock markets by Nartea, Gilbert V., Ward, Bert D., Yao, Lee J.

“…We examine the role of idiosyncratic risk in five ASEAN markets of Malaysia, Singapore, Thailand, Indonesia, and the Philippines. Our research was motivated by…”
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Macroeconomic effects of world oil and food price shocks in Asia and Pacific economies: application of SVAR models by Alom, Fardous, Ward, Bert D., Hu, Baiding

“…This study, by employing structural vector auto regression models, investigates the macroeconomic effects of world oil and food price shocks in the context of…”
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Cross country mean and volatility spillover effects of food prices: multivariate GARCH analysis by Alom, Fardous, Hu, Baiding, Ward, Bert D

“…This study assesses the mean and volatility spillover effects of changes in food prices among a number of Asia and Pacific countries - Australia, New Zealand,…”
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Modelling petroleum future price volatility: analysing asymmetry and persistency of shocks by Alom, Fardous, Ward, Bert D., Hu, Baiding

“…Understanding the nature of volatility in commodity prices warrants adequate attention because such volatility is likely to lead to increased production,…”
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Size, BM, and momentum effects and the robustness of the Fama-French three-factor model: Evidence from New Zealand by Nartea, Gilbert V, Ward, Bert D, Djajadikerta, Hadrian G

“…This paper aims to confirm the existence of size, book to market (BM) and momentum effects in the New Zealand (NZ) stock market. It also aims to compare the…”
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Migration of professionals from Fiji to New Zealand: A reduced form supply-demand model by Gani, Azmat, Ward, Bert D.

“…In this study we estimate a reduced-form equation for migration of highly skilled and professionally trained workers from Fiji to New Zealand during 1987–1990…”
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WERE AGGREGATE DEMAND SHOCKS IMPORTANT IN EXPLAINING INDONESIAN MACROECONOMIC FLUCTUATIONS? by Siregar, Hermanto, Ward, Bert D.

“…This paper assesses the importance of aggregate demand shocks in the Indonesian macroeconomy using a variant of the Mundell-Fleming model analysed with the…”
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Macroeconomic effects of world oil and food price shocks in A sia and P acific economies: application of SVAR models by Alom, Fardous, Ward, Bert D., Hu, Baiding

“…Abstract This study, by employing structural vector auto regression models, investigates the macroeconomic effects of world oil and food price shocks in the…”
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Migration of Professionals from Fiji to New Zealand: A Reduced Form Supply-Demand Model by Gani, Azmat, Ward, Bert D

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