dc.contributor.author | Ashraf, Muhammad Ather | |
dc.contributor.author | Masood, Omar | |
dc.contributor.author | Tvaronavičienė, Manuela | |
dc.contributor.author | Aktan, Bora | |
dc.contributor.author | Garškaitė-Milvydienė, Kristina | |
dc.contributor.author | Lace, Natalja | |
dc.date.accessioned | 2023-09-18T20:50:19Z | |
dc.date.available | 2023-09-18T20:50:19Z | |
dc.date.issued | 2019 | |
dc.identifier.issn | 1331-677X | |
dc.identifier.uri | https://etalpykla.vilniustech.lt/handle/123456789/152744 | |
dc.description.abstract | In this paper it is assumed that equity markets reflect the development of the overall economy of a country. Equity markets, among other factors, are considerably affected by factors such as inflation or deflation. Therefore, when inflationary or deflationary pressures appear, Central Banks try to manage those pressures in order to minimise their impact on the economy. In this paper, the case of Japan will be examined. Japan can be considered an example of a country which was under extended deflationary pressures for about three decades. In this study, the authors investigate different time frames for the Japan equity market. The research is based on Japan equity market (NIKKEI) returns. The authors aim to answer the question of whether the Japanese market complies with the Efficient Market Hypothesis (EMH) for different time frames, as well as test analytically if Japan’s stock market and economy have improved after the implementation of different attempts at Quantitative Easing (QEs), a Zero Interest Rate Policy (ZIRP) or a Negative Interest Rate Policy (NIRP) to curb deflationary impacts on the economy. The analysis and obtained results could be useful for risk and portfolio management, and could be extended to other markets. | eng |
dc.format | PDF | |
dc.format.extent | p. 440-453 | |
dc.format.medium | tekstas / txt | |
dc.language.iso | eng | |
dc.relation.isreferencedby | CABI Abstracts | |
dc.relation.isreferencedby | Scopus | |
dc.relation.isreferencedby | Social Sciences Citation Index (Web of Science) | |
dc.source.uri | https://www.tandfonline.com/doi/full/10.1080/1331677X.2018.1551147#aHR0cHM6Ly93d3cudGFuZGZvbmxpbmUuY29tL2RvaS9wZGYvMTAuMTA4MC8xMzMxNjc3WC4yMDE4LjE1NTExNDc/bmVlZEFjY2Vzcz10cnVlQEBAMA== | |
dc.source.uri | https://doi.org/10.1080/1331677X.2018.1551147 | |
dc.title | Factors affecting development patterns: econometric investigation of the Japan equity market | |
dc.type | Straipsnis Web of Science DB / Article in Web of Science DB | |
dcterms.references | 47 | |
dc.type.pubtype | S1 - Straipsnis Web of Science DB / Web of Science DB article | |
dc.contributor.institution | University of Lahore | |
dc.contributor.institution | Vilniaus Gedimino technikos universitetas | |
dc.contributor.institution | University of Bahrain | |
dc.contributor.institution | Riga Technical University | |
dc.contributor.faculty | Verslo vadybos fakultetas / Faculty of Business Management | |
dc.subject.researchfield | S 003 - Vadyba / Management | |
dc.subject.researchfield | S 004 - Ekonomika / Economics | |
dc.subject.vgtuprioritizedfields | EV02 - Aukštos pridėtinės vertės ekonomika / High Value-Added Economy | |
dc.subject.ltspecializations | L103 - Įtrauki ir kūrybinga visuomenė / Inclusive and creative society | |
dc.subject.en | economic development | |
dc.subject.en | equity market | |
dc.subject.en | inflation | |
dc.subject.en | deflation | |
dc.subject.en | econometrics | |
dc.subject.en | Japan | |
dcterms.sourcetitle | Economic research = Ekonomska istraživanja | |
dc.description.issue | iss. 1 | |
dc.description.volume | vol. 32 | |
dc.publisher.name | Taylor & Francis | |
dc.publisher.city | Abingdon | |
dc.identifier.doi | 000464334400001 | |
dc.identifier.doi | 2-s2.0-85064334575 | |
dc.identifier.doi | 10.1080/1331677X.2018.1551147 | |
dc.identifier.elaba | 35991574 | |