Advances in Time Series Data Methods in Applied Economic Research: International Conference on Applied Economics (ICOAE) 2018

Front Matter ....Pages i-xv
 An Analysis of the Status of CSR Practice in the South African Business Context: A Framework for Analysis  (Elrida Vos, Niël Oberholzer)....Pages 1-13
 Asset Structure of Commercial Banks and Its Impact on Profit Levels  (Mário Papík, Lenka Chorvatovičová)....Pages 15-24
 Does Credibility Matter for Interest Rate Changes and Output Gaps? Econometric Experiment for an Emerging Economy  (Marcos V. N. Montes, Ricardo Ramalhete Moreira)....Pages 25-51
 Patents and Enterprise Innovation in Network Industries  (Adam Karbowski)....Pages 53-61
 Banking Concentration and Firm Growth: The Impact of Size, Location and Financial Crisis  (Sophia Dimelis, Ioannis Giotopoulos, Helen Louri)....Pages 63-72
 Brexit and Global Implied Volatility Indices  (Imlak Shaikh)....Pages 73-88
 Credit Crunch Testing in Iranian Banking System  (Mahshid Shahchera, Fatemeh Noorbakhsh, Homa Monfared)....Pages 89-102
 The Philanthropy Tree of Community Foundations from Ancient to Contemporary Times. Roots and Branches of US and Italian Foundations  (Angela Besana, Annamaria Esposito, Martina Treu)....Pages 103-118
 Potential Implications of Brexit: The Case of the Slovak Republic  (Gabriela Dováľová, Boris Hošoff, Erika Stracová)....Pages 119-134
 R&D Activities in a Differentiated Goods Duopoly with Quadratic Cost Function  (Jacek Prokop)....Pages 135-145
 Internationalization Indices and Success Perception of Polish Born Globals  (Tomasz Sikora, Ewa Baranowska-Prokop)....Pages 147-157
 Inflation, Unemployment and the NAIRU in Poland  (Pavlos Stamatiou, Chaido Dritsaki)....Pages 159-176
 On Some Characteristics of Liquidity Proxy Time Series. Evidence from the Polish Stock Market  (Joanna Olbrys, Michal Mursztyn)....Pages 177-189
 Do Emerging and Frontier Stock Markets of Middle East and North Africa (MENA) Region Provide Diversification Opportunities?  (Nisha Mary Thomas, Smita Kashiramka, Surendra Singh Yadav)....Pages 191-203
 Beta, Size and Value Factors in the Chinese Stock Returns  (Doha Belimam, Ghizlane Lakhnati)....Pages 205-208
 Volatility Between Oil Prices and Stock Returns of Dow Jones Index: A Bivariate GARCH (BEKK) Approach  (Dimitrios Kartsonakis Mademlis, Nikolaos Dritsakis)....Pages 209-221
 The Dynamic Relationship of Defense Expenditure, Energy Consumption, and Economic Growth in Indonesia  (Muhammad Fikruzzaman Rahawarin, Amarulla Octavian, Supandi Halim)....Pages 223-233
 Integration Measures Based on Principal Component Analysis: Example of Eurozone Stock Markets  (Elzbieta Majewska, Pawel Jamroz)....Pages 235-249
 Factors Affecting the Soil Analysis Technique Adopted by the Farmers  (Moammar Dayoub)....Pages 251-262
 Revealed Comparative Advantage BRICS-EU 28: Some New Evidence  (Georgios Xanthos, Argiro Moudatsou)....Pages 263-301
 The Effect of a Sovereign Credit Rating Change on Share Prices of the South African Retail Banks  (M. C. de Wet, I. Botha)....Pages 303-324
 Impact of Macroeconomic Variables on Exchange Rate: An Evidence from Pakistan  (Muhammad Mohsin, Li Naiwen, Muhammad Kashif Majeed, Sobia Naseem)....Pages 325-333
 A Stimulating Export Oriented Policy of Agricultural Sector of Developing Countries on Example of Georgia  (Nino Rukhaia-Mosemgvdlishvili)....Pages 335-354
 Bayesian Estimation of GARCH(1,1) Model Using Tierney-Kadane’s Approximation  (Yakup Arı)....Pages 355-364
 The Potential Threat of Corporate Financial Distress in Switzerland  (Tomáš Pražák)....Pages 365-376
 The Impact of Structure of Debt Funding Sources on Liquidity of Medium-Sized Companies in the Czech Republic  (Markéta Šeligová)....Pages 377-387
 Banking Flows and Credit Risk in Southern European Countries  (Mafalda Venâncio de Vasconcelos)....Pages 389-409
 Special Agricultural Safeguards in the International Trade of Meat Analysis and Impacts on the Brazilian Economy  (Cinthia Cabral da Costa, Heloisa Lee Burnquist, Joaquim J. M. Guilhoto)....Pages 411-429
 Long-Term International Trade Analysis Measuring Spatial Extension of Globalization: Kuznets or Hysteresis Paradigm?  (Bruno G. Rüttimann)....Pages 431-441
 Empirical Analysis of Copper Co-movement, Volatility and Hedge Ratios with Top Producing Countries  (Corlise L. Le Roux)....Pages 443-464
 Cobb-Douglas Production Function: The Case of Poland’s Economy  (Chaido Dritsaki, Pavlos Stamatiou)....Pages 465-483
 The Digitization of Business and the Industry: Opportunities, Challenges and the Technology Behind  (Spyridon Adam, Loukas Pol. Michalis, Spiros Panetsos)....Pages 485-502
 Theoretical Background of Facility Management  (Martina Paliderova, Katarina Frajtova Michalikova)....Pages 503-509
 The Effect of Bitcoin Prices on US Dollar Index Price  (I. Antoniadis, N. Sariannidis, S. Kontsas)....Pages 511-521
 Prospects for Climate Services for Sustainable Agriculture in Tanzania  (Moammar Dayoub, Jaakko Helminen, Ville Myllynpää, Nicolas Pope, Mikko Apiola, Tomi Westerlund et al.)....Pages 523-532
 Primary Producer Welfare Following a Policy Paradigm Shift: A Review of the Deregulation of the Australian Wheat Market  (Stephanie Krezel)....Pages 533-546
 Effects of the Greek Financial Crisis to the Food Manufacturing Firms  (Ourania Notta, Aspasia Vlachvei, Evita Grigoriou)....Pages 547-560