Emerging markets, Cointegration, Volatility, Financial economics and Econometrics are his primary areas of study. His Emerging markets research is multidisciplinary, incorporating perspectives in Stock exchange and International economics. His biological study spans a wide range of topics, including Financial system, Diversification, Monetary economics and Stock market.
His Monetary economics research incorporates themes from Liberalization and Capital. His study in Financial economics is interdisciplinary in nature, drawing from both Capitalization rate and Monetary policy, Monetary base. His studies examine the connections between Econometrics and genetics, as well as such issues in Akaike information criterion, with regards to Multivariate statistics, Seemingly unrelated regressions and Macroeconomics.
Ali F. Darrat mostly deals with Monetary economics, Macroeconomics, Econometrics, Financial economics and Cointegration. His Macroeconomics study combines topics in areas such as Developing country and Capital deepening. His work on Financial economics is being expanded to include thematically relevant topics such as Stock market index.
His research in Cointegration intersects with topics in Divisia monetary aggregates index, Emerging markets and Stock market. The Emerging markets study combines topics in areas such as Diversification and Random walk hypothesis. His work in Volatility tackles topics such as Futures contract which are related to areas like Algorithmic trading.
His scientific interests lie mostly in Financial economics, Monetary economics, Econometrics, Market efficiency and Stock market. His work carried out in the field of Financial economics brings together such families of science as Labour economics, Price index and Applied economics. His Monetary economics research integrates issues from Stock dilution, Corporate finance, Cointegration, Information asymmetry and Share price.
As part of one scientific family, Ali F. Darrat deals mainly with the area of Cointegration, narrowing it down to issues related to the Fiscal policy, and often Granger causality and Business cycle. His Econometrics study combines topics from a wide range of disciplines, such as Random walk and Random walk hypothesis. His Stock market study also includes fields such as
The scientist’s investigation covers issues in Monetary economics, Financial economics, Explanatory power, Econometrics and Applied economics. His biological study spans a wide range of topics, including Stock dilution, Predictability, Corporate finance, Information asymmetry and Market efficiency. His research on Financial economics frequently links to adjacent areas such as Financial crisis.
In his papers, Ali F. Darrat integrates diverse fields, such as Explanatory power, Excess return, Capital asset pricing model, Affect, Accounting and Bankruptcy risk. His Long memory study, which is part of a larger body of work in Econometrics, is frequently linked to Short-term memory, bridging the gap between disciplines. His research in Applied economics intersects with topics in Commodity market and Commerce.
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Price discovery and volatility spillovers in index futures markets: Some evidence from Mexico
Maosen Zhong;Ali F. Darrat;Ali F. Darrat;Rafael Otero.
Journal of Banking and Finance (2004)
Are Financial Deepening and Economic Growth Causally Related? Another Look at the Evidence
Alif F. Darrat.
International Economic Journal (1999)
Intraday trading volume and return volatility of the DJIA stocks: A note
Ali F Darrat;Shafiqur Rahman;Maosen Zhong.
Journal of Banking and Finance (2003)
On Testing the Random‐Walk Hypothesis: A Model‐Comparison Approach
Ali F. Darrat;Maosen Zhong.
The Financial Review (2000)
Are exports an engine of growth? Another look at the evidence
Ali F. Darrat.
Applied Economics (1987)
Stock Returns, Money, and Fiscal Deficits
Ali F. Darrat.
Journal of Financial and Quantitative Analysis (1990)
Economic Growth and the Expanding Public Sector: A Reexamination
Michael A. Conte;Ali F. Darrat.
The Review of Economics and Statistics (1988)
On the Integration of Emerging Stock Markets in the Middle East
Ali F. Darrat;Khaled Elkhal;Sam R. Hakim.
Journal of economic development (2000)
Tax and Spend, or Spend and Tax? An Inquiry into the Turkish Budgetary Process
Ali F. Darrat.
Southern Economic Journal (1998)
Has futures trading activity caused stock price volatility
Ali F. Darrat;Shafiqur Rahman.
Journal of Futures Markets (1995)
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