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source:"repec"
~subject:"Trading volume"
~subject:"VOLATILITY"
~subject:"emerging markets"
~subject:"exchange rates"
~subject:"growth"
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Trading volume
VOLATILITY
emerging markets
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volatility
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ECONIS (ZBW)
1,094
EconStor
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The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency
Franses, Philip Hans
;
Bodeutsch, Bodeutsch, D.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2014
__Abstract__ The empirical properties of stock returns are studied for 10 companies listed at the Suriname Stock Exchange (SSE), which is a young and growing stock market. Individual stock returns are found to be predictable from the own past to some extent, but the equal-weighted index returns...
Persistent link: https://www.econbiz.de/10011149293
Saved in:
2
СТАНДАРТЫ ДОЛЖНИКА
ВАСИЛЬЕВИЧ, ЛУТИКОВ КОНСТАНТИН
- In:
Известия Тульского …
(
2014
)
3
,
pp. 325-331
Рассмотрены проблемы денежно кредитного регулирования, реализуемого в нашей стране, Выявлено ряд очень специфических фактов размещения резервов при наличии...
Persistent link: https://www.econbiz.de/10011228950
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3
A DSGE-RBC Approach to Measuring Impacts of Wealth Transfers
Annen, Kurt
;
Batu, Michael
;
Kosempel, Stephen
-
Department of Economics and Finance, College of …
-
2014
In this paper we quantify the impact of wealth transfers such as remittances and foreign aid using a DSGE-RBC model. We calibrate and simulate the model using data from 85 recipient countries. Within this framework we demonstrate: First, the income eect created from a permanent increase in...
Persistent link: https://www.econbiz.de/10010812356
Saved in:
4
Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH
Sinha, Pankaj
;
Agnihotri, Shalini
-
Volkswirtschaftliche Fakultät, …
-
2014
Joint dynamics of market index returns, volume traded and volatility of stock market returns can unveil different dimensions of market microstructure. It can be useful for precise volatility estimation and understanding liquidity of the financial market. In this study, the joint dynamics is...
Persistent link: https://www.econbiz.de/10011114116
Saved in:
5
ПРИСУТСТВИЕ ЦИКЛОВ АНДЕРРАЙТИНГА В РОССИИ
АЛЕКСЕЕВИЧ, ТЕТИН ИЛЬЯ
- In:
Вестник Томского …
(
2014
)
3
,
pp. 114-124
В статье дан анализ наличия циклов андеррайтинга на российском страховом рынке. Проводится исследование колебания убыточности на нескольких линиях бизнеса....
Persistent link: https://www.econbiz.de/10011269887
Saved in:
6
The Impact of Central Bank Interest Rate Releases on Financial Markets
Soylu, Neilan
;
Korkmaz, Turhan
;
Çevik, Emrah İsmail
- In:
Business and Economics Research Journal
5
(
2014
)
4
,
pp. 89-118
Since the implementation of a new explicit inflation targeting policy in 2005, CBRT has followed a more transparent communication strategy. This has made more information available to markets regarding its decision making process in order to increase predictability. Within this framework, MPC...
Persistent link: https://www.econbiz.de/10010991011
Saved in:
7
Dynamic Linkages in the Pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD): How Do They Change During a Day?
Doman, Małgorzata
;
Doman, Ryszard
- In:
Central European Journal of Economic Modelling and …
6
(
2014
)
1
,
pp. 33-56
In the paper, we document how conditional dependencies observed in the FOREX market change during a trading day. The analysis is performed for the pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD) of exchange rates. We consider daily returns calculated using the exchange rates quoted at different...
Persistent link: https://www.econbiz.de/10010837042
Saved in:
8
МАКРОЭКОНОМИЧЕСКИЕ ФАКТОРЫ ВЛИЯНИЯ НА ДИНАМИКУ РОССИЙСКОГО РЫНКА АКЦИЙ И ИНСТРУМЕНТЫ ГОСУДАРСТВЕННОГО РЕГУЛИРОВАНИЯ...
ЕВЛАХОВА Ю. С.
- In:
Проблемы современной экономики
(
2013
)
3
,
pp. 50-55
В статье рассматриваются вопросы классификации макроэкономических факторов влияния на российский рынок акций, приводятся исследования по оценке значимости...
Persistent link: https://www.econbiz.de/10011238719
Saved in:
9
Uncertainty and the Politics of Employment Protection
Vindigni, Andrea
;
Scotti, Simone
;
Tealdi, Cristina
-
Collegio Carlo Alberto, Università degli Studi di Torino
-
2013
This paper investigates the social preferences over labor market exibility, in a general equilibrium model of dynamic labor demand. We demonstrate that how the economy responds to productivity shocks depends on the power of labor to extract rents and on the status quo level of the firing cost....
Persistent link: https://www.econbiz.de/10011148611
Saved in:
10
ДИФФЕРЕНЦИАЦИЯ ВЗГЛЯДОВ НА ДЕФИНИЦИИ «РИСК» И «НЕОПРЕДЕЛЕННОСТЬ»
ГЕОРГИЕВИЧ, КАПРАЛИН СТАНИСЛАВ
- In:
Вестник Томского …
(
2013
)
3
,
pp. 33-39
В данной статье автор раскрывает и анализирует основные понятия и сущность таких терминов, как «риск» и «неопределенность». Рассмотрены дефиниции риска и...
Persistent link: https://www.econbiz.de/10011237244
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