Search Results - subject:"OLS-HAC"

No Commonality in Liquidity on Small Emerging Markets? Evidence from the Central and Eastern European Stock Exchanges

Olbryś, Joanna - In: Comparative Economic Research. Central and Eastern Europe 23 (2020) 3, pp. 91-109

The goal ofthis comparative research isto investigate intra-market commonality inliquid-ity onsix small emerging Central and Eastern European (CEE) stock exchanges - inthe Czech Republic, Hungary, Slovakia, Lithuania, Estonia, and Latvia. The CEE post-commu-nist countries can beanalyzed together...

Persistent link: https://www.econbiz.de/10013204642

No commonality in liquidity on small emerging markets? : evidence from the Central and Eastern European stock exchanges

Olbryś, Joanna - In: Comparative economic research : Central and Eastern Europe 23 (2020) 3, pp. 91-109

Persistent link: https://www.econbiz.de/10012419201

The volatility of bank stock prices and macroeconomic fundamentals in the Pakistani context : an application of GARCH and EGARCH models

Mohsin, Muhammad; Naiwen, Li; Zia-ur-Rehman, Muhammad; … - In: Oeconomia Copernicana 11 (2020) 4, pp. 609-636

Persistent link: https://www.econbiz.de/10012436536

Intra-market commonality in liquidity : new evidencefrom the Polish stock exchange

Olbryś, Joanna - In: Equilibrium : quarterly journal of economics and … 14 (2019) 2, pp. 251-275

Persistent link: https://www.econbiz.de/10012232051

Why Casinos are not Recession Proof: An Business Cycle Econometric Case Study of the Las Vegas Region

Legg, Mark P; Tang, Hugo - 2011

change in the exposure to the economy. Through logarithmic OLS-HAC regressions and rolling-correlations, the findings show …

Persistent link: https://www.econbiz.de/10009468184