Narrow search
Showing 1 - 10 of 2,854
Cover Image
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669351
Cover Image
Optimal consumption and investment strategies with stochastic interest rates
Munk, Claus; Sørensen, Carsten - 2000
Persistent link: https://www.econbiz.de/10001543919
Cover Image
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
Nguyen, Hoang; Virbickaite, Audrone - 2022
Stock and oil relationship is usually time-varying and depends on the current economic conditions. In this study, we propose a new Dynamic Stochastic Mixed data frequency sampling (DSM) copula model, that decomposes the stock-oil relationship into a short-run dynamic stochastic component and a...
Persistent link: https://www.econbiz.de/10013258038
Cover Image
Optimal pairs trading strategies in a cointegration framework
Huang, Zhe; Martin, Franck - 2017
Persistent link: https://www.econbiz.de/10011713000
Cover Image
Price competition and endogenous product choice in networks : evidence from the US airline industry
Bontemps, Christian; Gualdani, Cristina; Remmy, Kevin - 2023
model using data from the domestic US airline market and find significant spillovers in entry. In a counterfactual exercise …
Persistent link: https://www.econbiz.de/10014313556
Cover Image
The impact on market outcomes of the portfolio selection of large equity investors
Moreno, Diego; Petrakēs, Emmanuēl - 2021
Persistent link: https://www.econbiz.de/10013259971
Cover Image
Bond returns and financial index numbers : results from an intertemporal arbitrage free model
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992
Persistent link: https://www.econbiz.de/10000893022
Cover Image
Economic forces and the stock market : testing the APT and alternative asset pricing theories
Chen, Nai-fu; Roll, Richard; Ross, Stephen A. - 1983
Persistent link: https://www.econbiz.de/10000687836
Cover Image
What tames the Celtic tiger? : Portfolio implications from a multivariate Markov switching model
Guidolin, Massimo (contributor); Hyde, Stuart (contributor) - 2008 - Rev.
Persistent link: https://www.econbiz.de/10003739801
Cover Image
Managing international portfolios with small capitalization stocks
Guidolin, Massimo (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003740661