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volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …
Persistent link: https://www.econbiz.de/10009471738
into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …
Persistent link: https://www.econbiz.de/10009460735
This paper examines the impact of multinational trade accords on the degree of stock market linkage using NAFTA as a case study. Besides liberalizing trade among the U.S., Canada and Mexico, NAFTA has also sought to strengthen linkage among stock markets of these countries. If successful, this...
Persistent link: https://www.econbiz.de/10009447946
ger?t Japan im Zuge der Hinwendung deutscher Firmen nach China in der Wahrnehmung der ?ffentlichkeit zunehmend in den …??ten Absatzmarktes der Welt. Die Kernfrage dieser Untersuchung lautet: Welche Methoden des Markteintritts in Japan existieren f?r diese … von KMU besonderer Bezug genommen. Im Rahmen einer ausf?hrlichen Analyse m?glicher Markteintrittsoptionen in Japan wird im …
Persistent link: https://www.econbiz.de/10009485594
Diese Dissertation untersucht die Messung finanzieller Risiken und besteht aus vier eigenständigen Forschungspapieren über die Analyse, Modellierung und Vorhersage solcher Risiken in verschiedenen wirtschaftlichen Szenarien. Die gegenwärtigen Risikomaße ignorieren größtenteils das...
Persistent link: https://www.econbiz.de/10009471737
In recent years a substantial amount of literature in one way or another deals with liquidity. The interest in it grows beyond the walls of the academia, as the security exchanges recognize the importance of the concept and plan to adopt unique measures of liquidity and publish them in the...
Persistent link: https://www.econbiz.de/10009471789
Persistent link: https://www.econbiz.de/10009452655
examines stock market volatility around national elections and finds that investors are exposed to substantial election risk …. Factors that magnify the election-induced excess volatility are identified. The third part presents new empirical evidence …
Persistent link: https://www.econbiz.de/10009454684
drivers, such as consumer demand for green power, natural gas price volatility, and wholesale market rules. …
Persistent link: https://www.econbiz.de/10009435510
-gas-fired generation (as opposed to coal-fired generation, for example), for several reasons: (1) price volatility has been more of a …
Persistent link: https://www.econbiz.de/10009435813