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Financial markets and portfolio management

Schweizerische Vereinigung für Finanzanalyse und … - Heidelberg [u.a.] : Springer; 2001-2004: Zürich : …; … - 15.2001 -

Persistent link: https://www.econbiz.de/10008378423

Qualitative research in financial markets

Bingley [u.a.] : Emerald - 1.2009 -

Persistent link: https://www.econbiz.de/10008393093

Impact of economic reform on the Nigerian telecommunications sector

Babatunde, Onakoya Adegbemi - In: Advances in management & applied economics 3 (2013) 3, pp. 141-154

tests the causal and reciprocal relationships between investment in telecommunications and GDP during the transitional …. Also, the impact of investment in telecommunications was found to be an insignificant predictor of GDP and vice versa even … when the investment was lagged by one year. This paper recommends the provision of supporting infrastructure including …

Persistent link: https://www.econbiz.de/10010148035

Volatility shifts and persistence in variance : evidence from the sector indices of Istanbul Stock Exchange

Çağlı, Efe Çağlar; Mandacı, Pınar Evrim; … - In: International journal of economic sciences and applied … 4 (2011) 3, pp. 119-140

This study examines the impact of volatility shifts on volatility persistence for three major sector indices of Istanbul Stock Exchange (ISE) and ISE National 100 index over the period beginning from 1997 and ending in 2009. The exponential generalized autoregressive conditional...

Persistent link: https://www.econbiz.de/10009958079

Arima-Garch models in estimating market risk using value at risk for the WIG20 index

Makiel, Kamil - In: E-Finanse : finansowy kwartalnik internetowy 8 (2012) 2, pp. 25-33

This paper determines whether the VaR estimation is influenced by conditional distribution of return rates (normal, t-student, GED) and attempts to choose the model which best estimates VaR on a selected example. We considered logarithmic return rates for the WIG-20 index from 1999-2011. Then,...

Persistent link: https://www.econbiz.de/10010009392

Does subprime crisis affect Chinese stock market returns?

Shi, Kai; Nie, Li - In: Journal of applied finance & banking 2 (2012) 6, pp. 163-173

dominance could be found, even considering the appreciation of the RMB, no matter in short-term or long run investment. For …

Persistent link: https://www.econbiz.de/10010118417

The research on the distinguishing features of the international financial centers

Kayral, Ihsan Erdem; Karan, Mehmet Baha - In: Journal of applied finance & banking 2 (2012) 5, pp. 217-238

Although London appeared as the first international financial center on the world, the number of these kind of centers show a notable increase in the recent years. Those centers are regarded as magnetic places for the economic issues and they also serve as important economic centers. In the...

Persistent link: https://www.econbiz.de/10010058686

An empirical analysis of trading volume and return volatility relationship on Istanbul stock exchange national -100 Index

Oral, Ece - In: Journal of applied finance & banking 2 (2012) 5, pp. 149-158

It is a well-known fact that most of the asset returns tend to be skewed and heavytailed. Heavy tailed distributions such as the Student’s t distribution and Stable distribution are commonly used in finance to model asset returns that areheavy tailed. Additionally, Stable distribution allows...

Persistent link: https://www.econbiz.de/10010058691

a publication of the Association for Investment Management and Research

Association for Investment Management and Research; … - Charlottesville, Va : CFA Institute; anfangs: New York, …; … - 16.1960 -

Persistent link: https://www.econbiz.de/10008373327

Investment management and financial innovations

Sumy : Publishing Company "Business Perspectives" - Nachgewiesen 5.2008 -

Persistent link: https://www.econbiz.de/10008392990

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