markets by comparing the probability density function of log returns for the 2000s with that in the 1990s and by using the …

comovements within the integrated Latin American market (MILA). We use dynamic correlation models to quantify comovements across … the degree of comovements and synchronization among increasingly integrated global markets. We quantify the degree of … securities as well as a direct integration measure. Our results show an increase in comovements when we look at the country …

comovements within the integrated Latin American market (MILA). We use dynamic correlation models to quantify comovements across … to the degree of comovements and synchronization among increasingly integrated global markets. We quantify the degree of … securities as well as a direct integration measure. Our results show an increase in comovements when we look at the country …

SENSEX of BSE from January 1997 to June 2007. The correlation analysis reveals that contemporaneous relationship is not … detected between volume and returns in post rolling settlement period for both NIFTY and SENSEX. Positive relationship between …

different lexica sentiment variables. These are employed for an analysis of stock reactions: volatility, volume and returns. An …

Purpose – Relatively high recent returns to farmland investments have led to substantially elevated interest in … of farmland returns that might contribute to the development of tradable shares tied to farmland returns, or to methods … related to farmland returns and other financial assets to provide a broad context for evaluation of farmland investments in a …

found that the correlation positive extreme returns within overlapping clusters significantly increases with volatility … extreme returns by using a return threshold and have found mixed results on the relation between correlation and volatility …. This paper examines the relation between correlation and volatility between clusters of extreme returns and provides …

We propose a nonparametric approach to the estimation and testing of structural change in time series regression models …

different arguments, but these arguments generally involve the assumption of a high likelihood of good returns on the accounts …. A simulation is undertaken to estimate the probability distribution of returns in the accounts based on long … future returns behave like historical data, it is found that a baseline personal account portfolio after offset will be …

different arguments, but these arguments generally involve the assumption of a high likelihood of good returns on the accounts …. A simulation is undertaken to estimate the probability distribution of returns in the accounts based on long … future returns behave like historical data, it is found that a baseline personal account portfolio after offset will be …