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Type of traders' effect on risk and return : the case of Egyptian stock exchange

Dawood, Aly Saad Mohamed; El-Giziry, Khairy - In: International journal of economics and finance 8 (2016) 2, pp. 256-268

Persistent link: https://www.econbiz.de/10011446687

Assessing central counterparty margin coverage on futures contracts using GARCH models

Knott, Raymond (contributor); Polenghi, Marco (contributor) - 2006

Persistent link: https://www.econbiz.de/10003267237

Testing the risk-return tradeoff in the emerging market of Jordan : what role for financial crises?

Al Refai, Hisham M.; Eissa, Mohamed Abdelaziz - In: Afro-Asian Journal of Finance and Accounting : AAJFA 6 (2016) 2, pp. 183-198

Persistent link: https://www.econbiz.de/10011719685

The impact of market-wide volatility on time-varying risk : evidence from Qatar stock exchange

Al Refai, Hisham M.; Hassan, Gazi M. - In: Journal of emerging market finance 17 (2018), pp. 239-258

Persistent link: https://www.econbiz.de/10011925531

Volatility transmission between ASEAN-5 stock exchanges : an approach in the context of China's stock market crash

Dias, Rui; Teixeira, Nuno; Pardal, Pedro; Godinho, Teresa - In: International journal of corporate finance and … 10 (2023) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10015050644

Quantile dependencies between discontinuities and time-varying rare disaster risks

Gillas, Konstantinos Gkillas; Floros, Christos; … - In: The European journal of finance 27 (2021) 10, pp. 932-962

Persistent link: https://www.econbiz.de/10012609242

Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models

Nilchi, Moslem; Farid, Daryush; Peymany, Moslem; … - In: Iranian journal of finance 7 (2023) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10014429053

Stock market comovements in central Europe : evidence from Asymmetric DCC Model

Gjika, Dritan; Horváth, Roman - 2012

We examine time-varying stock market comovements in Central Europe employing the asymmetric dynamic conditional correlation multivariate GARCH model. Using daily data from 2001 to 2011, we find that the correlations among stock markets in Central Europe and between Central Europe vis-a-vis the...

Persistent link: https://www.econbiz.de/10009615081

Volatility in the transition markets of Central Europe

Kasch-Haroutounian, Maria; Price, Simon - In: Applied financial economics 11 (2001) 1, pp. 93-105

Persistent link: https://www.econbiz.de/10001545401

Volatility connectedness on the central European forex markets

Albrecht, Peter; Kočenda, Evžen - In: International review of financial analysis 93 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014543551

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