Narrow search
Showing 1 - 10 of 9,482
Cover Image
Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu - In: International review of financial analysis 33 (2014), pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
Cover Image
Transmission of risk between U.S. and emerging equity markets
Sarwar, Ghulam - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 5, pp. 1171-1183
Persistent link: https://www.econbiz.de/10012210687
Cover Image
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Cover Image
Asymptotic dependence modelling of the BRICS stock markets
Sigauke, Caston; Mukhodobwane, Rosinah; Chagwiza, Wilbert; … - In: International Journal of Financial Studies : open … 10 (2022) 3, pp. 1-32
With the use of empirical data, this paper focuses on solving financial and investment issues involving extremal dependence of 10 pairwise combinations of the 5 BRICS (Brazil, Russia, India, China, and South Africa) stock markets. Daily closing equity indices from 5 January 2010 to 6 August 2018...
Persistent link: https://www.econbiz.de/10013368365
Cover Image
Business-specific risks and stock market volatility as Indonesian macroeconomic risk estimators
Purba, Ezra Valentino; Husodo, Zaäfri Ananto - In: Macroeconomic risk and growth in the Southeast Asian …, (pp. 1-17). 2024
Persistent link: https://www.econbiz.de/10014457588
Cover Image
Risk-return relationship reinvestigated
Garg, Vidisha; Vasishth, Vibhuti - In: Research bulletin / The Institute of Cost Accountants … 39 (2014), pp. 208-215
Persistent link: https://www.econbiz.de/10011420287
Cover Image
Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Riedel, Christoph; Wagner, Niklas F. - In: Journal of international financial markets, … 39 (2015), pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
Cover Image
Die Quantifizierung und Prognose des Marktrisikos
Dockner, Engelbert J. - In: Wege zur Ganzheit : Festschrift für J. Hanns Pichler …, (pp. 799-809). 1996
Persistent link: https://www.econbiz.de/10001296812
Cover Image
Measuring risk spillovers from multiple developed stock markets to China : a vine-copula-GARCH-MIDAS model
Jiang, Cuixia; Li, Yuqian; Xu, Qifa; Liu, Yezheng - In: International review of economics & finance : IREF 75 (2021), pp. 386-398
Persistent link: https://www.econbiz.de/10012692552
Cover Image
Value at Risk (VaR) historical approach : could it be more historical and representative of the real financial risk environment?
Vasileiou, Evangelos - In: Theoretical economics letters 7 (2017) 4, pp. 951-974
Persistent link: https://www.econbiz.de/10011707420