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Time-varying beta, market volatility and stress : a comparison between the United States and India
Chakrabarti, Gagari - In: IIMB management review 33 (2021) 1, pp. 50-63
Persistent link: https://www.econbiz.de/10013205186
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Should risk-averse investors target the portfolios of socially responsible companies?
Valls Martínez, María del Carmen; Soriano Román, Rafael - In: Oeconomia Copernicana 13 (2022) 2, pp. 439-474
Persistent link: https://www.econbiz.de/10013347093
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Measuring the stability of a dynamic system: The case of the stock market turmoil 2007-2008
Bask, Mikael; Widerberg, Anna - 2010
The aim of this paper is to demonstrate how the change in actual and potential market risks in the Dow Jones Industrial Average (DJIA) during the two-year period 2007-2008 can be analyzed with the help of-analysis. In the empirical analysis, the average of the Lyapunov exponents for the dynamic...
Persistent link: https://www.econbiz.de/10010321428
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Long-run risks in international stock markets
Bernhard, Jan - 2008
Persistent link: https://www.econbiz.de/10003758402
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An analytical method of estimating value-at-risk on the Belgrade stock exchange
Obadović, Milica D.; Obadović, Mirjana M. - In: Economic annals 54 (2009) 183, pp. 119-138
Persistent link: https://www.econbiz.de/10003972779
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Measuring the stability of a dynamic system : the case of the stock market turmoil 2007 - 2008
Bask, Mikael; Widerberg, Anna - 2010
The aim of this paper is to demonstrate how the change in actual and potential market risks in the Dow Jones Industrial Average (DJIA) during the two-year period 2007-2008 can be analyzed with the help of-analysis. In the empirical analysis, the average of the Lyapunov exponents for the dynamic...
Persistent link: https://www.econbiz.de/10008779146
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Empirični izračun tržne premije za tveganje na slovenskem delniškem trgu
Beja, Tomaž; Čadež, Simon; Aver, Boštjan - In: Naše gospodarstvo : revija za aktualna ekonomska in … 55 (2009) 3/4, pp. 95-103
Persistent link: https://www.econbiz.de/10003922112
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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
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Multiscale test of CAPM for three Central and Eastern European stock markets
Dajčman, Silvo; Festić, Mejra; Kavkler, Alenka - In: Journal of business economics and management 14 (2013) 1, pp. 54-76
Persistent link: https://www.econbiz.de/10009732739
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Insurance and banking interconnectedness in Europe : the opinion of equity markets
Nyholm, Ken - In: Economics research international (2012), pp. 1-8
Persistent link: https://www.econbiz.de/10010350270