Showing 1 - 10 of 6,613
Persistent link: https://www.econbiz.de/10012794859
Persistent link: https://www.econbiz.de/10011641401
Persistent link: https://www.econbiz.de/10012284683
The cross-sectional average of pairwise correlations across stocks traded on the NYSE, AMEX, and Nasdaq is a powerful predictor of U.S. economic activity at a horizon of one to four years. Its predictive ability is on a par with the slope of the yield curve and significantly exceeds that of some...
Persistent link: https://www.econbiz.de/10014227600
volatility of Borsa Istanbul 100 Index (BIST-100). Sample data cover the period from January 2008 to December 2017. The main … nonlinear volatility models (symmetric and asymmetric Generalized AutoRegressive Conditional Heteroskedasticity [GARCH …]-type models) were used to model and estimate BIST-100 volatility in response to political news. The findings of the paper …
Persistent link: https://www.econbiz.de/10012131511
Persistent link: https://www.econbiz.de/10012698109
Persistent link: https://www.econbiz.de/10011649372
Persistent link: https://www.econbiz.de/10014227863
Persistent link: https://www.econbiz.de/10011550749
Persistent link: https://www.econbiz.de/10011849271