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Risk measures and the impact of asset price bubbles
Jarrow, Robert A.; Silva, Felipe Bastos Gurgel - In: Journal of risk 17 (2014/15) 3, pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
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Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan - In: The North American journal of economics and finance : a … 47 (2019), pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
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The influence of direct cross-straits shipping on the smooth transition dynamics of stock volatilities of shipping companies
Liu, Hsian-hsi; Wu, Chun-chou; Su, Yi Kai - In: Applied financial economics 22 (2012) 16/18, pp. 1331-1342
Persistent link: https://www.econbiz.de/10009625372
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Equity Valuation of Shipping Companies
Tsai, Teddy H. - 2012
Presentation to the Singapore Shipping Association and at Nanyang Technological University. Basics of financial …
Persistent link: https://www.econbiz.de/10013114679
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Modelling stock returns and risk management in the shipping industry
Mohanty, Sunil; Aadland, Roar; Westgaard, Sjur; … - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-25
We estimate the impact of macroeconomic risk factors on shipping stock returns, using a quantile regression (QR) model … shipping sectors on the world market portfolio excess return, volatility index, and changes in the oil price, exchange rate …, and interest rate. The sensitivities of stock returns to the risk factors differ across quantiles and shipping segments …
Persistent link: https://www.econbiz.de/10012520916
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Impact of the Stock Trading Frenzy during the COVID-19 Era on U.S. Public Maritime Shipping Companies
Sigalas, Christos - 2022
Despite the sharp equity-market sell off in March 2020, due to concerns about the boisterous spread of the Coronavirus Disease (COVID-19), the frenzy of stock trading in U.S. equities over the past twelve months is showing no signs of abating. Recent academic research suggests that, among...
Persistent link: https://www.econbiz.de/10014239019
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Investors' reactions to COVID-19 related announcements : evidence from the cargo shipping industry
Marobhe, Mutaju Isaack - In: Review of behavioral finance : RBF 14 (2022) 5, pp. 833-853
Persistent link: https://www.econbiz.de/10013453775
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Dynamic copulas for finance : an application to portfolio risk calculation
Braun, Valentin - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009152690
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A study of value-at-risk on portfolio in stock return using DCC multivariate GARCH
Lee, Mingchih; Chiou, Jer-shiou; Lin, Cho-min - In: Applied financial economics letters 2 (2006) 3, pp. 183-188
Persistent link: https://www.econbiz.de/10003326276
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Portfolio management under asymmetric dependence and distribution
Hlawatsch, Stefan; Reichling, Peter - 2010
Persistent link: https://www.econbiz.de/10008902551