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Impact of regulatory environment on accruals manipulation of bankrupt firms
Aldahray, Ayman; Alnori, Faisal - In: Spanish journal of finance & accounting : the official … 50 (2021) 1, pp. 114-142
Persistent link: https://www.econbiz.de/10012195111
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Triumph of the optimists : 101 years of global investment returns
Dimson, Elroy; Marsh, Paul; Staunton, Mike - 2002
.K., Japan, France, Germany, Canada, Italy, Spain, Switzerland, Australia, the Netherlands, Sweden, Belgium, Ireland, Denmark …
Persistent link: https://www.econbiz.de/10014488074
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The impact of the IAS/IFRS adoption on the predictive quality of discretionary accruals : a comparison between the French and the British context
Olfa, Ben Jemâa; Hamadi, Mattoussi - In: International journal of economics and finance 7 (2015) 6, pp. 208-231
Persistent link: https://www.econbiz.de/10011292352
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Oil shock transmission to stock market returns : wavelet-multivariate Markov switching GARCH approach
Jammazi, Rania - In: Energy : the international journal ; technologies, … 37 (2012) 1, pp. 430-454
Persistent link: https://www.econbiz.de/10009489042
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Oil shock transmission to stock market returns : Wavelet-multivariate Markov switching GARCH approach
Jammazi, Rania - In: The interrelationship between financial and energy markets, (pp. 71-111). 2014
Persistent link: https://www.econbiz.de/10010411151
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Oil Shock Transmission to Stock Market Returns : Wavelet-Multivariate Markov Switching GARCH Approach
Jammazi, Rania - 2011
developed countries (USA, UK, Japan, Germany and Canada). First, we analyze whether shocks and or volatility emanating from two …
Persistent link: https://www.econbiz.de/10013132614
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Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models
Idier, Julien - In: The European journal of finance 17 (2011) 1/2, pp. 27-48
Persistent link: https://www.econbiz.de/10009155466
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Linkages between the USA and the Pan-­European Equity Markets
Gkillas, Konstantinos - 2018
This paper investigates the existence of long-run benefits of the international diversification in the equity markets of the US and the Pan-European Stock Exchange. The study which spans 6 years uses weekly data based on closing values of the general indices of Dow & Jones Industrial Average and...
Persistent link: https://www.econbiz.de/10012935235
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Testing for financial spillovers in calm and turbulent periods
Aliyu, Shehu U. R.; Abdulsalam, Nafiu B.; Bawa, Sani - In: West African journal of monetary and economic integration 18 (2018) 2, pp. 1-27
-space parameterization of Markov Regime Switching Model with skew-normal distribution and the Markov Chain Monte Carlo (MCMC) estimation …
Persistent link: https://www.econbiz.de/10013348418
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Exchange rates, bond yields and the stock market : nonlinear evidence of Indonesia during the COVID-19 period
Prananta, Billy; Alexiou, Constantinos - In: Asian journal of economics and banking : AJEB 8 (2024) 1, pp. 83-99
Purpose - The authors explore the relationship between the exchange rate, bond yield and the stock market as well as the effect of capital market dynamics on the exchange rate before and during the COVID-19 pandemic. Design/methodology/approach - The authors employ a non-linear autoregressive...
Persistent link: https://www.econbiz.de/10014497076