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Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir; Gupta, Rangan; Balcilar, Mehmet - In: Research in international business and finance 42 (2017), pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918
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Optimal design of early warning systems for sovereign debt crises
Fuertes, Ana María; Kalotychou, Elena - In: International journal of forecasting 23 (2007) 1, pp. 85-100
Persistent link: https://www.econbiz.de/10003438389
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Fitting and forecasting sovereign defaults using multiple risk signals
Savona, Roberto; Vezzoli, Marika - In: Oxford bulletin of economics and statistics 77 (2015) 1, pp. 66-92
Persistent link: https://www.econbiz.de/10011373630
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Another look at factors explaining quality of financial analysts ́forecasts : evidence from the Asian emerging markets
Coën, Alain; Desfleurs, Aurélie; L'Her, Jean-François; … - In: Journal of multinational financial management 15 (2005) 4/5, pp. 414-434
Persistent link: https://www.econbiz.de/10003103146
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On the predictability of emerging market sovereign credit spreads
Audzeyeva, Alena; Fuertes, Ana María - In: Journal of international money and finance 88 (2018), pp. 140-157
Persistent link: https://www.econbiz.de/10012000882
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Dynamic interpretation of emerging risks in the financial sector
Hanley, Kathleen Weiss; Hoberg, Gerard - In: The review of financial studies 32 (2019) 12, pp. 4543-4603
Persistent link: https://www.econbiz.de/10012135487
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Modeling and forecasting the volatility of Eastern European emerging markets
Kang, Sang Hoon; Yoon, Seong-min - In: Dae oe gyeong je yeon gu 13 (2009) 1, pp. 113-134
Persistent link: https://www.econbiz.de/10003866500
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Are GCC stock markets predictable?
Bley, Jorg - In: Emerging markets review 12 (2011) 3, pp. 217-237
Persistent link: https://www.econbiz.de/10009306834
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Predictive ability of value-at-risk methods : evidence from the Karachi Stock Exchange-100 index
Iqbal, Javed; Azher, Sara; Ijaz, Ayesha - 2010
Value-at-risk (VaR) is a useful risk measure broadly used by financial institutions all over the world. VaR has been extensively used to measure systematic risk exposure in developed markets like of the US, Europe and Asia. This paper analyzes the accuracy of VaR measure for Pakistan's emerging...
Persistent link: https://www.econbiz.de/10011524092
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Modeling and forecasting stock market volatility in frontier markets : evidence from four European and four African frontier markets
Kambouroudis, D. S. - In: Handbook of frontier markets : the African, European …, (pp. 39-54). 2016
Persistent link: https://www.econbiz.de/10011549507