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The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène; Power, Gabriel J.; Toupin, Dominique - In: Journal of banking & finance 146 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
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Tests of international asset pricing model with and without a riskless asset
Chou, Pin-huang; Lin, Mei-Chen - In: Applied financial economics 12 (2002) 12, pp. 873-883
Persistent link: https://www.econbiz.de/10001724710
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On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes
Berger, Theo; Uddin, Mohammed Gazi Salah - In: Energy economics 56 (2016), pp. 374-383
Persistent link: https://www.econbiz.de/10011664267
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Risk-return relationship in BRIC equity markets : evidence from Markov regime switching model with time-varying transition probabilities
Amanjot Singh; Singh, Manjit - In: Metamorphosis : a journal of management research 15 (2016) 2, pp. 69-78
Persistent link: https://www.econbiz.de/10011667399
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Asymptotic dependence modelling of the BRICS stock markets
Sigauke, Caston; Mukhodobwane, Rosinah; Chagwiza, Wilbert; … - In: International Journal of Financial Studies : open … 10 (2022) 3, pp. 1-32
With the use of empirical data, this paper focuses on solving financial and investment issues involving extremal dependence of 10 pairwise combinations of the 5 BRICS (Brazil, Russia, India, China, and South Africa) stock markets. Daily closing equity indices from 5 January 2010 to 6 August 2018...
Persistent link: https://www.econbiz.de/10013368365
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Verifying capital asset pricing model in Greek capital market
Khudoykulov, Khurshid - In: International journal of economics and accounting : IJEA 7 (2016) 1, pp. 55-65
Persistent link: https://www.econbiz.de/10011636109
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Alternative measures for modeling risk and expected utility theory : (risk adjustment, measurement and attitude)
Seber, Akin - In: International journal of economics and finance 6 (2014) 9, pp. 151-157
Persistent link: https://www.econbiz.de/10010417168
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Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation
Marshall, Cara M. - In: Applied economics 47 (2015) 1/3, pp. 1-11
Persistent link: https://www.econbiz.de/10010463955
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Quantification of the systematic risk in industries
Majdúchová, Helena; Siváková, Bernadeta; … - In: Ekonomický časopis : časopis pre ekonomickú … 65 (2017) 7, pp. 602-617
Persistent link: https://www.econbiz.de/10012151847
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Validating empirically identified risk factors
Pettengill, Glenn N.; Chang, George - In: Journal of economics and finance 43 (2019) 1, pp. 162-179
Persistent link: https://www.econbiz.de/10012171017