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Strategic risk factors for Indian stock markets
Srivastava, Aman; Gupta, Prashant; Gupta, Rakesh - In: Theoretical economics letters 7 (2017) 6, pp. 1687-1701
Persistent link: https://www.econbiz.de/10011776563
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Impacts of global-economic-policy uncertainty on emerging stock market : evidence from linear and non-linear models
Mohammad Enamul Hoque; Mohd Azlan Shah Zaidi - In: Prague economic papers : a bimonthly journal of … 29 (2020) 1, pp. 53-66
Persistent link: https://www.econbiz.de/10012593365
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Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem; Farid, Daryush; Peymany, Moslem; … - In: Iranian journal of finance 7 (2023) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10014429053
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Explaining stock market anomalies with accounting-based risk estimation methods
Kallunki, Juha-Pekka - 1995
Persistent link: https://www.econbiz.de/10000565181
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Does idiosyncratic risk matter? : evidence from European stock markets
Angelidis, Timotheos; Tessaromatis, Nikolaos P. - In: Applied financial economics 18 (2008) 1/3, pp. 125-137
Persistent link: https://www.econbiz.de/10003739011
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, M. Hashem - 2010
Persistent link: https://www.econbiz.de/10003981032
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - 2010
Modelling of conditional volatilities and correlations across asset returns is an integral part of portfolio decision making and risk management. Over the past three decades there has been a trend towards increased asset return correlations across markets, a trend which has been accentuated...
Persistent link: https://www.econbiz.de/10003965868
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A two-pass model study of the CAPM : evidence from the UK stock market
Hwang, Tienyu; Gao, Simon S.; Owen, Heather - In: Studies in economics and finance 29 (2012) 2, pp. 89-104
Persistent link: https://www.econbiz.de/10009559816
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Information uncertainty risk and seasonality in international stock markets
Kim, Dongcheol - In: Asia-Pacific journal of financial studies 39 (2010) 2, pp. 229-259
Persistent link: https://www.econbiz.de/10009315268