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Dynamics of the co-movement between stock and maritime markets
Erdogan, Oral; Tata, Kenan; Karahasan, B. Can; Sengoz, … - In: International review of economics & finance : IREF 25 (2013), pp. 282-290
Persistent link: https://www.econbiz.de/10009693298
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Estimating the implied risk premium of U.S.-listed shipping firms
Makrominas, Michalis - In: Maritime policy and management : MPM 45 (2018) 7/8, pp. 1021-1041
Persistent link: https://www.econbiz.de/10011978206
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La mesure des économies d'échelle : cas d'une firme de transport maritime (CTN)
Aloulou, Foued; Bedoui, Wided - In: Economie appliquée : archives de l'Institut de … 67 (2014) 1, pp. 103-137
Persistent link: https://www.econbiz.de/10010375254
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Switching ARCH models of stock market volatility in Taiwan
Chen, Shyh-wei; Lin, Jin-lung - In: Advances in Pacific Basin business, economics, and finance 4 (2000), pp. 1-21
Persistent link: https://www.econbiz.de/10001543017
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The impact of the introduction of index futures contracts on the price volatility in the underlying stock market
Hsu, Philip - 2000
Persistent link: https://www.econbiz.de/10001552786
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Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index
Su, Ender; Bilson, John F. - In: Applied economics 43 (2011) 25/27, pp. 3891-3905
Persistent link: https://www.econbiz.de/10009380575
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Do short selling restrictions destabilize stock markets? : lessons from Taiwan
Bohl, Martin T.; Essid, Badye; Siklos, Pierre L. - 2011
Persistent link: https://www.econbiz.de/10009244138
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Influence of heterogeneous beliefs on volatility when agents' degree of confidence differs
Ho, Hwai-chung; Lin, Chien-chih - In: Applied economics letters 18 (2011) 10/12, pp. 955-959
Persistent link: https://www.econbiz.de/10009317681
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Do short selling restrictions destabilize stock markets? : lessons from Taiwan
Bohl, Martin T.; Essid, Badye; Siklos, Pierre L. - In: The quarterly review of economics and finance : journal … 52 (2012) 2, pp. 198-206
Persistent link: https://www.econbiz.de/10009700519
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Currency exposure, second-moment exchange rate exposure and asymmetric volatility of stock returns : the effects of financial crises on Taiwanese firms
Varga, René Ferenc Franck - In: Journal of applied finance & banking 3 (2013) 2, pp. 15-37
2007 is in many respects unparalleled. Compared to many other countries, we could observe that Taiwan performed better. But …- and second-moment exchange rate exposure on individual firm value and the stock return volatility underlying exchange rate … equity financing cost. -- exchange rate exposure ; asymmetric currency exposure ; financial crises ; asymmetric volatility …
Persistent link: https://www.econbiz.de/10009743539