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What drives the oversubscription of IPO's : evidence from Indian stock market

Das, Aniruddha; Megaravalli, Amith Vikram; Babu, A. Sarath - In: Theoretical and applied economics : GAER review 30 (2023) 4/637, pp. 47-62

Persistent link: https://www.econbiz.de/10014520235

Macroeconomic forecasts and commodity futures volatility

Ye, Wuyi; Guo, Ranran; Deschamps, Bruno; Jiang, Ying; … - In: Economic modelling 94 (2021), pp. 981-994

Persistent link: https://www.econbiz.de/10012695606

Intraday VaR : a copula-based approach

Wang, Keli; Liu, Xiaoquan; Ye, Wuyi - In: Journal of empirical finance 74 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014477064

Economic evaluation of dynamic hedging strategies using high-frequency data

Lai, Yu-Sheng - In: Finance research letters 57 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014517872

Option-implied correlations, factor models, and market risk

Buss, Adrian; Schönleber, Lorenzo; Vilkov, Grigory - 2017

Persistent link: https://www.econbiz.de/10011696363

Trade openness and economic growth volatility : an empirical investigation

Mireku, Kwame; Agyei, Ellen Animah; Domeher, Daniel - In: Cogent economics & finance 5 (2017) 1, pp. 1-11

This paper investigated the impact of trade openness on economic growth volatility of Ghana from 1970 to 2013, using … cointegration and error correction techniques. Our findings show that both the long and short run economic growth volatility is … positively influenced by changes in trade openness. Volatility in domestic credit to private sector, shocks after the economic …

Persistent link: https://www.econbiz.de/10011886755