Similar Search Results

On the effects of world stock market and oil price shocks on food prices : an empirical investigation based on TVP-VAR models with stochastic volatility

Jebabli, Ikram; Arouri, Mohamed; Teulon, Frédéric - In: Energy economics 45 (2014), pp. 66-98

Persistent link: https://www.econbiz.de/10010504792

Is the BRICS decoupling effect reversing? : evidence from dynamic models

Stavroyiannis, Stavros - In: International journal of economics and business research 13 (2017) 3, pp. 303-315

Persistent link: https://www.econbiz.de/10011714517

Underlying assets distribution in derivatives : the BRIC case

Núñez, José A.; Contreras-Valdez, Mario I.; … - In: Theoretical economics letters 8 (2018) 3, pp. 502-513

Persistent link: https://www.econbiz.de/10011822832

Stochastic volatility in the Peruvian stock market and exchange rate returns : a Bayesian approximation

Alanya, Willy; Rodriguez, Gabriel - In: Journal of emerging market finance 17 (2018) 3, pp. 354-385

Persistent link: https://www.econbiz.de/10011964842

Long run returns predictability and volatility with moving averages

Chang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; … - In: Risks : open access journal 6 (2018) 4, pp. 1-18

This paper examines how the size of the rolling window, and the frequency used in moving average (MA) trading strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy stocks and when to shift to the risk-free rate. The...

Persistent link: https://www.econbiz.de/10011906234