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The volatility-volume relation around takeover announcements : a French evidence
Hmaied, Dorra Mezzez - In: New developments in financial modelling, (pp. 290-313). 2008
Persistent link: https://www.econbiz.de/10003981848
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The impact of the French Tobin tax
Becchetti, Leonardo; Ferrari, Massimo; Trenta, U. - In: Journal of financial stability 15 (2014), pp. 127-148
Persistent link: https://www.econbiz.de/10011306467
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150 Jahre Finanzmarktvolatilität
Gerlach, Stefan; Ramaswamy, Srichander; Scatigna, Michaela - In: BIZ-Quartalsbericht (2006), pp. 91-107
Persistent link: https://www.econbiz.de/10003389656
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La volatilité des marchés financiers
2004
Persistent link: https://www.econbiz.de/10002514659
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Volatility indices for the French financial market
Crouhy, Michel; Rockinger, Michael - 1996
Persistent link: https://www.econbiz.de/10000936195
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MIFID, French Equity Markets Fragmentation and Intraday Volatilities : A Network Analysis
Bastidon, Cécile - 2018
The implementation of the MiFID Directive in November 2007 results in the end of monopolies of European stock exchanges. Thus it introduces trades fragmentation: listed securities are no longer solely traded in the market which first listed them, but also in other stock exchanges or trading...
Persistent link: https://www.econbiz.de/10012928878
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Does time varying risk premia exist in the international bond market? : an empirical evidence from Australian and French bond market
Aftab, Hira; Beg, Rabiul Alam - In: International Journal of Financial Studies : open … 9 (2021) 1/3, pp. 1-13
The presence of risk premium is an issue that weakens the rational expectation hypothesis. This paper investigates changing behavior of time varying risk premium for holding 10 year maturity bond using a bivariate VARMA-DBEKK-AGARCH-M model. The model allows for asymmetric risk premia, causality...
Persistent link: https://www.econbiz.de/10012422545
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The impact of the French securities transaction tax on market liquidity and volatility
Capelle-Blancard, Gunther; Havrylchyk, Olena - In: International review of financial analysis 47 (2016), pp. 166-178
Persistent link: https://www.econbiz.de/10011624107
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The impact of the French financial transaction tax on HFT activities and market quality
Veryzhenko, Iryna; Harb, Etienne; Louhichi, Waël; … - In: Economic modelling 67 (2017), pp. 307-315
Persistent link: https://www.econbiz.de/10011813833
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Range-based and GARCH volatility estimation : evidence from the French asset market
Benlagha, Noureddine; Chargui, Sana - In: Global finance journal 32 (2017), pp. 149-165
Persistent link: https://www.econbiz.de/10011802868