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Stock market linkage, financial contagion and assets price movements : evidence from Nigerian stock exchange
Abdullahi, Shafiu Ibrahim - In: Journal of advanced studies in finance : JASF 8 (2017) 2/16, pp. 146-159
Persistent link: https://www.econbiz.de/10011883269
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Return and volatility spillover between sectoral stock and oil price : evidence from Pakistan stock exchange
Malik, Muhammad Irfan; Rashid, Abdul - In: Annals of financial economics 12 (2017) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10011716135
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Revisiting the CAPM model with quantile regression : creating investment strategies on the Zagreb Stock Exchange
Škrinjarić, Tihana; Slišković, Marina - In: International journal of economics and business … 19 (2020) 3, pp. 266-289
Persistent link: https://www.econbiz.de/10012205614
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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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The dynamics of exchange market pressure and inflation in Iran : regime switching approach
Sayadi, Mohammad; Omidi, Meysam - In: Iranian journal of economic studies : IJES 8 (2019) 2, pp. 225-252
Persistent link: https://www.econbiz.de/10012220592
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Modeling the optimal portfolio : the case of the largest European stock exchanges
Aliu, Florin; Nuhiu, Artor; Krasniqi, Besnik A.; Aliu, … - In: Comparative economic research : Central and Eastern Europe 23 (2020) 2, pp. 41-51
Portfolio optimization is the main concern for portfolio managers. Financial securities are placed within the portfolio … portfolio increases. Six diverse portfolios have been created with a different number of stocks, such as portfolios with 47 … contrary to the standard portfolio theories. The results of the study indicate managerial implications for financial investors …
Persistent link: https://www.econbiz.de/10012417505
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Assessment of return and volatility spillover across sectors' indices : evidence from Pakistan stock exchange
Khalid, Hafiza Muntaha; Farooq, Sadia; Liaqat, Faiza; … - In: International journal of monetary economics and finance … 14 (2021) 5, pp. 477-496
Persistent link: https://www.econbiz.de/10012671202
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Does volatility traverse between emerging and frontier stock markets of Asia?
Sato, Velip Suraj; Raju, Guntur Anjana - In: Investment management and financial innovations 17 (2020) 3, pp. 82-96
Persistent link: https://www.econbiz.de/10012405602
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A global-optimal portfolio theory beyond the R-σ model
Liua, Yifan; Liang, Shi-Dong - In: Frontiers of economics in China : selected publications … 15 (2020) 1, pp. 124-139
Persistent link: https://www.econbiz.de/10012227506
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Stock market portfolio construction : a four-stage model based on Fractal analysis
Ghosh, Indranil; Chaudhuri, Tamal D. - In: South Asian journal of management : SAJM 25 (2018) 4, pp. 117-149
Persistent link: https://www.econbiz.de/10012011628