Narrow search
Showing 1 - 10 of 14,052
Cover Image
Size, value, and momentum in emerging market stock returns
Cakici, Nusret; Fabozzi, Frank J.; Tan, Sinan - In: Emerging markets review 16 (2013), pp. 46-65
Persistent link: https://www.econbiz.de/10010243168
Cover Image
Predictors of excess return in a green energy equity portfolio : market risk, market return, value-at-risk and or expected shortfall?
Abraham, Rebecca; El-Chaarani, Hani; Tao, Zhi - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-31
(beta), as indicated by the single-factor Capital Asset Pricing Model (CAPM), and the multifactor Fama-French Three …
Persistent link: https://www.econbiz.de/10012872607
Cover Image
Volatility Analysis of Nepalese Stock Market
G. C., Surya Bahadur - 2018
Modeling and forecasting volatility of capital markets has been important area of inquiry and research in financial economics with the recognition of time-varying volatility, volatility clusturing, and asymmetric response of volatility to market movements. Given the anticipated growth of the...
Persistent link: https://www.econbiz.de/10012940660
Cover Image
Asymmetric Volatility in Nepalese Stock Market
Gajurel, Dinesh - 2020
heteroscedasticity framework using a comprehensive data for Nepal stock market index. The results reveal a very different asymmetry …
Persistent link: https://www.econbiz.de/10014352216
Cover Image
Factor multivariate stochastic volatility via Wishart processes
Philipov, Alexander; Glickman, Mark E. - In: Econometric reviews 25 (2006) 2/3, pp. 311-334
Persistent link: https://www.econbiz.de/10003355767
Cover Image
Can fundamentals explain cross-country correlations of asset returns?
Restoy, Fernando (contributor); Rodríguez, Rosa (contributor) - 2005
Persistent link: https://www.econbiz.de/10003281242
Cover Image
Asset booms and fat tails in East Asia : symmetric or asymmetric risks?
Socorro Gochoco-Bautista, Maria - In: Journal of macroeconomics 30 (2008) 4, pp. 1617-1640
Persistent link: https://www.econbiz.de/10003805641
Cover Image
International asset prices : empirical evidence
Morales-Arias, Leonardo - 2009
Persistent link: https://www.econbiz.de/10003869496
Cover Image
Option pricing and spikes in volatility theoretical and empirical anaylsis
Zerilli, Paola (contributor) - 2007
Persistent link: https://www.econbiz.de/10003457458