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On the risk spillover across the oil market, stock market, and the oil related CDS sectors : a volatility impulse response approach

Balcilar, Mehmet; Hammoudeh, Shawkat; Toparli, Elif Akay - In: Energy economics 74 (2018), pp. 813-827

Persistent link: https://www.econbiz.de/10011972977

Dynamics of Tokyo Electric Power Company and the Nikkei : 1985 to 2016 including the Fukushima disaster

Rey, Serge; Nivoix, Sophie - In: Journal of economic integration 33 (2018) 1, pp. 979-1010

Persistent link: https://www.econbiz.de/10011903552

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

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 important issue regarding the predictability of returns is assessed. It …

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

R&D investments and high-tech firms' stock return volatility

Gharbi, Sami; Sahut, Jean-Michel; Teulon, Frédéric - In: Technological forecasting & social change : an … 88 (2014), pp. 306-312

Persistent link: https://www.econbiz.de/10010483200

Income diversification and earnings volatility : experience of the Indian banking sector

Deb, Joyeeta; Sen, Gautam - In: Praj̄nȧn : journal of social and management sciences 44 (2015) 3, pp. 207-224

Persistent link: https://www.econbiz.de/10011444601

Performance of Chilean pension funds investments abroad 2010 - 2014

Balbontín, Renato; Blanch, Rodrigo - In: The international journal of business and finance … 10 (2016) 1, pp. 53-67

Persistent link: https://www.econbiz.de/10011383679

The influence of affect on stock price volatility : new theory and evidence

Olsen, Robert A. - In: Qualitative research in financial markets 4 (2012) 1, pp. 26-35

Persistent link: https://www.econbiz.de/10009551797

Desempeño de los fondos de pensiones Chilenos en el extranjero

Balbontín, Renato - In: Revista internacional administración finanzas : RIAF 7 (2014) 4, pp. 11-25

Persistent link: https://www.econbiz.de/10010208418

Capital flow waves : surges, stops, flight, and retrenchment

Forbes, Kristin; Warnock, Francis E. - In: Journal of international economics 88 (2012) 2, pp. 235-251

Persistent link: https://www.econbiz.de/10009691871

Risk spillovers in oil-related CDS, stock and credit markets

Hammoudeh, Shawkat; Liu, Tengdong; Chang, Chia-Lin; … - In: Energy economics 36 (2013), pp. 526-535

Persistent link: https://www.econbiz.de/10009724647