Showing 1 - 10 of 958
This paper attempts to examine the link between the stock market volatility and the important economic events in the context of emerging markets and developed markets in scenario of global market crises. Historically several studies have been undertaken on the stock market volatility and...
Persistent link: https://www.econbiz.de/10013130121
This paper is concerned with the use of currently available technology to provide individuals, financial advisors and pension fund financial planners with detailed prospective financial plans tailored to an individual's financial goals and obligations. By taking account of all prospective cash...
Persistent link: https://www.econbiz.de/10012904379
Persistent link: https://www.econbiz.de/10012860402
The study assesses the factors underlying commodity price volatility, its impact on households welfare, and the implications for macroeconomic and fiscal policy. It finds that: (i) low-income countries are highly vulnerable to fluctuations in commodity prices; (ii) financial speculation has...
Persistent link: https://www.econbiz.de/10014159066
This paper evaluates the effects of parental income volatility on children’s entrepreneurial decisions in Sweden. We first show that individuals who experience higher uninsurable parental income volatility during adolescence are more likely to become entrepreneurs. A one-standard deviation...
Persistent link: https://www.econbiz.de/10014253955
We study how financial market efficiency affects a measure of diversification of output across industrial sectors borrowed from the portfolio allocation literature. Using data on sector-level value added for a wide cross section of countries and for various levels of disaggregation, we construct...
Persistent link: https://www.econbiz.de/10011605305
This paper employs weighted least squares to examine the risk-return relation by applying high-frequency data from four major stock indexes in the US market and finds some evidence in favor of a positive relation between the mean of the excess returns and expected risk. However, by using...
Persistent link: https://www.econbiz.de/10011843232
The objective of this work is to assess and forecast the volatilities of prices on the Nigeria Stock Exchange. The ARCH family (ARCH, GARCH, TGARCH, EGARCH and PGARCH) and ARIMA models are used to assess and forecast volatilities in prices on the Nigeria stock market. The EGARCH model is found...
Persistent link: https://www.econbiz.de/10011961666
This study investigates how twelve cryptocurrencies with large capitalization get influenced by the three cryptocurrencies with the largest market capitalization (Bitcoin, Ethereum, and Ripple). Twenty alternative specifications of ARCH, GARCH as well as DCC-GARCH are employed. Daily data covers...
Persistent link: https://www.econbiz.de/10014558497
This study employs the connectedness measure of Diebold and Yilmaz (2012, 2014) to examine the intensity of connectedness among the Nigerian financial markets for the period January 2000 to December 2018. The study used all shares index, Treasury bill rate and Naira/USD official exchange rate to...
Persistent link: https://www.econbiz.de/10012229211