Narrow search
Showing 1 - 10 of 240,412
Cover Image
Risk-adjusted performances of world equity indices
Atilgan, Yigit; Demirtas, K. Ozgur - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 706-721
Persistent link: https://www.econbiz.de/10011562564
Cover Image
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli; Zhang, Weiguo; Tan, Chunzhi; Liu, Xing - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Cover Image
Hybrid historical simulation VaR and ES : performance in developed and emerging markets
Zikovic, Sasa; Filer, Randall Keith - 2009
; extreme value theory ; bootstrapping …
Persistent link: https://www.econbiz.de/10003891679
Cover Image
Risikoeigenschaften der internationalen Aktienindizes
Garobbio, Roberto C. - 1995 - Als Ms. gedr
Persistent link: https://www.econbiz.de/10000918978
Cover Image
Risikoeigenschaften der internationalen Aktienindizes
Garobbio, Roberto C. - 1994
Persistent link: https://www.econbiz.de/10000899278
Cover Image
A new tail-based correlation measure and its application in global equity markets
Liu, Jinjing - In: Journal of financial econometrics 21 (2023) 3, pp. 959-987
Persistent link: https://www.econbiz.de/10014314844
Cover Image
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market : a time-varying mixed copula model
Liu, Bing-Yue; Ji, Qiang; Fan, Ying - In: Energy economics 68 (2017), pp. 53-65
Persistent link: https://www.econbiz.de/10011904999
Cover Image
Funktionsweise und Replikationstil europäischer Exchange Traded Funds auf Aktienindices
Heidorn, Thomas; Winker, Michael; Löw, Christian - 2010
Exchange Traded Funds (ETF) were established in Europe in 2000 and have grown to a size of over 200 bn US$. Some issuers use a full replication strategy while others prefer a swap based approach. The ETF are dealt parallelly in the primary and in the secondary market, as new ETFs can be created...
Persistent link: https://www.econbiz.de/10003979724
Cover Image
Momentum strategies with stock index exchange-traded funds
Tse, Yiuman - In: The North American journal of economics and finance : a … 33 (2015), pp. 134-148
Persistent link: https://www.econbiz.de/10011534898
Cover Image
Momentum in global equity markets in times of troubles : does the economic state matter?
Grobys, Klaus - In: Economics letters 123 (2014) 1, pp. 100-103
Persistent link: https://www.econbiz.de/10010399032