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Cryptocurrency volatility markets
Woebbeking, Fabian - In: Digital Finance 3 (2021) 3-4, pp. 273-298
volatility. Our method addresses the challenging liquidity environment of this young asset class and allows us to extract stable …By computing a volatility index (CVX) from cryptocurrency option prices, we analyze this market's expectation of future … correction model can be used as an indicator for market implied tail-risk. Comparing our CVX to existing volatility benchmarks …
Persistent link: https://www.econbiz.de/10014501763
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The influence of the recent financial crisis on the financial situation of Polish listed companies
Róçzański, Jerzy; Kopczyński, Paweł - In: e-Finanse: Financial Internet Quarterly 13 (2017) 4, pp. 110-126
The recent financial crisis that began in 2007, also known as the Global Financial Crisis, had a huge influence on the financial situations of enterprises and financial institutions around the world. The situation on world stock markets was also strongly affected by the crisis. As the behavior...
Persistent link: https://www.econbiz.de/10012011828
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The development of payment services as an example of disintermediation in the financial system
Alińska, Agnieszka; Czepirska, Izabela - In: e-Finanse: Financial Internet Quarterly 12 (2016) 2, pp. 60-73
The reasons for disintermediation on in the financial systems can be found on both sides of supply and demand. This progressing phenomenon is a result of numerous changes in the post-crisis financial sector landscape. In this article, the authors analyse the underlying causes of the shift away...
Persistent link: https://www.econbiz.de/10012011867
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Symmetric and Asymmetric Volatility Clustering Via GARCH Family Models: An Evidence from Religion Dominant Countries
Khan, Muhammad Salman; Khan, Kanwal Iqbal; Mahmood, Shahid - In: Paradigms 13 (2019) 1, pp. 20-25
Volatility clustering and asymmetry are considered as an essential element in time series data analysis for portfolio … managers. This study is conducted to analyze the volatility clustering and asymmetry occurrence by employing different GARCH … findings of the study show that volatility clustering increases the asymmetric comportment of daily stock market returns. We …
Persistent link: https://www.econbiz.de/10012027052
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Regulierung der EU-Finanzmärkte
Schäfer, Dorothea - In: Wirtschaftsdienst 96 (2016) 8, pp. 563-570
Nach der Finanz-, Wirtschafts- und Verschuldungskrise sind erhebliche Regulierungsanstrengungen unternommen worden, um die Finanzmärkte robust zu machen. Nicht alle sind zielführend. So lässt sich beispielsweise der einheitliche Abwicklungsmechanismus (SRM) und die Abwicklungsrichtlinie...
Persistent link: https://www.econbiz.de/10011530905
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Volatility integration in spot, futures and options markets: A regulatory perspective
Rastogi, Shailesh; Athaley, Chaitaly - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-15
The aim of this paper is to study the integration of volatility in the three markets, viz. spot, futures and options … moments (GMM) is used to capture the simultaneous equation modelling of volatility in the three markets. The integration of … the volatility in the three markets is also tested for structural breaks. The main finding of the paper is that the …
Persistent link: https://www.econbiz.de/10012611100
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Chicago mercantile exchange bitcoin futures: Volatility, liquidity and margin
Luft, Carl F.; Lee, Jin Man; Choi, Jin W. - In: SPOUDAI - Journal of Economics and Business 69 (2019) 3, pp. 55-74
dimensions: price, volatility and liquidity. By comparing the Garman-Klass volatilities of bitcoin spot and futures prices with … market shows a mid-level liquidity. We also find while the exchange margin is set to meet the normal price volatility that … those of different assets, we find that both the bitcoin spot and futures markets exhibit relatively high volatility …
Persistent link: https://www.econbiz.de/10014477255
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Patents as Collateral
Chatelain, Jean-Bernard; Ralf, Kirsten; Amable, Bruno - In: Journal of Economic Dynamics & Control 34 (2010) 6, pp. 1094-1104
This paper studies how the assignment of patents as collateral determines the savings of firms and magnifies the effect of innovative rents on investment in research and development (R&D). We analyse the behaviour of innovative firms that face random and lumpy investment opportunities in R&D....
Persistent link: https://www.econbiz.de/10010311657
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The impact of savings on economic growth in a developing country (the case of Kosovo)
Ribaj, Artur; Mexhuani, Fitim - In: Journal of Innovation and Entrepreneurship 10 (2021) 1, pp. 1-13
The correlation between savings and economic growth has been the subject of research for some well-known economists. This study provides further insight on such correlation by examining the case of Kosovo from both a qualitative and quantitative research methodology. The data used was from 2010...
Persistent link: https://www.econbiz.de/10013205661
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How do dynamic financing decisions explain the behavior of dividend payout policies? An empirical study of listed Pakistani manufacturing firms
Bashir, Zahid; Rafique, Zulqurnain Zeeshan; Toor, … - In: Financial Internet Quarterly 18 (2022) 1, pp. 1-15
The study investigates the factors that influence dividend payout policy in public Pakistani manu- facturing companies throughout the timeframe 2010-20. Pooled OLS technique was used for regression purposes, as the majority of companies do not pay a dividend at all or do not do so regularly so...
Persistent link: https://www.econbiz.de/10013466300