Narrow search
Showing 1 - 10 of 8,251
Cover Image
The determinants of bank's stock volatility
Topaloğlu, Emre Esat; Sakur, Reşat; Yaman, Serdar - In: Evoluation of money, banking and financial crisis : …, (pp. 323-338). 2020
Persistent link: https://www.econbiz.de/10012802552
Cover Image
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj; Louhichi, Wael; Cheffou, Abdoulkarim Idi; … - In: Decision making and risk/return optimization in …, (pp. 275-295). 2019
Persistent link: https://www.econbiz.de/10012134816
Cover Image
The impact of quantitative easing on stock market : evidence from Greece
Karagiannopoulou, Sofia; Patsis, Paris; Sariannidis, … - In: Business Development and Economic Governance in …, (pp. 297-313). 2022
Persistent link: https://www.econbiz.de/10013415082
Cover Image
Market risk under a price limit regime : evidence for Chinese stock markets
Friedmann, Ralph; Sanddorf-Köhle, Walter G. - 2001
Persistent link: https://www.econbiz.de/10014553639
Cover Image
Predicting the tail behavior of financial times stock exchange/Johannesburg Stock Exchange (FTSE/JSE) closing banking indices : extreme value theory approach
Makatjane, Katleho; Moroke, Ntebogang Dinah; Munapo, Elias - In: Handbook of research on emerging theories, models, and …, (pp. 31-64). 2021
The incidence of rare but extreme events appears to be significant in worldwide financial markets. In this chapter we apply extreme value theory (EVT) distributions to predict extreme losses of five South African (SA) financial times stock exchange/Johannesburg Stock Exchange (FTSE/JSE) closing...
Persistent link: https://www.econbiz.de/10012604174
Cover Image
Dynamic stock market interactions between the Canadian, Mexican, and the United States markets : the NAFTA experience
Canarella, Giorgio; Miller, Stephen M.; Pollard, Stephen K. - In: Stock returns : cyclicity, prediction and economic …, (pp. 1-68). 2009
Persistent link: https://www.econbiz.de/10003944993
Cover Image
A study on risk return relationship of Indian equity markets
Thappa, Sankar - In: Advances in Management Research : Emerging Challenges …, (pp. 237-242). 2022
Persistent link: https://www.econbiz.de/10014434886
Cover Image
Estimating time-varying systematic risk by using multivariate GARCH
Kridsadarat, Muttalath - In: Uncertainty analysis in econometrics with applications …, (pp. 227-239). 2013
Persistent link: https://www.econbiz.de/10009711145
Cover Image
The volatility connectedness between oil and stocks : evidence from the G7 markets
BenMabrouk, Houda - In: Financial Market Dynamics after COVID 19 : The …, (pp. 67-99). 2022
Persistent link: https://www.econbiz.de/10013198542
Cover Image
Forecasting intra-day return volatility using ultra-high-frequency GARCH : does the duration model matter?
Hujer, Reinhard; Grammig, Joachim - 2001
Persistent link: https://www.econbiz.de/10014553638