Narrow search
Showing 1 - 10 of 7,639
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 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
ARCH models and an application on exchange rate volatility : ARCH and GARCH models
Kantar, Lokman - In: Handbook of research on emerging theories, models, and …, (pp. 287-300). 2021
currencies and financial assets of the countries. These sudden movements are called volatility. Sudden price changes in financial … accurate determination of volatility. Since the changes in asset prices are not linear, volatilities in prices are determined … the validity of these models through a Turkey application on exchange rate volatility. The findings of the study have …
Persistent link: https://www.econbiz.de/10012604258
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
Large and small cap stocks in Europe : covariance asymmetry, volatility spillovers and beta estimates
Chuliá, Helena; Torró, Hipòlit - In: Advances in risk management, (pp. 327-352). 2007
Persistent link: https://www.econbiz.de/10003401630
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
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
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
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