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Dependence between stock markets of MENA countries after sub-prime crisis using bivariate extreme value theory

Ghorbel, Ahmed; Attafi, Zayneb - In: International journal of applied management science 6 (2014) 4, pp. 343-364

Persistent link: https://www.econbiz.de/10011346405

Volatility of the European stock market indices during the global financial crisis : a new proposal of stochastic volatility

Pinho, Frank M. de; Santos, Thiago R. dos - In: Journal of statistical and econometric methods 2 (2013) 2, pp. 107-126

This paper estimates the volatility of most important European stock market indices during the global financial crisis started in 2008, such as DAX, CAC40, FTSE100, among others. The estimation of volatility is made from a new family of stochastic volatility models proposed by Santos, Franco,...

Persistent link: https://www.econbiz.de/10009769894

Goodwillbilanzierung : noch ein Thema nach Jahren der Finanzmarkt- und Schuldenkrise?

Hayn, Marc; Bassemir, Moritz - In: Corporate finance / Biz 4 (2013) 4, pp. 231-240

Persistent link: https://www.econbiz.de/10009750414

Dynamic linkages of stock prices between the BRICs and the United States : effects of the 2008 - 09 financial crisis

Xu, Haifeng; Hamori, Shigeyuki - In: Journal of Asian economics 23 (2012) 4, pp. 344-352

Persistent link: https://www.econbiz.de/10009663311

Price jump indicators : stock market empirics during the crisis

Novotný, Jan; Hanousek, Jan; Kočenda, Evžen - 2013

Persistent link: https://www.econbiz.de/10009788480

Which global stock indices trigger stronger contagion risk in the Vietnamese stock market? : evidence using a bivariate analysis

Wang, Kuan Min; Lai, Hung-Cheng - In: Panoeconomicus 60 (2013) 4, pp. 473-497

Persistent link: https://www.econbiz.de/10010341062

Analysis of the impact of US financial crisis on BRICS economies using ANOVA

Kalsie, Anjala; Arora, Ashima - In: Focus : journal of international business 2 (2015) 2, pp. 34-52

Persistent link: https://www.econbiz.de/10011488636

Corporate liquidity management : implications and determinants

Denčič-Mihajlov, Ksenija; Malenović, Marina - In: Facta Universitatis / Series economics and organization … 12 (2015) 2, pp. 157-170

Persistent link: https://www.econbiz.de/10011509249

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

Realized volatility models and alternative Value-at-Risk prediction strategies

Louzis, Dimitrios P.; Xanthopoulos-Sisinis, Spyros; … - In: Economic modelling 40 (2014), pp. 101-116

Persistent link: https://www.econbiz.de/10010425716