Narrow search
Showing 1 - 10 of 111,960
Cover Image
Covered interest parity arbitrage and long-run relation between spot and forward rates in foreign exchange (Rupee/Dollar) market in India-study of market efficiency with ARIMA (p,...
Sikdar, Suman; Mukhopadhyay, C. K. - In: Artha vijñāna : journal of the Gokhale Institute of … 59 (2017) 2, pp. 109-138
Persistent link: https://www.econbiz.de/10011804182
Cover Image
Das Phänomen der Volatilität : die Beurteilung der Informationseffizienz des europäischen Optionsmarktes
Bertsch, Marina - 2008
Persistent link: https://www.econbiz.de/10013432207
Cover Image
Volatility forecasting and efficiency of the Swedish call options market
Andersson, Göran - 1995
Persistent link: https://www.econbiz.de/10013382974
Cover Image
The new finance : overreaction, complexity, and uniqueness
Haugen, Robert A. - 2004 - 3. ed.
Persistent link: https://www.econbiz.de/10001786555
Cover Image
Understanding the determinants of analyst target price implied returns
Dechow, Patricia M.; You, Haifeng - In: The accounting review : a publication of the American … 95 (2020) 6, pp. 125-149
Persistent link: https://www.econbiz.de/10012421492
Cover Image
Deterministic seasonal volatility in a small and integrated stock market : the case of Sweden
Berg, Lennart - 2000
Persistent link: https://www.econbiz.de/10001512197
Cover Image
Deterministic seasonal volatility in a small and integrated stock market : the case of Sweden
Berg, Lennart - 2000
Using daily data for the Swedish stock market for almost the last two decades no distinct and firm deterministic seasonal pattern for the conditional volatility for the Swedish stock market has been found. The daily turnover in the Swedish stock market has an impact on and eliminates to some...
Persistent link: https://www.econbiz.de/10011586977
Cover Image
Time-varying macroeconomic forecast uncertainty : Sweden and the Covid-19 pandemic
Ankargren, Sebastian - 2020
Persistent link: https://www.econbiz.de/10012318297
Cover Image
Tail wags dog? : time-varying information shares in the Bund market
Upper, Christian; Werner, Thomas - 2002
The flow of information between futures and spot prices may vary over time, in particular during periods of stress. This article analyses the information content of the Bund Future and German government bonds during 1998 and test whether it is constant over time. The use of high-frequency data...
Persistent link: https://www.econbiz.de/10011431780
Cover Image
Tail wags dog? : Time-varying information shares in the bund market
Upper, Christian; Werner, Thomas - 2002
The flow of information between futures and spot prices may vary over time, in particular during periods of stress. This article analyses the information content of the Bund Future and German government bonds during 1998 and test whether it is constant over time. The use of high-frequency data...
Persistent link: https://www.econbiz.de/10001717556