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Testing volatility on the Trinidad and Tobago Stock Exchange
Leon, Hyginus; Nicholls, Shelton; Sergeant, Kelvin - In: Applied Financial Economics 10 (2000) 2, pp. 207-220
This paper estimates the responsiveness of sectoral subindex returns to changes in the domestic market portfolio, and compares predictions of nonsystematic risk using GARCH and EGARCH specifications of the error variance. Our results show that returns for the portfolios of Commercial Banks and...
Persistent link: https://www.econbiz.de/10009206718
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Testing volatility on the Trinidad and Tobago Stock Exchange
Leon, Hyginus; Nicholls, Shelton; Sergeant, Kelvin - In: Applied financial economics 10 (2000) 2, pp. 207-220
Persistent link: https://www.econbiz.de/10001526269
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The Trinidad and Tobago stock exchange : market performance and suggestions for further development
Sergeant, Kelvin - In: Insights into an emerging financial structure: the …, (pp. 189-226). 1995
Persistent link: https://www.econbiz.de/10001301636
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Modelización de datos de panel sobre tasas de crecimiento per cápita a largo plazo en el Caribe : una nota empírica
Nicholls, Shelton - In: Integración & comercio 5 (2001) 15, pp. 61-86
Persistent link: https://www.econbiz.de/10001789452
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New instruments in the financial sector of Trinidad and Tobago
Sergeant, Kelvin - In: Social and economic studies 45 (1996) 2, pp. 225-247
Persistent link: https://www.econbiz.de/10001335392
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The state sector and divestment in Trinidad and Tobago : some preliminary findings
Sergeant, Kelvin - In: Social and economic studies 41 (1992) 4, pp. 173-204
Persistent link: https://www.econbiz.de/10001148544
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Preliminary overview of the Caribbean economies : 2010 - 2011
Alleyne, Dillon; Sergeant, Kelvin; Hendrickson, Michael K. - 2011
Persistent link: https://www.econbiz.de/10010189180
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Economic survey of the Caribbean 2010 - 2011 : improving economic prospects amid global recovery
Alleyne, Dillon; Sergeant, Kelvin; Hendrickson, Michael K. - 2011
Persistent link: https://www.econbiz.de/10010189181
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New Instruments in the Financial Sector of Trinidad and Tobago
Sergeant, Kelvin - In: Social and economic studies 45 (1996) 2-3, pp. 225-248
Persistent link: https://www.econbiz.de/10008056550
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The monetary approach to the balance of payments : a simple test of Jamaican data
Leon, Hyginus - 1988
Persistent link: https://www.econbiz.de/10001270023