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On modelling and forecasting predictable components in European stock markets
Kiani, Khurshid M. - In: Computational economics 48 (2016) 3, pp. 487-502
Persistent link: https://www.econbiz.de/10011712528
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Topics in applied time series analysis and panel econometrics
Gorenflo, Marcel - 2013
Persistent link: https://www.econbiz.de/10009744295
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Is it Beneficial to Be Included in a Sustainability Stock Index? A Panel Data Study for European Firms
Ziegler, Andreas - 2014
, namely the Dow Jones Sustainability World Index (DJSI World), on corporate financial performance. On the basis of panel data … assets and even insignificant for Tobin's Q in the flexible panel data models that include unobserved firm heterogeneity …. Therefore, we conclude that the application of misspecified panel data approaches, similar to cross-sectional models, can lead …
Persistent link: https://www.econbiz.de/10013070646
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Forecasting volatility of European and Asian equity indices with Hansen's skew-t and fat tailed distributions, as well as with non-linear asymmetric effects
Gabrielsen, Alexandros; Sarmpezoudis, Sotirios - In: International journal of economic research 9 (2012) 2, pp. 243-263
Persistent link: https://www.econbiz.de/10009685246
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Higher moment exchange rate exposure of S&P500 firms
Bianconi, Marcelo; Cai, Zhe - In: The North American journal of economics and finance : a … 42 (2017), pp. 513-530
Persistent link: https://www.econbiz.de/10011938192
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New evidence on sources of leverage effects in individual stocks
Smith, Geoffrey Peter - In: The financial review : the official publication of the … 50 (2015) 3, pp. 331-340
Persistent link: https://www.econbiz.de/10011338155
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Oil price asymmetric effects : answering the puzzle in international stock markets
Ramos, Sofia B.; Veiga, Helena - In: Energy economics 38 (2013), pp. 136-145
Persistent link: https://www.econbiz.de/10009764598
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The effect of index option trading on stock market volatility in China : an empirical investigation
Wu, Kai; Liu, Yi; Feng, Weiyang - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-19
panel data evaluation approach. Based on the cross-sectional dependence among international stock indices and macroeconomic …
Persistent link: https://www.econbiz.de/10013168752
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Panel causality analysis between exchange rates and stock indexes for fragile five
Pekkaya, Mehmet; Açikgöz, Ersin; Yilanci, Veli - In: Theoretical and applied economics : GAER review 24 (2017) 2, pp. 33-44
Persistent link: https://www.econbiz.de/10011794999
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Impact of macroeconomic variables on Islamic and conventional stock market returns : a panel data approach
Marashdeh, Hazem; Ashraf, Sania; Muhammad, Naeem - In: Global business & economics review 23 (2020) 4, pp. 390-411
Persistent link: https://www.econbiz.de/10012316243