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Stochastic volatility in the Peruvian stock market and exchange rate returns : a Bayesian approximation
Alanya, Willy; Rodriguez, Gabriel - In: Journal of emerging market finance 17 (2018) 3, pp. 354-385
Persistent link: https://www.econbiz.de/10011964842
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Uusing the symmetric models garch (1.1) and garch-m (1.1) to investigate volatility and persistence for the european and us financial markets
Duță, Violeta - In: Financial studies 22 (2018) 1, pp. 64-86
In this paper, we used the GARCH (1,1) and GARCH-M (1,1) models to investigate volatility and persistence at daily frequency for European and US financial markets. In the study we included fourteen stock indices (twelve Europeans and two Americans), during March 2013 - January 2017. The results...
Persistent link: https://www.econbiz.de/10011964941
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Financial development and economic growth : some Caribbean empirical evidence
Ghartey, Edward E. - In: Journal of economic development 43 (2018) 1, pp. 49-76
Persistent link: https://www.econbiz.de/10011844738
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Macroeconomic shocks and stock market returns : the case of Korea
Yang, Eunsun; Kim, Sŏng-hyŏn; Kim, Maria H.; Ryu, Doojin - In: Applied economics 50 (2018) 7, pp. 757-773
Persistent link: https://www.econbiz.de/10011847162
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Asset valuation : a synthesis of exisitng literature and new insights
Sen, Subir; Mazumder, Sourav - In: Finance India : the quarterly journal of Indian … 31 (2017) 4, pp. 1221-1237
Persistent link: https://www.econbiz.de/10011923455
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A cellular automata model for safe investment based on expert's recommendations
Mathew, Tessy; Jeganathan, L.; Rao, U. Srinivasa - In: International journal of economics and business research 14 (2017) 3/4, pp. 390-400
Persistent link: https://www.econbiz.de/10011861968
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Bank excess returns and unconventional monetary policy
Yu, Sherry X. - In: Applied economics letters 26 (2019) 13, pp. 1067-1071
Persistent link: https://www.econbiz.de/10012204548
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Revisiting the CAPM model with quantile regression : creating investment strategies on the Zagreb Stock Exchange
Škrinjarić, Tihana; Slišković, Marina - In: International journal of economics and business … 19 (2020) 3, pp. 266-289
Persistent link: https://www.econbiz.de/10012205614
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Pricing of time-varying liquidity risk in Finnish stock market : new evidence
Ahmed, Sheraz; Hirvonen, Jani; Hussain, Syed Mujahid - In: The European journal of finance 25 (2019) 13, pp. 1147-1165
Persistent link: https://www.econbiz.de/10012207067
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Risk premia at the ZLB : a macroeconomic interpretation
Gourio, François; Ngo, Phuong - 2020
cornerstone of modern macroeconomic theory. …
Persistent link: https://www.econbiz.de/10012150291