Zobrazeno 1 - 10
of 3 302
pro vyhledávání: '"Asset Prices"'
Autor:
Brendan Berthold
Publikováno v:
Swiss Journal of Economics and Statistics, Vol 160, Iss 1, Pp 1-13 (2024)
Abstract This paper quantifies empirically the macroeconomic and financial effects of Climate Policy Risk (CPR) in Switzerland. To do so, I develop a new CPR index using text analysis techniques on a large dataset of Swiss media articles. The identif
Externí odkaz:
https://doaj.org/article/255f61f567f7482a84ce9d7d94535eb8
Publikováno v:
Review of Behavioral Finance, 2023, Vol. 16, Issue 1, pp. 39-59.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/RBF-06-2022-0151
Publikováno v:
International Journal of Emerging Markets, 2021, Vol. 18, Issue 9, pp. 2544-2580.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/IJOEM-09-2020-1061
Akademický článek
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Publikováno v:
Market Liquidity : Theory, Evidence, and Policy, 2023, ill.
Externí odkaz:
https://doi.org/10.1093/oso/9780197542064.003.0010
Publikováno v:
Journal of Social Sciences, Vol 6, Iss 3, Pp 6-19 (2023)
This paper aims to study the sensitivity of emerging markets economies (EMEs) to the US Dollar's strength during the Russian-Ukrainian war in the long and the short run, where Autoregressive distributed lag model (ARDL) was used to analyze time serie
Externí odkaz:
https://doaj.org/article/bdc784976bb840659748c613db177d95
Autor:
Ohorilko Yurii M.
Publikováno v:
Bìznes Inform, Vol 6, Iss 545, Pp 6-11 (2023)
The article is aimed at defining the place of inflation targeting in the system of monetary regimes of central banks and outlining its main characteristics in the process of historical development. Financial stability, as the main mandate of central
Externí odkaz:
https://doaj.org/article/2c8ba2f5885d4f0283e7196a65bb6131
Autor:
JATIN TRIVEDI, Associate Professor, Ph.D, CRISTI SPULBAR, Professor Ph.D, RACHANA BAID, Professor Ph.D, RAMONA BIRAU, Lecturer Ph.D, ANCA IOANA IACOB (TROTO), PhD student
Publikováno v:
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, Iss 1, Pp 6-15 (2023)
This study examines changes in volatility clusters and volatility patterns using GARCH class models in the Netherlands stock market in the context of the COVID-19 pandemic and global financial crisis (GFC) pandemic. The movement pattern of the AEX
Externí odkaz:
https://doaj.org/article/be45dd5bfbb6444fa99fd92eaf505401
Publikováno v:
اقتصاد باثبات, Vol 3, Iss 4, Pp 63-89 (2022)
The main purpose of this study is to do modeling and investigate the relationship between liquidity and its role in the development of the stock and the housing market. This is accomplished through comparing 10 of Bayesian Averaging methods and princ
Externí odkaz:
https://doaj.org/article/e214475e825046c7a3a5aac2d40beae4
Autor:
Eimutis Valakevičius
Publikováno v:
Lietuvos Matematikos Rinkinys, Vol 46, Iss spec. (2023)
In the article is proposed the algorithm how to model the dynamics of asset prices by Markov process with continuous time and countable set of states.
Externí odkaz:
https://doaj.org/article/b3be013de0bd47629759b04afdad12f2