Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Cheima Gharib"'
Publikováno v:
Heliyon, Vol 7, Iss 9, Pp e08028- (2021)
In this paper, we attempt to investigate the efficiency of emerging stock markets by considering the advent of dramatic country-specific events. In other words, we analyze and rank the weak-form efficiency levels of emerging stock markets based on a
Externí odkaz:
https://doaj.org/article/19df180c009848cf874fd1c82c2ce4d5
Publikováno v:
Heliyon, Vol 7, Iss 9, Pp e08028-(2021)
Heliyon
Heliyon
In this paper, we attempt to investigate the efficiency of emerging stock markets by considering the advent of dramatic country-specific events. In other words, we analyze and rank the weak-form efficiency levels of emerging stock markets based on a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3d759bd67b831655f53a491f8523f8e7
http://www.sciencedirect.com/science/article/pii/S2405844021021319
http://www.sciencedirect.com/science/article/pii/S2405844021021319
Publikováno v:
Resources Policy
Resources Policy, Elsevier, 2021, 74, pp.102392. ⟨10.1016/j.resourpol.2021.102392⟩
Resources Policy, Elsevier, 2021, 74, pp.102392. ⟨10.1016/j.resourpol.2021.102392⟩
International audience; This paper provides an analysis of crude oil, diesel, and gasoline prices for the period from November 1, 2019 to December 31, 2020. We apply Log Periodic Power-Law Singularity (LPPLS) and Discrete Scale LPPLS bubble indicator
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0629ff96bd05ea31590a53837b28c6bd
https://doi.org/10.1016/j.resourpol.2021.102392
https://doi.org/10.1016/j.resourpol.2021.102392
Publikováno v:
Technological Forecasting and Social Change. 166:120658
Financial distress prediction provides an effective warning system for banks and investors to correctly guide decisions on granting credit. Ensemble methods have demonstrated their performance in corporate failure prediction. Among the ensemble metho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c7ee6270c437d8018054e4a38e0ec079
https://doi.org/10.1016/j.techfore.2021.120658
https://doi.org/10.1016/j.techfore.2021.120658
Publikováno v:
Finance Research Letters
Highlights • The bilateral contagion effects across oil and gold are verified by time-varying Granger causality tests. • We find contagion effects of bubbles from oil to gold markets during the 2014/2015 crash and the COVID-19 outbreak. • We fi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::36159977a0aef9d96fefde51be11d87c
https://doi.org/10.1016/j.frl.2020.101703
https://doi.org/10.1016/j.frl.2020.101703