Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Constantinos Kyriakopoulos"'
Publikováno v:
Computation, Vol 11, Iss 2, p 25 (2023)
Several studies estimate the volatility spillover effects between gold and silver returns, but none of them used the implied volatility to evaluate the long-term relationship between these two metal markets. Our paper aims to fill this gap in the exi
Externí odkaz:
https://doaj.org/article/6d9ca4f9c6754bdca521b4ce3e597c2a
Publikováno v:
International Journal of Financial Studies, Vol 10, Iss 1, p 7 (2022)
This paper studies one of the most popular investment themes over recent years, investing in the cannabis industry. In particular, it investigates relationships between investor attention, as proxied by Google Trends, and stock market activities, i.e
Externí odkaz:
https://doaj.org/article/d10e565ee77849d5ac6ea768831bbf87
Publikováno v:
International Journal of Financial Studies, Vol 8, Iss 4, p 69 (2020)
We propose a comprehensive approach for the analysis of real economy and government sector risk transmission to the banking system and apply it in ten Euro-Area countries from 2005 to 2017. A flexible methodology is developed to model banks’ assets
Externí odkaz:
https://doaj.org/article/e72081ee561f43e4b678a1c4a1c4b3ff
Publikováno v:
Journal of Central Banking Theory and Practice. 12:63-82
In this paper we apply the Contingent Claims Analysis (CCA) to the banking sector in Greece with a particular focus on the years of the Greek debt crisis. Greece was selected primarily because its banking sector was hit hard due to the country’s go
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7f442ad56c0312b8275cf74277bc7dde
https://doi.org/10.2478/jcbtp-2023-0014
https://doi.org/10.2478/jcbtp-2023-0014
Publikováno v:
Bulletin of Applied Economics.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9cf055fdab211b4c3bd3119085ae9a9f
https://doi.org/10.47260/bae/919
https://doi.org/10.47260/bae/919
Publikováno v:
Bulletin of Applied Economics.
This paper investigates the hedging effectiveness of Bitcoin (BTC) future contract using daily settlement prices for the period of 1 January 2018 until 26 March 2021. Standard OLS regressions, Error Correction Model (ECM), as well as GARCH and EGARCH
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9ad03ff752f170a86b475e9ef82f8b65
https://doi.org/10.47260/bae/828
https://doi.org/10.47260/bae/828