Výsledky vyhledávání - "Hussam Q. Al-Azzam"

Time varying volatility and asymmetric news effect during financial crises evidence from DJIA, S&P 500, NASDAQ and FTSE 100 indices

Autor: Hussam Q. Al-Azzam, Samer A. M. Al-Rjoub

Publikováno v: International Journal of Banking, Accounting and Finance. 10:117

We look at historical episodes in the USA over the last 100 years of major stock market crashes in the Dow Jones industrial average (DJIA), the SP 2) the monotonic relationship between risk and return is more obvious during crises than without crises

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b46e4f66567e993d673e7ee1c1159779
https://doi.org/10.1504/ijbaaf.2019.099425

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