Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Nicolás Magner"'
Publikováno v:
Revista Mexicana de Economía y Finanzas Nueva Época REMEF, Vol 17, Iss 3, Pp e747-e747 (2022)
The purpose of this paper is to study the effect of stock market synchronization on the volatility of its component assets. For this objective, we calculate the stock market's synchronization using the Minimum Spanning Tree Length (MSTL) network anal
Externí odkaz:
https://doaj.org/article/4076547586e3498f9ffaa8cceab8e88d
Publikováno v:
Mathematics, Vol 10, Iss 19, p 3598 (2022)
We evaluate the environment, society, and corporate governance rating (ESG rating) contribution from a new perspective; the highest ESG rating mitigates the impact of unexpected change in the implied volatility on the systemic stock market risk. For
Externí odkaz:
https://doaj.org/article/c57e01a71ec84e9fb53eb8235fe2be65
Autor:
Nicolás Magner, Nicolás Hardy
Publikováno v:
Mathematics, Vol 10, Iss 13, p 2338 (2022)
This paper tests the random walk hypothesis in the cryptocurrency market. Based on the well-known Meese–Rogoff puzzle, we evaluate whether cryptocurrency returns are predictable or not. For this purpose, we conduct in-sample and out-of-sample analy
Externí odkaz:
https://doaj.org/article/fb9b1f59017f4f28b8431212535315a8
Publikováno v:
PLoS ONE, Vol 16, Iss 5, p e0250846 (2021)
We explore the use of implied volatility indices as a tool for estimate changes in the synchronization of stock markets. Specifically, we assess the implied stock market's volatility indices' predictive power on synchronizing global equity indices re
Externí odkaz:
https://doaj.org/article/58a0cde6ed6d4d4195339ede508218a5