Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Petra Posedel Šimović"'
Publikováno v:
Mathematics, Vol 9, Iss 21, p 2689 (2021)
Market making is the process whereby a market participant, called a market maker, simultaneously and repeatedly posts limit orders on both sides of the limit order book of a security in order to both provide liquidity and generate profit. Optimal mar
Externí odkaz:
https://doaj.org/article/86c142702878470a833bb38d0424c979
Autor:
Petra Posedel Šimović, Azra Tafro
Publikováno v:
Mathematics, Vol 9, Iss 17, p 2038 (2021)
Investors’ decisions on capital markets depend on their anticipation and preferences about risk, and volatility is one of the most common measures of risk. This paper proposes a method of estimating the market price of volatility risk by incorporat
Externí odkaz:
https://doaj.org/article/aff96172c1234ff494cd44e8efb9932a
Publikováno v:
Croatian Economic Survey, Vol 19, Iss 1, Pp 37-66 (2017)
We use data for 24 European countries, spanning from 1994 to 2015, in order to examine how changes in macroeconomic conditions influence country risk premium volatility proxied by sovereign spreads variance. In the first part of the empirical analy
Externí odkaz:
https://doaj.org/article/dfdc487f6f2f45dcb3c99bc284bd6e3d
In this paper we examine the time-varying integration between eight European post-transition government bond markets and the Eurozone bond market. The objective is twofold: first is to measure the level of integration in these economies, and the seco
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4abb19eb9a3cbf04b0c084515ef00194
https://doi.org/10.1016/j.jempfin.2015.12.005
https://doi.org/10.1016/j.jempfin.2015.12.005
Publikováno v:
Radni materijali EIZ-a
Issue 5
Issue 5
Koristeći podatke za 24 europske zemlje, za razdoblje od 1994. do 2015. godine, istražujemo kako promjene u makroekonomskim uvjetima utječu na volatilnost premije rizika zemlje, koja je predstavljena varijancom spreada državne obveznice. U prvom
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______951::a946e0fc4ffbfc890e9cdf515679d1ad
https://hrcak.srce.hr/file/220976
https://hrcak.srce.hr/file/220976
Publikováno v:
Radni materijali EIZ-a
Issue 1
Issue 1
The aim of this paper is to study time‐varying integration between European post‐transition government bond markets and eurozone bond market. We follow the empirical approach defined in Bekaert and Harvey’s (1995) seminal paper, which enables d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::8c07156682d283a8b6e44f9c7850a08a
https://www.bib.irb.hr/791439
https://www.bib.irb.hr/791439