Zobrazeno 1 - 10
of 163
pro vyhledávání: '"Volatility asymmetry"'
Publikováno v:
Managerial Finance, 2022, Vol. 49, Issue 1, pp. 163-186.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/MF-07-2022-0307
Akademický článek
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Autor:
Ramzi Nekhili, Kostas Giannopoulos
Publikováno v:
Investment Management & Financial Innovations, Vol 17, Iss 2, Pp 231-239 (2020)
The UK referendum in June 2016 on leaving the European Union had a negative impact on banking stocks across the major financial markets. This has left with a question dealing with the effect of UK banking institutions on the systemic risk on a global
Externí odkaz:
https://doaj.org/article/56e8ce52f2934240adfd463282792c70
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
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Autor:
Pandey, Vikas, Vipul
Publikováno v:
Journal of Economic Studies, 2018, Vol. 45, Issue 2, pp. 426-440.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JES-01-2017-0025
Publikováno v:
International Journal of Financial Studies, Vol 3, Iss 4, Pp 431-450 (2015)
Undiversifiable (or systematic risk) has long been an enemy of investors. Many countercyclical strategies have been developed to counter this. However, like all insurance types, these strategies are generally costly to implement, and over time can si
Externí odkaz:
https://doaj.org/article/8fb5c8d0c5c542ef94f1ffdd0a6f9291
Publikováno v:
Journal of Time Series Analysis. 43:345-370
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c05ecea1b14201fa859d6cd3047aa7f9
https://doi.org/10.1111/jtsa.12616
https://doi.org/10.1111/jtsa.12616
Publikováno v:
Journal of Economic Behavior & Organization
This study addresses the research question of whether volatility indices of different asset classes reduce gold's appeal as a safe-haven asset before and during the COVID-19 pandemic. We use daily data for seven volatility indices and gold prices and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::682f981fbcbd45c1a7c6bd3e8bc7b7c5
http://europepmc.org/articles/PMC8463038
http://europepmc.org/articles/PMC8463038
Publikováno v:
International Journal of Economics and Financial Issues, Vol 10, Iss 4, Pp 158-169 (2020)
This study focused on the volatility asymmetry of scale indexes in China’s stock market. A total of 12 indexes in four categories were studied during the study period, which lasted from January 1, 2012 to September 30, 2018. The study results showe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::460a0552105364588c02d667d35544df
https://doi.org/10.32479/ijefi.8200
https://doi.org/10.32479/ijefi.8200
Publikováno v:
Journal of Intelligent & Fuzzy Systems. 38:7795-7801
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b058a120a7ea06278ac8c0415e8db4cb
https://doi.org/10.3233/jifs-179849
https://doi.org/10.3233/jifs-179849