Zobrazeno 1 - 10
of 2 085
pro vyhledávání: '"egarch"'
Publikováno v:
Journal of Economics and Development, 2024, Vol. 26, Issue 3, pp. 224-235.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JED-12-2023-0238
Unlocking Market Secrets: Dynamics of the Day-of-the-Week Effect During Crisis in an Emerging Market
Autor:
Mohamed Riyath, Mohamed Ismail, author, Dewasiri, Narayanage Jayantha, author, Sood, Kiran, author, Weerakoon Banda, Yatiwelle Koralalage, author, Nair, Kiran, author
Publikováno v:
Finance Analytics in Business
Autor:
Riyath, Mohamed Ismail Mohamed, author, Dewasiri, Narayanage Jayantha, author, Siraju, Mohamed Abdul Majeed Mohamed, author, Grima, Simon, author, Mustafa, Abdul Majeed Mohamed, author
Publikováno v:
VUCA and Other Analytics in Business Resilience, Part A
Publikováno v:
Accounting, Vol 10, Iss 4, Pp 193-206 (2024)
This paper analyses the causal relationship between Foreign Portfolio Investment (FPI), Equities Market Volatility, Exchange Rate and Inflation in Zimbabwe using a monthly time series data between October 2018 and November 2021. The granger causality
Externí odkaz:
https://doaj.org/article/0300f100e0f240c9b013005105e7c6c0
Publikováno v:
Journal of Economics and Development, Vol 26, Iss 3, Pp 224-235 (2024)
Purpose – This paper examines the impact of macroeconomic volatility on stock volatility, both under normal conditions and during the COVID-19 pandemic in Vietnam. Design/methodology/approach – We extend the existing Exponential Generalized Autor
Externí odkaz:
https://doaj.org/article/414099b91c5346c3bf4a7017d6373eba
Autor:
Chikashi Tsuji
Publikováno v:
Energy Informatics, Vol 7, Iss 1, Pp 1-23 (2024)
Abstract Focusing on the Russia–Ukraine war, this paper investigates natural gas futures volatilities. Applying several hybrid GARCH and EGARCH models, which innovatively incorporate both fat-tailed distribution errors and structural breaks, we der
Externí odkaz:
https://doaj.org/article/2812df978dda471fafb5b4f7203a6aaa
Publikováno v:
China Accounting and Finance Review, 2024, Vol. 26, Issue 2, pp. 253-275.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/CAFR-05-2023-0052
Publikováno v:
Journal of Islamic Accounting and Business Research, 2023, Vol. 15, Issue 5, pp. 729-745.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JIABR-07-2022-0173
Autor:
Yussif, Abdul-Razak Bawa, Onifade, Stephen Taiwo, Ay, Ahmet, Canitez, Murat, Bekun, Festus Victor
Publikováno v:
Journal of Economic and Administrative Sciences, 2022, Vol. 40, Issue 2, pp. 308-324.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JEAS-11-2020-0187
Autor:
Hakan Altin
Publikováno v:
International Journal of Sustainable Engineering, Vol 17, Iss 1, Pp 11-18 (2024)
This study examines the relationship between extreme weather conditions and the S&P500 return index, representing the U.S. stock market. The literature review and analysis show extreme weather events can impact the S&P500 return index. This effect is
Externí odkaz:
https://doaj.org/article/175625d627824c9fbe126b17c5eb8e76