Search Results - subject:"Asymmetric Behavior"

Navigating energy market cycles : insights from a comprehensive analysis

Alqaralleh, Huthaifa; Almajali, Mutah Awon; Canepa, … - 2024

Persistent link: https://www.econbiz.de/10015324797

Navigating energy market cycles : insights from a comprehensive analysis

Alqaralleh, Huthaifa; Almajali, Awon; Canepa, Alessandra - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 5, pp. 35-48

Persistent link: https://www.econbiz.de/10015101971

Does herding matter in the Chinese stock markets?

So, Simon M. S. - In: Review of Economic Analysis : REA 15 (2023) 1, pp. 63-83

This paper examines the herd behavior in six segmented markets on the Chinese stock markets. Using the OLS, GARCH, Quantile Regression, and State Space Models to examine the daily returns from 2003 to 2018, we find that herd behavior exists widely in all the segmented markets examined in China,...

Persistent link: https://www.econbiz.de/10014310228

Herd behavior in the Bangladeshi banking sector

Islam, Rakibul - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-11

This study aims to investigate the existence and nature of herding behavior in the banking sector in Bangladesh. It uses daily closing prices of 30 listed commercial banks from January 2007 to December 2018 to detect herding. This study confirms the presence of herding in the banking industry...

Persistent link: https://www.econbiz.de/10015074099

Herd behavior in the Bangladeshi banking sector

Islam, Rakibul - In: Cogent economics & finance 10 (2022) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10014500324

New evidence of oil price fluctuations and manufacturing output in Saudi Arabia, Kuwait and United Arab Emirates

Faheem, Muhammad; Azali, Mohamed; Chin, Lee; Mazlan, … - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 14 (2020) 1, pp. 300-333

show that oil price effect manufacturing output negatively in short-run and long-run. The detection of asymmetric behavior …

Persistent link: https://www.econbiz.de/10012212888

New evidence of oil price fluctuations and manufacturing output in Saudi Arabia, Kuwait and United Arab Emirates

Muhammad Faheem; Azali, Mohamed; Lee, Chin; Nur … - In: Pakistan journal of commerce and social sciences 14 (2020) 1, pp. 300-333

show that oil price effect manufacturing output negatively in short-run and long-run. The detection of asymmetric behavior …

Persistent link: https://www.econbiz.de/10012210527

Symmetric and Asymmetric Volatility Clustering Via GARCH Family Models: An Evidence from Religion Dominant Countries

Khan, Muhammad Salman; Khan, Kanwal Iqbal; Mahmood, Shahid - In: Paradigms 13 (2019) 1, pp. 20-25

) in RDCs stock markets. It also shows that GJR-GARCH and EGAECH explain the asymmetric behavior along with an accurate …

Persistent link: https://www.econbiz.de/10012027052

РАВНОВЕСИЕ, СДЕРЖИВАЕМОЕ КОНТРУГРОЗАМИ, И СЛОЖНОЕ РАВНОВЕСИЕ В БЕЗОПАСНЫХ СТРАТЕГИЯХ

БОРИСОВИЧ, ИСКАКОВ МИХАИЛ; … - In: Управление большими … (2014) 3, pp. 130-157

Представлены два расширения концепции равновесий в безопасных стратегиях. В равновесии, сдерживаемом контругрозами (РСК), ни один игрок не может увеличить свой...

Persistent link: https://www.econbiz.de/10011248412

РАВНОВЕСИЕ, СДЕРЖИВАЕМОЕ КОНТРУГРОЗАМИ, И СЛОЖНОЕ РАВНОВЕСИЕ В БЕЗОПАСНЫХ СТРАТЕГИЯХ

БОРИСОВИЧ, ИСКАКОВ МИХАИЛ; … - In: Управление большими … (2014) 3, pp. 130-157

Persistent link: https://www.econbiz.de/10011270569