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  • Search: subject:"calendar breaks"
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Subject
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calendar breaks 2 conditional heteroscedasticity 2 ARCH model 1 ARCH-Modell 1 Börsenkurs 1 CAPM 1 Capital income 1 Capital market returns 1 Corporate bond 1 Cost of capital 1 Dividend 1 Dividende 1 EGARCH 1 Estimation 1 Granger-causality 1 Heteroscedasticity 1 Heteroskedastizität 1 Inflation 1 Inflation rate 1 Inflationsrate 1 Kapitaleinkommen 1 Kapitalkosten 1 Kapitalmarktrendite 1 Lebanese pound 1 Markov chain 1 Markov switching regressions 1 Markov-Kette 1 Regression analysis 1 Regressionsanalyse 1 S&P 500 1 Schätzung 1 Share price 1 Time series analysis 1 Unternehmensanleihe 1 Zeitreihenanalyse 1 autocorrelation 1 baa corporate bond yield 1 constant growth dividend model 1 cost of equity 1 cross-correlation 1
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Free 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
Author
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Azar, Samih Antoine 2
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Applied Economics and Finance 1 International journal of economics and finance 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Martingales in Daily Foreign Exchange Rates: Evidence from Six Currencies against the Lebanese Pound
Azar, Samih Antoine - In: Applied Economics and Finance 1 (2014) 1, pp. 55-64
The purpose of this paper is to test whether the Lebanese foreign exchange rate market is weak form efficient by studying the stochastic behavior of six foreign currencies against the Lebanese pound on a daily basis. Efficiency requires that the data meet more than one condition. The first...
Persistent link: https://www.econbiz.de/10010757737
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Inflation and stock returns, [part] II
Azar, Samih Antoine - In: International journal of economics and finance 6 (2014) 1, pp. 208-216
Persistent link: https://www.econbiz.de/10010237306
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