Search Results - subject:"rolling regression"

Colonial legacies on employment : comparisons between some former Anglophone and French colonies

Neifar, Malika - In: Review of economics and political science : REPS 8 (2023) 1, pp. 68-82

are estimated in the first stage by rolling regression. Then, both static and dynamic panel models are investigated …

Persistent link: https://www.econbiz.de/10014245790

Colonial legacies on employment: Comparisons between some former Anglophone and French colonies

Neifar, Malika - In: Review of Economics and Political Science (REPS) 8 (2023) 1, pp. 68-82

are estimated in the first stage by rolling regression. Then, both static and dynamic panel models are investigated …

Persistent link: https://www.econbiz.de/10015394454

The safe haven feature of gold in the recent crisis : rolling regression approach

Arnerić, Josip; Paić, Filip - In: Croatian review of economic, business and social … 9 (2023) 2, pp. 109-122

rolling regression between gold and the S&P500 index was employed, taking into account the time-varying properties of daily …

Persistent link: https://www.econbiz.de/10014480968

Are banks still a risk source for stock market? Some empirical evidences

Anelli, Michele; Patanè, Michele; Zedda, Stefano - In: Journal of Risk and Financial Management 15 (2022) 7, pp. 1-13

The global financial crisis of 2008 proved that what initially appeared to be relatively small losses in the financial system can be magnified to systemic ones. The European Union debt crisis has thus revived interest in the interdependence across different markets, especially sovereign debt...

Persistent link: https://www.econbiz.de/10014332511

Are banks still a risk source for stock market? : Some empirical evidences

Anelli, Michele; Patanè, Michele; Zedda, Stefano - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-13

Persistent link: https://www.econbiz.de/10013370490

Monetary policy transparency and anchoring of inflation expectations in India

Samanta, G. P.; Kumari, Shweta - 2021

Persistent link: https://www.econbiz.de/10013399792

Asymmetric mean reversion in low liquid markets: Evidence from BRVM

Gbenro, Nathaniel; Moussa, Richard Kouamé - In: Journal of Risk and Financial Management 12 (2019) 1, pp. 1-19

. Furthermore, using a rolling regression technique, we show that the estimated half-life time declines slightly for the composite …

Persistent link: https://www.econbiz.de/10012611160

Asymmetric mean reversion in low liquid markets : evidence from BRVM

Gbenro, Nathaniel; Moussa, Richard Kouamé - In: Journal of risk and financial management : JRFM 12 (2019) 1/38, pp. 1-19

. Furthermore, using a rolling regression technique, we show that the estimated half-life time declines slightly for the composite …

Persistent link: https://www.econbiz.de/10012022315

Rolling regression CAPM on Zagreb stock exchange: Can investors profit from it?

Škrinjarić, Tihana - In: Economic Review: Journal of Economics and Business 16 (2018) 2, pp. 7-22

This paper explores possibilities of using rolling regression CAPM on the Zagreb Stock Exchange in portfolio and risk … and return. Furthermore, the rolling regression approach to CAPM estimation has not yet been observed on the Croatian and … rolling regression CAPM on the Croatian market. Results from the analysis are used in simulating portfolio strategies in order …

Persistent link: https://www.econbiz.de/10013474128

Rolling regression CAPM on Zagreb stock exchange : can investors profit from it?

Škrinjarić, Tihana - In: Economic review : journal of economics & business 16 (2018) 2, pp. 7-22

Persistent link: https://www.econbiz.de/10012012610