Search Results - subject:"rolling regression"

Do hotel industry operations deteriorate air quality?

Wang, Liang-Ju; Chen, Ming-Hsiang; Yang, Zhandong; Su, … - In: Tourism economics : the business and finance of tourism … 28 (2022) 7, pp. 1961-1970

Persistent link: https://www.econbiz.de/10013473814

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

On the applicability of dynamic factor models for forecasting real GDP growth in Armenia

Poghosyan, Karen; Poghosyan, Ruben - In: Finance a úvěr 71 (2021) 1, pp. 52-79

Persistent link: https://www.econbiz.de/10012601903

Exchange rate sensitivity of firm value : evidence from nonfinancial firms listed on Borsa Istanbul

Güney, Ethem; Kazdal, Abdullah; Küçüksaraç, Doruk; … - In: Handbook of research on emerging theories, models, and …, (pp. 141-165). 2021

This chapter attempts to quantify the effect of exchange rate on the value of nonfinancial firms listed on Borsa Istanbul. In the first part of the analysis, the regression results using firm-level data show that currency fluctuations tend to influence the stock returns of 44 firms out of 177...

Persistent link: https://www.econbiz.de/10012604206

Another look at calendar anomalies

Chatzitzisi, Evanthia; Fountas, Stilianos; … - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 823-840

Persistent link: https://www.econbiz.de/10012655712

Financial development and natural resource rents - human capital nexus : a new approach

Aboutorabi, Mohammad Ali; Ahmadian-Yazdi, Farzaneh; … - In: Economic growth and financial development : effects of …, (pp. 33-55). 2021

precondition for economic development. So, to test the main hypothesis, the ARDL rolling regression technique for the case of Iran …

Persistent link: https://www.econbiz.de/10012792646

Can inflation be claimed as a monetary phenomenon? : the Malaysian experience

Tang, Chor Foon; Öztürk, İlhan - In: International journal of economics and financial issues … 7 (2017) 3, pp. 453-460

Persistent link: https://www.econbiz.de/10011822768

Return prediction with time varying betas : a research in BIST

Akyatan, Ayca; Çetin, M. Koray - In: International journal of accounting and finance 10 (2020) 1, pp. 64-86

Persistent link: https://www.econbiz.de/10012504722

The response of CO2 emissions to the business cycle : new evidence for the U.S.

Klarl, Torben - In: Energy economics 85 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012510194