Showing 1 - 10 of 77
This paper examines the performance of the large-cap cryptocurrencies, Bitcoin (BTC) and Ethereum (ETH), during the COVID-19 period (1/2/2020-30/12/2021) using sentiment analysis. Using the Google Trends tool, we try to quantify users’ intention to buy and sell BTC and ETH, and their...
Persistent link: https://www.econbiz.de/10014082726
This study highlights some deficiencies of the stock markets' risk legislation framework, and particularly the CESR (2010) guidelines. We show that the current legislative framework fails to offer incentives to financial management companies to invest in advanced models for more representative...
Persistent link: https://www.econbiz.de/10012269223
This study highlights some deficiencies of the stock markets’ risk legislation framework, and particularly the CESR (2010) guidelines. We show that the current legislative framework fails to offer incentives to financial management companies to invest in advanced models for more representative...
Persistent link: https://www.econbiz.de/10012406119
Persistent link: https://www.econbiz.de/10011293771
This paper examines how the largest stock market of the world, the U.S., and particularly the S&P500 index, reacted during the COVID-19 outbreak (02.01.2020-30.04.2020). Using simple financial and corporate analysis (adopting Constant Growth Model) procedures for our theoretical framework, we...
Persistent link: https://www.econbiz.de/10012269381
Persistent link: https://www.econbiz.de/10012270685
This paper examines how the largest stock market of the world, the U.S., and particularly the S&P500 index, reacted during the COVID-19 outbreak (02.01.2020-30.04.2020). Using simple financial and corporate analysis (adopting Constant Growth Model) procedures for our theoretical framework, we...
Persistent link: https://www.econbiz.de/10012599477
This study’s main objective is to examine the turn of the month (TOM) effect under changing financial trends. For this reason we need to focus on a stock market which (i) does not present significant structural changes, and (ii) presents clear and long term periods of financial growth and...
Persistent link: https://www.econbiz.de/10010962100
This paper tries to examine in detail political stability in the European Union’s (EU) countries during the period 2002-12. Firstly, it examines the causality relationship between political stability and economic growth, which is an issue that has puzzled scholars for decades. Using the...
Persistent link: https://www.econbiz.de/10011152582
In this paper, we examine how value at risk (VaR) contributes to the financial market's stability. We apply the Guidelines on Risk Measurement and the Calculation of Global Exposure and Counterparty Risk for UCITS of the Committee of European Securities Regulators (CESR 2010) to the main indices...
Persistent link: https://www.econbiz.de/10014363372