This paper empirically compares the static unconditional Value-at-Risk (VaR) and conditional Value-at-Risk (CVaR) estimates based on two extreme value theory (EVT) distributions: the generalized extreme value distribution (GEV) and the generalized Pareto distribution (GPD); and two other...

South Korea has had a continuous engagement with significant trade, investment and security matters simultaneously in its relations with other nations. South Korea’s bilateralism with China is a part of a larger milieu which China has been constructing, that includes the Belt and Road...

Islamic markets offer different instruments to satisfy providers and users of funds in a variety of ways: sales, trade financing, and investment. Basic instruments include cost-plus financing (murabaha), profit-sharing (mudaraba) ,leasing (ijara), partnership (musharaka) ,and for ward sale...

In this study, we test the hypothesis that psychological barriers exist in 5 European Equity Market indices [ATX, CAC, DAX, FTSE, SMI]. We employ both a traditional methodology that assumes a uniform distribution of M-Values and a modified approach that accounts for the fact that the digits of...

This research was an investigation to prove empirically the existence in the Nigeria Stock Exchange (NSE) of the lowest level of efficiency(weak-form). Monthly data on the (ASI) retrieved from NSE that spanned from January 1985 to December 2018 was utilized in the analysis. The revelation of...

High-flying illusions on the part of the proponents and grim predictions of the sceptics characterize the controversy about Brexit. The article analyses five issues at stake for the Post-Brexit relationships between Britain, the EU and Africa with a focus on the Commonwealth Sub-Saharan Africa:...

High-flying illusions on the part of the proponents and grim predictions of the sceptics characterize the controversy about Brexit. The article analyses five issues at stake for the Post-Brexit relationships between Britain, the EU and Africa with a focus on the Commonwealth Sub-Saharan Africa:...

High-flying illusions on the part of the proponents and grim predictions on the part of the sceptics have characterised the controversy around Brexit. The article assesses five key issues at stake for post-Brexit relationships between Britain, the EU, and Africa: market access, foreign direct...

High-flying illusions on the part of the proponents and grim predictions on the part of the sceptics have characterised the controversy around Brexit. The article assesses five key issues at stake for post-Brexit relationships between Britain, the EU, and Africa: market access, foreign direct...