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Idiosyncratic Risks, Bailout, and Financial Crisis : A Copula Approach

Wang, Daphne - 2013

find that both stock return volatility and idiosyncratic risks increase significantly as stock returns increase after …

Persistent link: https://www.econbiz.de/10013086564

Volatility Modeling and Forecasting for Banking Stock Returns

Murari, Krishna - 2013

In this paper, an attempt has been made to model and forecast the short term volatility of the Indian banking sector. A … 2000; a total of 3122 observations up to the period of June 2013, are used in modeling the volatility of the banking stock …-Rissanen. As per the analysis, ARIMA (1,0,2) model was found to be the best fit to forecast the volatility of bank stock returns …

Persistent link: https://www.econbiz.de/10013071650

Idiosyncratic risks, bailout, and financial crisis : a copula approach

Wang, Daphne; Nguyen Khoa Huu - In: Global business and finance review 20 (2015) 1, pp. 53-70

Persistent link: https://www.econbiz.de/10011434259

Risks in banks and its impact on volatility of market returns : an empirical approach

Singh, Prakash; Kumar, Sukriti - In: International journal of Indian culture and business … 17 (2018) 2, pp. 125-138

Persistent link: https://www.econbiz.de/10011960165

Understanding reputational risks : the impact of ESG events on European banks

Akyildirim, Erdinc; Corbet, Shaen; Ongena, Steven; … - 2024

Persistent link: https://www.econbiz.de/10015102029

Realized volatility, jump and beta : evidence from Canadian stock market

Gajurel, Dinesh; Chowdhury, Biplob - In: Applied economics 53 (2021) 55, pp. 6376-6397

Persistent link: https://www.econbiz.de/10012697913

Realized volatility, jump and beta : evidence from Canadian stock market

Gajurel, Dinesh; Chowdhury, Biplob - 2020

Persistent link: https://www.econbiz.de/10012317084

Oil price shocks and stock market activity

Sadorsky, Perry A. - In: Energy economics 21 (1999) 5, pp. 449-469

Persistent link: https://www.econbiz.de/10001405329

Stock return volatility and time-varying betas in the Toronto Stock Exchange

Episcopos, Athanasios - In: Quarterly journal of business and economics : QJBE 35 (1996) 4, pp. 28-38

Persistent link: https://www.econbiz.de/10001209662

Transmission of conditional stock return volatility across North American markets : evidence from pre- and post-NAFTA

Ewing, Bradley T.; Payne, James E.; Sowell, Clifford B. - In: The International trade journal 15 (2001) 4, pp. 409-427

Persistent link: https://www.econbiz.de/10002155773

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