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Speculative bubbles in Bitcoin markets? : an empirical investigation into the fundamental value of Bitcoin

Cheah, Eng-Tuck; Fry, John - In: Economics letters 130 (2015), pp. 32-36

Persistent link: https://www.econbiz.de/10011422365

A note on the general elections and long memory : evidence from the London Stock Exchange

Cheah, Eng-Tuck; Hon, Lee Yoong - In: Applied financial economics letters 4 (2008) 4/6, pp. 331-335

Persistent link: https://www.econbiz.de/10003807726

Long memory interdependency and inefficiency in Bitcoin markets

Cheah, Eng-Tuck; Mishra, Tapas; Parhi, Mamata; Zhang, Zhuang - In: Economics letters 167 (2018), pp. 18-25

Persistent link: https://www.econbiz.de/10012015761

Improving prediction market forecasts by detecting and correcting possible over-reaction to price movements

Sung, Ming-Chien; McDonald, David C. J.; Johnson, … - In: European journal of operational research : EJOR 272 (2019) 1, pp. 389-405

Persistent link: https://www.econbiz.de/10011942078

Stock market volatility and exchange rates in emerging countries : a Markov-state switching approach

Walid, Chkili; Chaker, Aloui; Masood, Omar; Fry, John - In: Emerging markets review 12 (2011) 3, pp. 272-292

Persistent link: https://www.econbiz.de/10009306830

The Valuation of No-Negative Equity Guarantees and Equity Release Mortgages

Dowd, Kevin - 2020

We outline the valuation process for a No-Negative Equity Guarantee in an Equity Release Mortgage loan and for an Equity Release Mortgage that has such a guarantee. Illustrative valuations are provided based on the Black '76 put pricing formula and mortality projections based on the M5, M6 and...

Persistent link: https://www.econbiz.de/10012839794