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Does futures speculation stabilize spot prices? : Evidence from metals markets

Kocagil, Ahmet Enis - In: Applied financial economics 7 (1997) 1, pp. 115-125

Persistent link: https://www.econbiz.de/10001219226

International Spillover of Risk and Return Among Major Banking Institutions : A Bivariate GARCH Model

Elyasiani, Elyas - 2016

Using the bivariate GARCH methodology, this study examines bank stock sensitivities to market, interest rate, and exchange rate, and investigates the spillover effects of interest rate volatility and unsystematic risk among the banking sectors of the United States and Japan, and the United...

Persistent link: https://www.econbiz.de/10013006326

Measuring technical and scale ineffeciencies in the beer industry : nonparametric and parametric evidence

Elyasiani, Elyas - In: The quarterly review of economics and finance : journal … 33 (1993) 4, pp. 383-408

Persistent link: https://www.econbiz.de/10001157871

Costs of adjustment, portfolio separation, and the dynamic behavior of bank loans and deposits

Elyasiani, Elyas - In: Journal of money, credit and banking : JMCB 27 (1995) 4, pp. 955-974

Persistent link: https://www.econbiz.de/10001194563

Large Capital Infusions, Investor Reactions, and the Return and Risk-Performance of Financial Institutions Over the Business Cycle

Elyasiani, Elyas - 2014

We examine investors' reactions to announcements of large capital infusions by U.S. financial institutions (FIs) from 2000 to 2009. These infusions include private market infusions (seasoned equity offerings (SEOs)) as well as injections of government capital under the Troubled Asset Relief...

Persistent link: https://www.econbiz.de/10013063865