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Modelling emerging market risk premia using higher moments

Hwang, Soosung; Satchell, Stephen - In: International journal of finance & economics : IJFE 4 (1999) 4, pp. 271-296

Persistent link: https://www.econbiz.de/10001447124

Market risk and the concepts of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets

Hwang, Soosung; Satchell, Stephen - In: Journal of banking & finance 24 (2000) 5, pp. 759-785

Persistent link: https://www.econbiz.de/10001467848

Exponential risk measure with application to UK asset allocation

Satchell, Stephen; Damant, David C.; Hwang, Soosung - In: Applied mathematical finance 7 (2000) 2, pp. 127-152

Persistent link: https://www.econbiz.de/10001563801

Modelling emerging market risk premia using higher moments

Hwang, Soosung; Satchell, Stephen - 1998

Persistent link: https://www.econbiz.de/10000656425

An integrated risk measure with application to UK asset allocation

Damant, David C.; Hwang, Soosung; Satchell, Stephen - 1997

Persistent link: https://www.econbiz.de/10000640903

Calculating the misspecification in beta from using a proxy for the market portfolio

Hwang, Soosung; Satchell, Stephen - In: Applied financial economics 12 (2002) 11, pp. 771-781

Persistent link: https://www.econbiz.de/10001711916

The effects of sentiment on extreme movements in exchange rates

Hwang, Soosung; Lee, Eunji - In: International economic journal 36 (2022) 3, pp. 445-460

Persistent link: https://www.econbiz.de/10013418922

Paridade do Poder de Compra : testando dados Brasileiros

Marçal, Emerson Fernandes; Pereira, Pedro L. Valls; … - In: Revista brasileira de economia : RBE ; revista da … 57 (2003) 1, pp. 159-190

Persistent link: https://www.econbiz.de/10001810445

Tendência estocástica do produto no Brasil : efeitos das flutuações da taxa de crescimento da produtividade e da taxa de juro real

Lima, Elcyon Caiado Rocha - In: Pesquisa e planejamento econômico : PPE 25 (1995) 2, pp. 249-278

Depois do crescimento acelerado e continuo dos anos 70, a economia brasileira passou, na decada seguinte, por um periodo de grande instabilidade na sua taxa anual de crescimento. Este artigo investiga em que medida os periodos de estagnacao e expansao da economia do pais podem ser explicados por...

Persistent link: https://www.econbiz.de/10015160718

Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals

Marçal, Emerson Fernandes; Pereira, Pedro L. Valls; … - In: Applied economics 43 (2011) 19/21, pp. 2365-2379

Persistent link: https://www.econbiz.de/10009379734