Similar Search Results

Adaptive market hypothesis : evidence from the Ghanaian stock market

Gyamfi, Emmanuel Numapau - In: Journal of African business 19 (2018) 2, pp. 195-209

Persistent link: https://www.econbiz.de/10011930385

The impact of news sentiment indicators on agricultural product prices

Xu, Jia-Lang; Hsu, Ying-Lin - In: Computational economics 59 (2022) 4, pp. 1645-1657

Persistent link: https://www.econbiz.de/10013262111

Testing purchasing power parity in a DFA rolling Hurst framework : the case of 23 OECD countries

Gkonkas, Periklēs; Papadimitriou, Theophilos; … - In: Applied financial economics 23 (2013) 16/18, pp. 1399-1406

Persistent link: https://www.econbiz.de/10010259398

Long run returns predictability and volatility with moving averages

Chang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; … - In: Risks : open access journal 6 (2018) 4, pp. 1-18

This paper examines how the size of the rolling window, and the frequency used in moving average (MA) trading strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy stocks and when to shift to the risk-free rate. The...

Persistent link: https://www.econbiz.de/10011906234

Effect of FDI on real per capita GDP growth : a rolling window panel analysis of 60 countries, 1982-2011

Edwards, Jeffrey A.; Naanwaab, Cephas B.; Romero, Alfredo A. - In: Applied econometrics and international development 17 (2017) 1, pp. 19-36

Persistent link: https://www.econbiz.de/10011856360

Application of Chow, Cusum and rolling window in testing stability of systematic risk of companies listed in WIG-ESG in 2019-2022

Mikołajek-Gocejna, Magdalena - In: Journal of banking and financial economics 20 (2023), pp. 1-29

The aim of the article is to analyze the stability of beta coeffi cients of companies listed in WIG-ESG. There are many studies on the stability of companies' systematic risk, but the literature and research lack an analysis of the stability of the beta coeffi cient for ESG companies. We...

Persistent link: https://www.econbiz.de/10014515083

Does the covered interest rate parity fit for China?

Su, Chi-Wei; Wang, Kai-Hua; Tao, Ran; Lobonţ, Oana-Ramona - In: Economic research 32 (2019) 1,3, pp. 2009-2027

Persistent link: https://www.econbiz.de/10012582356

How does economic policy uncertainty affect prices of housing? : evidence from Germany

Su, Chi-Wei; Li, Xin; Tao, Ran - In: Argumenta oeconomica 42 (2019) 1, pp. 131-153

Persistent link: https://www.econbiz.de/10012284826

Time variation or asymmetry? : the inflation and inflation uncertainty nexus : a case of China

Gao, Xue; Ren, Yixin; Li, Xin - In: The Singapore economic review : journal of the Economic … 66 (2021) 3, pp. 881-903

Persistent link: https://www.econbiz.de/10012652755

Validity of purchasing power parity in BRICS under a DFA approach

Gyamfi, Emmanuel Numapau; Adam, Anokye M. - In: Acta Universitatis Danubius / Oeconomica 13 (2017) 1, pp. 17-28

Persistent link: https://www.econbiz.de/10011960900