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Layoffs and underwritten rights offers

Singh, Ajai K. - In: Journal of financial economics 43 (1997) 1, pp. 105-130

Persistent link: https://www.econbiz.de/10001213774

Stock returns before and after calls of convertible bonds

Cowan, Arnold Richard - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 549-554

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Globalisation and changing role of state

Singh, Awadhesh Kumar - In: International trade and business : emerging issues and …, (pp. 204-211). 2001

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A capital adequacy buffer model

Allen, David E.; McAleer, Michael; Powell, Robert; … - 2013

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Analysing the return distribution of Australian stocks : the CAPM, factor models and quantile regressions

Allen, David E.; Singh, Abhay Kumar; Powell, Robert - In: Global business & economics review 15 (2013) 1, pp. 88-109

Persistent link: https://www.econbiz.de/10009708736

Risk measurement and risk modelling using applications of vine copulas

Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2014

This paper features an application of Regular Vine copulas which are a novel and recently developed statistical and mathematical tool which can be applied in the assessment of composite financial risk. Copula-based dependence modelling is a popular tool in financial applications, but is usually...

Persistent link: https://www.econbiz.de/10010349457