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Type of traders' effect on risk and return : the case of Egyptian stock exchange

Dawood, Aly Saad Mohamed; El-Giziry, Khairy - In: International journal of economics and finance 8 (2016) 2, pp. 256-268

Persistent link: https://www.econbiz.de/10011446687

Risk spillover between the GIPSI economies and Egypt, Saudi Arabia, and Turkey

Kumar, Dilip - In: Emerging markets finance & trade : a journal of the … 51 (2015) 6, pp. 1193-1208

Persistent link: https://www.econbiz.de/10011561247

The impact of unsystematic risk on stock returns in an Emerging Capital Markets (ECM's) country : an empirical study

Masry, Mohamed; El Menshawy, Heba - In: International journal of financial research 9 (2018) 1, pp. 189-202

Persistent link: https://www.econbiz.de/10012236308

Modelling Risk on the Egyptian Stock Market : Evidence from a Markov-Regime Switching GARCH Process

Ibrahim, Omar - 2020

This research aims at evaluating among market risk measures to equity exposures on the Egyptian stock market, while … (RiskMetrics), GARCH, GJR-GARCH, and Markov-Regime switching GARCH models are empirically estimated. Value at Risk and Conditional … Value at Risk measures are backtested in order to evaluate among the alternative models. Results indicate the superiority of …

Persistent link: https://www.econbiz.de/10012844315

Predicting stock return risk and volatility using neural network : the case of the Egyptian stock exchange

Metawea, Maha; Metawa, Saad; Metawa, Noura - In: Artificial intelligence and big data for financial risk …, (pp. 67-82). 2023

Persistent link: https://www.econbiz.de/10014265600

Do dividend initiations signal a reduction in risk? : evidence from the option market

Jones, Jeffrey S.; Gu, Jenny; Liu, Pu - In: Review of quantitative finance and accounting 42 (2014) 1, pp. 143-158

Persistent link: https://www.econbiz.de/10010345141

Policy uncertainty and stock market volatility revisited : the predictive role of signal quality

Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10013270178

Policy uncertainty and stock market volatility revisited : the predictive role of signal quality

Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - In: Journal of forecasting 42 (2023) 8, pp. 2307-2321

Persistent link: https://www.econbiz.de/10014432898

A time-varying common risk factor affecting corporate yield spreads

Kagraoka, Yusho - In: The European journal of finance 16 (2010) 5/6, pp. 527-539

Persistent link: https://www.econbiz.de/10008698566

New visualization techniques for dynamic correlation in service portfolio management

Strong, Ray; Councill, Isaac; Lehman, Tobin J.; Zhou, Ruoyi - In: Journal of revenue and pricing management 9 (2010) 3, pp. 239-248

Persistent link: https://www.econbiz.de/10003985598