Showing 781 - 790 of 3,030
Persistent link: https://www.econbiz.de/10011863521
Persistent link: https://www.econbiz.de/10011863529
Persistent link: https://www.econbiz.de/10011863536
Persistent link: https://www.econbiz.de/10011863543
Nonlinear time series models, especially those with regime-switching and/or conditionally heteroskedastic errors, have become increasingly popular in the economics and finance literature. However, much of the research has concentrated on the empirical applications of various models, with little...
Persistent link: https://www.econbiz.de/10011865378
Persistent link: https://www.econbiz.de/10011868778
The paper bridges a gap in the literature by using moment analysis, CAPM statistics, stochastic dominance (SD) test, and volume analysis to examine investor preferences for warrants between China and Taiwan, and investigating why the market for warrants in China has to close while the market for...
Persistent link: https://www.econbiz.de/10011869273
The purpose of the paper is to examine latent volatility Granger causality for four renewable energy Exchange Traded Funds (ETFs) and crude oil ETF (USO), namely solar (TAN), wind (FAN), water (PIO), and nuclear (NLR). Data on the renewable energy and crude oil ETFs are from 18 June 2008 to 20...
Persistent link: https://www.econbiz.de/10011869279
Persistent link: https://www.econbiz.de/10011951006
Persistent link: https://www.econbiz.de/10011915058