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Stock market volatility and market risk in emerging markets : evidence from India
Bhaumik, Sumon Kumar; Bose, Suchismita; Sensarma, Rudra - In: Stock market volatility, (pp. 570-586). 2009
Persistent link: https://www.econbiz.de/10003830664
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Historische, implizite und reverse Branchenrisiken in der Eurozone
Fischer, Edwin O.; Glawischnig, Markus - In: Unternehmensbewertung : theoretische Grundlagen - …, (pp. 237-262). 2010
Persistent link: https://www.econbiz.de/10009127503
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Management von Marktpreisrisiken
Van Luu, Bac; Yu, Peiyi - In: Bankrisikomanagement : Mindestanforderungen, …, (pp. 455-469). 2008
Persistent link: https://www.econbiz.de/10003710832
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Forecasting and backtesting of market risks in emerging markets
Fantazzini, Dean - In: Risk assessment and financial regulation in emerging …, (pp. 199-223). 2021
Emerging markets often go through periods of financial turbulence and the estimation of market risk measures may be problematic. Online search queries and implied volatility may (or may not) improve the model estimates. In these situations a step-by-step analysis with R and Russian market data...
Persistent link: https://www.econbiz.de/10012591721
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Threshold mean reversion in stock prices
Jawadi, Fredj - In: Risk management and value : valuation and asset price, (pp. 477-493). 2008
Persistent link: https://www.econbiz.de/10003686202
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The effect of money supply on the volatility of Korean stock market
Choi, Ki-hong; Yoon, Seong-min - In: International money and finance, (pp. 115-126). 2016
Persistent link: https://www.econbiz.de/10011523576
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An empirical investigation of volatility clustering, volatility spillover and persistence from USA to two emerging economies India and China
Sarkar, Ayanangshu; Roy, Malabika - In: International trade and international finance : …, (pp. 405-427). 2016
Persistent link: https://www.econbiz.de/10011496593
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Zur Professionalisierung des Anlageverhaltens und ihren Auswirkungen auf den internationalen Zinszusammenhang und die Geldpolitik
Braasch, Bernd; Helmstädter, Ernst - In: Finanzmärkte, (pp. 331-352). 1997
Persistent link: https://www.econbiz.de/10001297730
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The informational efficiency of financial markets and macroeconomic equilibrium
Frömmel, Michael; Menkhoff, Lukas - In: Macroeconomic causes of unemployment : diagnosis and …, (pp. 163-185). 1999
Persistent link: https://www.econbiz.de/10001399676
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Geldpolitik und Volatilitäten auf Finanzmärkten
Alexander, Volbert - In: Spekulation, Preisbildung und Volatilität auf Finanz- …, (pp. 95-128). 1998
Persistent link: https://www.econbiz.de/10001322898