Results 11 to 20 of about 6,666 (205)
Are GARCH and DCC Values of 10 Cryptocurrencies Affected by COVID-19? [PDF]
Journal of Risk and Financial Management, 2022 This paper examines the dynamic conditional correlations among 10 cryptocurrencies and the possibility of hedging investment strategies among multiple cryptocurrencies over the period affected by COVID-19 from 2017 to 2022. After studying the relationship between Bitcoin, Ethereum, and the other eight cryptocurrencies, four main results were obtained ...
Kejia Yan, Huqin Yan, Rakesh Gupta
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Dynamic relationships among green bonds, CO2 emissions, and oil prices
Frontiers in Environmental Science, 2022 Green bonds play a pivotal role in the financing of sustainable infrastructure systems. Likewise, CO2 emissions and oil prices can cause an impact on the green bonds market.
Nini Johana Marín-Rodríguez +2 more
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International Journal of Financial Studies, 2022 Over the past years, cryptocurrencies have drawn substantial attention from the media while attracting many investors. Since then, cryptocurrency prices have experienced high fluctuations. In this paper, we forecast the high-frequency 1 min volatility of
Apostolos Ampountolas
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برآورد ریسک سیستمی نظام بانکی با استفاده از سنجه های MES و CoVaR [PDF]
راهبرد مدیریت مالی, 2020 هدف این مقاله برآورد ریسک سیستمی نظام بانکی کشور، ارزیابی تأثیر بحران بانکی بر کل اقتصاد و استخراج سهم نظام بانکی در ریسک سیستمی با استفاده از سنجه های مختلف در قالب یک تحلیل مقایسهای است.
عبدالرضا شاکری +2 more
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On the stationarity of Dynamic Conditional Correlation models [PDF]
, 2016 We provide conditions for the existence and the unicity of strictly stationary solutions of the usual Dynamic Conditional Correlation GARCH models (DCC-GARCH).
Fermanian, Jean-David, Malongo, Hassan
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Risks, 2020 In the present work, we analyze the dynamics of indirect connections between insurance companies that result from market price channels. In our analysis, we assume that the stock quotations of insurance companies reflect market sentiments, which ...
Anna Denkowska, Stanisław Wanat
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Commodities, 2023 This study aims at examining whether hedging emerging Eastern Europe stock markets with commodities sectors can help in reducing market risks and whether it has the same effectiveness among different sectors.
Amel Melki, Ahmed Ghorbel
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Jurnal Ilmu Sosial dan Humaniora, 2019 Pasca terpilihnya Donald Trump menjadi Presiden Amerika Serikat memberikan pengaruh terhadap perekonomian dunia dengan berbagai kebijakan yang ditetapkan, salah satunya memberi dampak pada pasar saham negara-negara ASEAN, oleh karena itu peneliti ingin ...
Yonatan Alvin Stefan +1 more
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Mathematics, 2023 In the turbulent landscape of financial markets, Bitcoin has emerged as a significant focus for investors due to its highly volatile returns. However, the risks and uncertainties associated with it necessitate effective hedging strategies.
Li Wei +4 more
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Variation de risque mondial, local et de change sur les marches boursiers
Academic Finance, 2022 Objectif : étudier l’importance des risques mondiaux, locaux et de change Méthode : MEDAFI et DCC-GARCH Résultats : le risque mondial, local et de change sont évalués et varient dans le temps.
Lamia SEBAI, siwar ELLOUZ
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