Results 21 to 30 of about 868,102 (306)
Economies, 2019 The impact that oil market shocks have on stock markets of oil-related economies has several implications for both domestic and foreign investors. Thus, we investigate the role of the oil market in deriving the dynamic linkage between stock markets of ...
Manel Youssef, Khaled Mokni
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SAGE Open, 2021 To assess the time-varying dynamics in value-at-risk (VaR) estimation, this study has employed an integrated approach of dynamic conditional correlation (DCC) and generalized autoregressive conditional heteroscedasticity (GARCH) models on daily stock ...
Fahim Afzal +4 more
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Energy Reports, 2022 In this paper, we examine various characteristics of both base and peak electricity spot prices and their returns, and investigate dependence structures, extreme co-movements, risk spillovers, and integration relationships among the five major European ...
Sel Ly +3 more
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Heliyon, 2020 The dynamic and growing interdependent nature of equity markets across the world has elicited the interest of investors and researchers alike. This study examines the dynamic interactions between the Nigerian stock market and selected regional and global
Eseosa David Obadiaru +3 more
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Equity return volatility in Africa’s stock markets: A dynamic panel approach
Cogent Economics & Finance, 2023 This study examines the determinants of time-varying return volatility of Africa’s equity markets using monthly indices of eight top African stock markets.
Godfred Aawaar +2 more
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Estimating Demand for Dynamic Pricing in Electronic Markets [PDF]
, 2011 Economic theory suggests sellers can increase revenue through dynamic pricing; selling identical goods or services at different prices. However, such discrimination requires knowledge of the maximum price that each consumer is willing to pay; information ...
Cartlidge, J, Phelps, Steve
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A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates.
PLoS ONE, 2018 In this study, we assess the dynamic evolution of short-term correlation, long-term cointegration and Error Correction Model (hereafter referred to as ECM)-based long-term Granger causality between each pair of US, UK, and Eurozone stock markets from ...
Yanhua Chen +3 more
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Frontiers in Environmental Science, 2023 In this paper, we propose the copula-mixed frequency data sampling model incorporating time-varying risk aversion (RA) (copula-MIDAS-RA model) to investigate the impact of time-varying RA on the dynamic dependence between crude oil futures and European ...
Xinyu Wu, Zhitian Zhu
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Regime-dependent relation between Islamic and conventional financial markets
Borsa Istanbul Review, 2018 The aim of this paper is to examine regime-dependent dynamic relation between Islamic and conventional financial markets by means of Markov Switching Vector Autoregression (MS-VAR).
Emrah Ismail Cevik, Mehmet Fatih Bugan
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Dynamic Relationship Marketing [PDF]
Journal of Marketing, 2016 Firms routinely engage in relationship marketing (RM) efforts to improve their relationships with business partners, and extant research has documented the effectiveness of various RM strategies. According to the perspective proposed in this article, as customers migrate through different relationship states over time, not all RM strategies are ...
Zhang, Jonathan Z. +3 more
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