Results 41 to 50 of about 11,262 (157)
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan [PDF]
Both domestic and international tourism are a major source of service export receipts for many countries worldwide, and is also increasingly important in Taiwan. One of the three leading tourism source countries for Taiwan is the Republic of Korea, which
Chang, C-L., McAleer, M.J.
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A new method for estimating liquidity and stock returns in Indian stock market
China Accounting and Finance ReviewThis study aims to explore the impact of systematic liquidity risk on the averaged cross-sectional equity return of the Indian equity market. It also examines the effects of illiquidity and decomposed illiquidity on the conditional volatility of the ...
Tapas Kumar Sethy, Naliniprava Tripathy
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World Gold Price Forecast using APARCH, EGARCH and TGARCH Model
InPrime, 2020 Investment is a process of investing money for profit or material result. One investment commodity is gold. Gold is a precious metal in which the value tends to fluctuate over time.
Yanne Irene +2 more
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Business Strategy and the Environment, Volume 35, Issue 3, Page 3561-3606, March 2026.ABSTRACT Investors have long recognized the importance of firms in promoting sustainability, leading to the rise of socially responsible investment (SRI). Specifically, there is a growing preference for exchange‐traded funds (ETFs) that prioritize environmental, social, and governance (ESG) principles.
Sandra Tenorio‐Salgueiro +3 more
wiley +1 more source
Dynamic Conditional Correlations for Asymmetric Processes [PDF]
The paper develops two Dynamic Conditional Correlation (DCC) models, namely the Wishart DCC (wDCC) model. The paper applies the wDCC approach to the exponential GARCH (EGARCH) and GJR models to propose asymmetric DCC models.
Manabu Asai, Michael McAleer
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Estimating Volatility and Investment Risk: An Empirical Case Study for NIFTY MIDCAP 50 Index of National Stock Exchange (NSE) in India [PDF]
Ovidius University Annals: Economic Sciences Series, 2021 This study evaluates performance of Indian index considering NIFTY MIDCAP 50 index daily series returns. Autoregressive model EGARCH forecasts the volatility predictability and empirically analyze volatility pattern considering daily returns from NIFTY ...
Ramona Birau +2 more
doaj
Forecasting Carbon Prices: A Literature Review
Journal of Forecasting, Volume 45, Issue 2, Page 496-529, March 2026.ABSTRACT Carbon emissions trading is utilized by a growing number of states as a significant tool for addressing greenhouse gas emissions (GHG), global warming problem and the climate crisis. Accurate forecasting of carbon prices is essential for effective policy design and investment strategies in climate change mitigation.
Konstantinos Bisiotis +2 more
wiley +1 more source
A Time Series Analysis of the Nexus Between Macroeconomic Fundamentals and Stock Prices in Nigeria
Studies in Business and Economics, 2018 Since macroeconomic fundamentals have been found to play a vital role for changes in the economy of a country. Consequently, the onus is on the appropriate regulatory authorities to take measures in making amendments in these policies to put the economy ...
Ditimi Amassoma, Ifeoluwa Bolarinwa
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Price Volatility Spillover in Agricultural Markets: An Examination of U.S. Catfish Markets
Journal of Agricultural and Resource Economics, 2003 Price volatility spillovers in the U.S. catfish supply chain are analyzed based on monthly price data from 1980 through 2000 for catfish feed, its ingredients, and farm- and wholesale-level catfish.
Cumhur Buguk +2 more
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International Studies of Economics, Volume 21, Issue 1, Page 73-89, March 2026.ABSTRACT Communication with the market to guide public expectations has become a pivotal monetary policy instrument for central banks worldwide. Therefore, assessing the efficacy of communication in influencing personal expectations is essential for central banks.
Yuying Jin, Sunyao Xia
wiley +1 more source