Results 131 to 140 of about 2,339 (211)
Central bank intervention and overnight uncovered interest rate parity [PDF]
This paper considers the impact of U.S. and German central bank intervention on the risk premium in forward foreign exchange markets.Foreign exchange - Law and ...
Richard T. Baillie, William P. Osterberg
core
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields. [PDF]
Q Rev Econ Finance, 2022 Caporale GM, Gil-Alana LA, Poza C.
europepmc +1 more source
DETECTING REGIME SWITCHES IN THE EUR/RON EXCHANGE RATE VOLATILITY [PDF]
In the present study we develop and implement a short term exchange rate forecasting methodology using dynamic confidence intervals based on GARCH processes and we analyze whether this methodology can be used to model a regime switch in the volatility ...
Necula Ciprian, Radu Alina-Nicoleta
core
Fintech in islamic finance literature: A review. [PDF]
Heliyon, 2022 Alshater MM +3 more
europepmc +1 more source
Understanding the Nature of the Long-Range Memory Phenomenon in Socioeconomic Systems. [PDF]
Entropy (Basel), 2021 Kazakevičius R +3 more
europepmc +1 more source
Modeling Long Memory in REITs [PDF]
One stylized feature of financial volatility impacting the modeling process is long memory. This paper examines long memory for alternative risk measures, observed absolute and squared returns for Daily REITs and compares the findings for a market equity
Cotter, John, Stevenson, Simon
core +1 more source
How to Promote the Performance of Parametric Volatility Forecasts in the Stock Market? A Neural Networks Approach. [PDF]
Entropy (Basel), 2021 Su JB.
europepmc +1 more source
Long Memory and FIGARCH Models for Daily and High Frequency Commodity Prices [PDF]
Daily futures returns on six important commodities are found to be well described as FIGARCH fractionally integrated volatility processes, with small departures from the martingale in mean property. The paper also analyzes several years of high frequency
Jeongseok Song +3 more
core
AI companies' strategies with traditional vs. digital assets amid geopolitical and banking crises. [PDF]
HeliyonDammak W +3 more
europepmc +1 more source