Results 61 to 70 of about 7,605 (185)

Dynamics and co-movements between the COVID-19 outbreak and Polish stock market: A dynamic conditional correlation modeling and wavelet coherence analysis

International Journal of Management and Economics
This study makes a comparative assessment of the relation between four waves of the COVID-19 pandemic and the stock market in Poland. We utilize the Autoregressive Moving Average-Asymmetric Dynamic Conditional Correlation-Generalized Autoregressive ...
Dzik-Walczak Aneta, Gaweł Anna
doaj   +1 more source

Unraveling the Asymmetric Dynamics of Oil Price Shocks and Market Volatility on Stock Returns: Evidence from Nardl Panel Approach

ECONOMICS
This study investigates the asymmetric interaction between oil price shocks and stock returns and market volatility in a heterogeneous panel of economies using the Nonlinear Autoregressive Distributed Lag (NARDL) panel model.
Sadraoui Tarek, Neffati Mohamed, Achour Wafa   +2 more
doaj   +1 more source

Return Dynamics and Volatility Spillovers Between FOREX and Stock Markets in MENA Countries: What to Remember for Portfolio Choice?

International Journal of Management and Economics, 2015
This article investigates the interdependence of stock-forex markets in MENA (Middle East and North Africa) countries for the February 26, 1999 to June 30, 2014 period.
Arfaoui Mongi, Ben Rejeb Aymen
doaj   +1 more source

Initial public offerings of foreign companies on stock markets in Europe – an institutional perspective

International Journal of Management and Economics
This paper aims to identify the institutional factors that shape the initial public offerings (IPOs) of foreign companies on regulated stock markets in Europe from 2010 to 2022.
Cieślik Sylwia, Sosnowski Tomasz
doaj   +1 more source

Forecasting Value-at-Risk Using Conditional Volatility Models: Evidence from Tehran Stock Exchange [PDF]

تحقیقات مالی, 2008
In this paper, we investigate the performance of parametric ARCH class models to forecast out-of-sample VaR for two portfolios of Tehran Stock Exchange (TSE) companies (Market portfolio and a portfolio of 50 liquid companies), using a number of ...
شاپور محمدی, رضا راعی, آرش فیض‌آباد   +2 more
doaj  

Assessment of the Insolvency Risk in Companies Listed on the Bucharest Stock Exchange

Studia Universitatis Vasile Goldis Arad, Seria Stiinte Economice, 2019
The present study presents, from the theoretical and pragmatic point of view, 6 of the established score models regarding the assessment of the insolvency risk, belonging to the Anglo-Saxon, Continental and Romanian schools.
Balteș Nicolae, Pavel Ruxandra Maria
doaj   +1 more source

G15 [PDF]

Arthropod Management Tests, 2012
P. J. Vittum, L. J. Brocklesby
openaire   +1 more source

Dynamic Interconnections and Contagion Effects Among Global Stock Markets: A Vecm Analysis

ECONOMICS
This paper investigates the nature of the associations and the potential existence of both short-run and long-run relationships between the stock market indices of Morocco, France, Germany, the United Kingdom, China, and the United States from January ...
Kadiri Hamza, Oukhouya Hassan, Belkhoutout Khalid, Himdi Khalid El   +3 more
doaj   +1 more source

The asset-backing risk of stablecoin trading: The case of Tether

Economics and Business Review
This article aims to analyse the asset-backing risk of stablecoins, focusing on international accounting standards, classification criteria, and auditing standards and using Tether as a case study. It examines Tether’s issuance, backing, controls, ratios,
Fernández Francisco Javier Jorcano, Fernández Miguel Ángel Echarte, Alonso Sergio Luis Náñez   +2 more
doaj   +1 more source

The portfolio theory of inflation and policy (in)effectiveness

Economics: Journal Articles, 2019
The analysis of open macroeconomies typically assumes (implicitly or explicitly) that resource allocation decisions are taken by domestic agents. The Portfolio Theory of Inflation (PTI) developed in this study assumes that some critical allocation ...
Bossone Biagio
doaj   +1 more source