Results 51 to 60 of about 1,552 (152)

The dynamic frequency-based shock transmission between Bitcoin investors’ emotions and U.S. sectoral stock conditional volatility: assessing the optimal weightage of Bitcoin returns in a U.S. sectoral stock return portfolio

Cogent Economics & Finance
This study pioneers the investigation of how shocks are transmitted between the conditional volatility of U.S. sectoral equity markets and investor sentiment in Bitcoin – measured via fear and greed indices (BSI) – across both high- and low-frequency ...
Mosab I. Tabash, Suhaib Anagreh, Suzan Sameer Issa, Zokir Mamadiyarov, Mohammed Alnahhal, Silvi Asna Prestianawati   +5 more
doaj   +1 more source

Valuation of Guaranteed Unitized Participating Life Insurance under MEGB2 Distribution

Discrete Dynamics in Nature and Society, 2019
Crisis events have significantly changed the view that extreme events in financial markets have negligible probability. Especially in the life insurance market, the price of guaranteed participating life insurance contract will be affected by a change in
Haitao Zheng, Junzhang Hao, Manying Bai, Zhengjun Zhang   +3 more
doaj   +1 more source

Shock transmission from global financial stress, bitcoin sentiment indices, U.S. and euro financial market uncertainty toward the GCC stock volatility

Cogent Business & Management
Most prior studies explain cross-country volatility interconnectedness without accounting for exogenous global uncertainty factors that influence equity returns. This study is the first to explore how major global uncertainty indicators such as U.S.
Abdullah A. Aljughaiman, Mosab I. Tabash, Suzan Sameer Issa, Abdulateif A. Almulhim   +3 more
doaj   +1 more source

Optimal hedge ratio and hedging effectiveness of Turkish stock index futures

, 2021
Bu tezin amacı, İMKB-30 endeks vadeli işlem sözleşmelerine ait optimal korunma oranının çeşitli ekonometrik modeller uygulanarak tespit edilmesidir. Optimal korunma oranının hesaplanmasında, Doğrusal Regresyon modeli, Yöney Kendiylebağlaşım (VAR) modeli, Hata Düzeltme modeli (ECM), GARCH modeli ve Çok Değişkenli GARCH (M-GARCH) modeli kullanılmıştır ...
openaire   +1 more source

The quantile domain volatility shock transmission between carbon emission trading system and European emerging stock markets: Practical implications for portfolio optimization. [PDF]

PLoS One
Aljughaiman AA, Tabash MI, Issa SS, Almulhim AA.   +3 more
europepmc   +1 more source

Agentic Finance: An Adaptive Inference Framework for Bounded-Rational Investing Agents. [PDF]

Entropy (Basel)
Montañez Jacquez S, Clippinger JH, Moroney M.   +2 more
europepmc   +1 more source

New trading strategy in investment and a new anomaly: A study of the hedge funds from emerging and developed markets. [PDF]

Heliyon, 2023
Wong WK, Cheong TS, Chui D, Lv Z, Vieito JP.   +4 more
europepmc   +1 more source

Interstage market spillovers of the photovoltaic industry chain in China. [PDF]

Sci Rep
Wang J, Li L, Shen T.
europepmc   +1 more source

An appraisal of fund of funds efficiency based on risk-adjusted performance measures: Application of an augmented WASPAS methodology. [PDF]

PLoS One
Shabani M, Khodarahmi A, Ghousi R, Mohammadi E, Ghanbari H.   +4 more
europepmc   +1 more source

Exploring the resting habits of invasive Aedes albopictus mosquitoes in Southern France. [PDF]

Sci Rep
Clauzon S, Sutter C, Bardy-Renard T, Lefèvre T, Lacour G, Marti R, Cornille H, Delachavonnery F, Lutrat C, Mignotte A, Simard F.   +10 more
europepmc   +1 more source