Identification of linkages among capital markets is crucial for forming policies that take into
account risk associated with international financial markets in-terdependencies. Thus, the …

Using annual data that records leverage levels of 77 non-financial firms in Spain prior and
during the financial crisis, we demonstrate that tangibility, size, volatility, profitability, nondebt …

This study utilizes the extreme value theory (EVT) approach to compare the performance of
a wide variety of range-based volatility estimators in the analysis of causality in risk between …

Identification of linkages among capital markets is crucial for forming policies that take into
account risk associated with international financial markets in-terdependencies. Thus, the …

Since 1982 the term “financial econometrics” has been present in the enormous literature
that covers both methodologies and empirical analyses of the processes observed on the …

The purpose of the research is to compare the performance of different volatility measures
while used in testing for causality in risk between several emerging and mature capital …

Transmisja ryzyka, wywoáana przez duĪe zmiany cen, jest waĪna dla wszystkich uczestników
rynku, zarówno dla inwestorów jak i instytucji nadzorujących, dlatego teĪ powinna byü …

Short history of Kazakh independent economy exhibits a very important step forward in
comparison with other Central Asian countries of a similar economic origin. This is mainly …

Central Asian countries have started their history in early 90s of the XX century. Monetary
system was one of the most important institutions and challenges of newly established …

Od 1982 roku termin „ekonometria finansowa” jest obecny w niezwykle rozległej literaturze
przedmiotu, obejmującej zarówno modele i metody wnioskowania, jak i ich zastosowania w …