[HTML][HTML] Stock market and its liquidity: Evidence from ARDL bound testing approach in the Indian context
SN Bhattacharya, M Bhattacharya… - Cogent Economics & …, 2019 - Taylor & Francis
This paper attempts to capture the relationship between stock market movements and its
endogenous liquidity measures using Autoregressive Distributed-lag (ARDL) Bounds …
endogenous liquidity measures using Autoregressive Distributed-lag (ARDL) Bounds …
The assessment of market risk in the context of the current financial crisis
I Trenca, AM Pece, IS Mihuţ - Procedia Economics and Finance, 2015 - Elsevier
The correct management of the market risk has become a central point of interest for the
banking institutions, taking into consideration the magnitude of the effects generated by the …
banking institutions, taking into consideration the magnitude of the effects generated by the …
[图书][B] Role of Financial Derivatives in Risk Management
I Ramzan - 2018 - papers.ssrn.com
The word risk is termed to different meanings to different people (Adams, 2014). There is
disagreement about the meaning of word risk among people. The word risk is used by the …
disagreement about the meaning of word risk among people. The word risk is used by the …
[PDF][PDF] Performance of VaR in Developed and CEE Countries during the Global Financial Crisis
M Miletić, S Miletić - Romanian Journal of Economic Forecasting, 2016 - ipe.ro
The aim of this paper is to compare performance of Value at Risk (VaR) models in selected
developed and emerging countries in Central and Eastern Europe before and during the …
developed and emerging countries in Central and Eastern Europe before and during the …
[PDF][PDF] Asset Price Volatility of Listed Companies in the Vietnam Stock Market
BH Phuoc - lib.yhn.edu.vn
This study aims to measure the volatility in asset prices of listed companies in the Vietnam
stock market. The authors use models such as AR, MA and ARIMA combined with ARCH …
stock market. The authors use models such as AR, MA and ARIMA combined with ARCH …