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Mar 30 2024 |
Boumediene Souiki and Françoise Seyte |
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Liquidity on Eurozone stock markets: A non-linear approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jul 16 2017 |
Maxim Zagonov , Angela Kate Pettinicchio and Galla Salganik-Shoshan |
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Audit quality, bank risks, and cross-country regulations. |
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Abstract Contact Information Citation Full Text - Note |
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Oct 10 2016 |
Amit Ghosh |
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Determinants of Gold Demand in Reserve Bank of India's foreign exchange reserve portfolio. |
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Abstract Contact Information Citation Full Text - Note |
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Jun 01 2015 |
Rachida Hennani and Michel Terraza |
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Contributions of a noisy chaotic model to the stressed Value-at-Risk |
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Abstract Contact Information Citation Full Text - Note |
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Apr 23 2014 |
Bruno Milani and Paulo Sérgio Ceretta |
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A multiscale approach to emerging market pricing |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Aug 14 2012 |
Walid Chkili |
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Is currency risk priced for emerging stock markets? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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May 17 2012 |
Yunmi Kim |
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Autoregressive conditional beta |
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Abstract Contact Information Citation Full Text - Note |
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Dec 09 2011 |
Wafa Snoussi and Mhamed ali El-aroui |
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Impact of Returns Time Dependency on the Estimation of Extreme Market Risk |
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Abstract Contact Information Citation Full Text - Note |
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Apr 10 2011 |
Khaled Guesmi |
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Time varying regional integration in emerging stock market |
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Abstract Contact Information Citation Full Text - Note |
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Mar 18 2004 |
AROURI Mohamed El Hedi |
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The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk. |
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Abstract Contact Information Citation Full Text - Note |
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