Update search
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
NARROW
Format
Journal
Type
Date
Availability
1-5 of 5
Keywords: C58
Close
Follow your search
Access your saved searches in your account
Would you like to receive an alert when new items match your search?
Sort by
Journal Articles
Political stability and corruption nexus: an international perspective on European and Asian countries
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2024) 25 (3): 422–442.
Published: 27 February 2024
... Generalized method of moments K40 C58 D73 The estimate of the full scope of overall losses presents significant challenges because fraudulent activities are frequently ignored and seldom made public. Since there are secondary costs associated with the damage done to firms' image related...
Journal Articles
Re-examining asymmetric dynamics in the relationship between macroeconomic variables and stock market indices: empirical evidence from Malaysia
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2024) 25 (1): 19–34.
Published: 15 November 2023
... on the stock market in an emerging economy context. C22 C58 G15 E44 Hsing et al. (2013) analyzed the selected macroeconomic factors on the stock market of Mexico and revealed the negative effect of exponential GARCH (General Autoregressive Conditional Heteroskedasticity) between...
Journal Articles
Volatility discovery in cryptocurrency markets
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2021) 22 (5): 313–331.
Published: 27 September 2021
... i , ν 2 − 2 σ j , ν 2 . © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only Volatility Volatility discovery Bitcoin Cryptocurrency C58 G14 G15 where Δd is the fractional difference...
Journal Articles
An augmented macroeconomic linear factor model of South African industrial sector returns
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2020) 21 (5): 517–541.
Published: 30 November 2020
... conditions return generating process time-series standardized coefficients C01 C13 C32 C58 G12 G15 The South African stock market, the Johannesburg Stock Exchange (JSE), is a highly developed and globally integrated market. In terms of market capitalization, it exceeds the Madrid Stock...
Journal Articles
Portfolio allocation across variance risk premia
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2019) 20 (5): 556–593.
Published: 22 October 2019
...@ipag.fr 17 06 2019 24 08 2019 05 09 2019 © Emerald Publishing Limited 2019 Emerald Publishing Limited Licensed re-use rights only Implied volatility Realized volatility Portfolio optimization Markov-Switching Risk parity Variance risk premia C58 G11 F30...
