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Mesut BALIBEY,Serpil TURKYILMAZ
Pág. 836 - 848
Value-at-Risk (VaR) is a standard tool for measuring potential risk of economic losses in financial markets. In this study, we examine the convenience of the FIGARCH (1, d, 1) and FIAPARCH (1, d, 1) models in evaluating asymmetry features and long memory...
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Yolanda Stander,Daniël Marais,Ilse Botha
AbstractA new approach is proposed to identify trading opportunities in the equity market by using the information contained in the bivariate dependence structure of two equities. The relationships between the equity pairs are modelled with bivariate cop...
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Kelmara Mendes Vieira,João Luiz Becker
Pág. 69 - 104
This work develops a hybrid model of structural equations able to take simultaneously the hypotheses of signaling, liquidity, and optimal price level to explain the reaction to the stock dividends and stock splits. In the measurement model four construct...
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Mohd. Nur Syechalad,Muda Bahlia
Pág. 141 - 152
This study aims at determining the potential economic growth zones: Banda Aceh city, Sabang, and Aceh Besar regencies in Aceh province. The economic structure concerns regional and interregional specialization in the period of 2000 to 2006. This study co...
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Mary C. Swilling
The Carter-Torrijos Treaty of 1978, the initiative to relinquish controi of the Panama Canal Zone to the Republic of Panama, allowed Panama for the first time in its short history to become an autonomous nation and to take control of its destiny as a glo...
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