|
|
|
|
|
Nassar S. Al-Nassar
This study contributes to the ongoing debate on the size effect and size-based investment styles by investigating the return and volatility spillovers and time-varying conditional correlations among Saudi large-, mid-, and small-cap indices. To this end,...
ver más
|
|
|
|
|
|
|
|
|
|
|
Abdellilah Nafia, Abdellah Yousfi and Abdellah Echaoui
In recent years, a great deal of attention has been devoted to the use of neural networks in portfolio management, particularly in the prediction of stock prices. Building a more profitable portfolio with less risk has always been a challenging task. In ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Benjamin Mudiangombe Mudiangombe and John Weirstrass Muteba Mwamba
This paper examines the effects of the Standard and Poor?s 500 (SP500) stock index crash during the global financial crisis and the COVID-19 pandemic periods on the South African top sector indices (basic materials, consumer goods, consumer services, fin...
ver más
|
|
|
|
|
|
|
|
|
|
|
Nassar S. Al-Nassar and Beljid Makram
This study investigates return and asymmetric volatility spillovers and dynamic correlations between the main and small and medium-sized enterprise (SME) stock markets in Saudi Arabia and Egypt for the periods before and during the COVID-19 pandemic. Ret...
ver más
|
|
|
|
|
|
|
|
|
|
|
Joel Hinaunye Eita and Charles Raoul Tchuinkam Djemo
This paper attempted to apply an EVT-based pairwise copula method for modelling risk interaction between foreign exchange rates and equity indices of the Johannesburg Stock Exchange (JSE) and to model the dependence structure of the underlying assets wit...
ver más
|
|
|
|
|
|
|
|
|
|
|
Markus Arlindo Monteiro, Bennie Grové and Nicolette Matthews
Grain marketing is complex because important decisions are made on the timing of sales and the quantities sold at every trading activity. The literature suggest various grain-hedging strategies, however these strategies are not adaptable to changing mark...
ver más
|
|
|
|
|
|
|
|
|
|
|
Tomoko Takeda, Junko Kato, Takashi Matsumura, Takeshi Murakami and Amila Abeynayaka
The integration of artificial intelligence into various aspects of daily life is developing at a rapid pace in Japan. Discussions to govern applications of artificial intelligence to the field of social infrastructure are also critical and need to match ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Inzamam Ul Haq, Supat Chupradit and Chunhui Huo
Economic policy uncertainty and particularly COVID-19 has stimulated the need to investigate alternative avenues for policy risk management. In this context, this study examines the dynamic association among economic policy uncertainty, green bonds, clea...
ver más
|
|
|
|
|
|
|
|
|
|
|
Osaretin Kayode Omoregie,Sodik Adejonwo Olofin
Pág. 170 - 179
Discussions on the separate effect of oil price and exchange rate fluctuations on economic activity and corporate performance in Nigeria are inconclusive. This study investigates the simultaneous influence of oil price and exchange rate and the impact of...
ver más
|
|
|
|
|
|
|
|
|
|
|
Aleksandar Manic, Zoran Grubi?ic
Pág. 179 - 186
|
|
|
|
|
|