|
|
|
|
|
Shahid Raza, Sun Baiqing, Pwint Kay-Khine and Muhammad Ali Kemal
The stock markets in developing countries are highly responsive to breaking news and events. Our research explores the impact of economic conditions, financial policies, and politics on the KSE-100 index through daily market news signals. Utilizing simpl...
ver más
|
|
|
|
|
|
|
|
|
|
|
Kejin Wu and Sayar Karmakar
Forecasting volatility from econometric datasets is a crucial task in finance. To acquire meaningful volatility predictions, various methods were built upon GARCH-type models, but these classical techniques suffer from instability of short and volatile d...
ver más
|
|
|
|
|
|
|
|
|
|
|
Mariam Abbas Soharwardi,Mumtaz Ahmad,Muhammad Nouman Shafique
Pág. 215 - 219
This paper inspected the exchange rate volatility in Pakistan within the time of 1981m07 to 2013m04 at that point discover its impacts on trade deficit. ARCH and GARCH models are developing for catching the unpredictability impact of exchange rate ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Arief Daryanto,Diani Aliya Sofia,Sahara Sahara,Antonya Rumondang Sinaga
Pág. 282 - 288
The international food crisis from 2007 to 2010 impacts the fluctuation of world?s food prices. Indonesia is one of the developing countries that are vulnerable to volatility in food prices because food is a necessity that is still partly imported and he...
ver más
|
|
|
|
|
|
|
|
|
|
|
Pieter-Henk Boer,Elias Munapo,Martin Chanza,Issaah A. Mhlanga
AbstractOrientation: Exchange market pressure (EMP) is the selling pressure of domestic currency or excess demand needed for foreign currency.Research purpose: The purpose of this study was to analyse EMP using extreme value theory (EVT) and to...
ver más
|
|
|
|
|
|
|
|
|
|
|
Kamran Mahmodpour,Yaser Sistani Badooei,Hadiseh Mohseni,Saman Veismoradi
Pág. 380 - 385
One of the most important and effectiveness of macroeconomics variables is prediction of future exchange rate trend which heavily considered by economic scholars. Its changes affects different parts of economic, thus it is necessary to model it to provid...
ver más
|
|
|
|
|
|
|
|
|
|
|
Yipeng Yang and Allanus Tsoi
In this paper, a level set analysis is proposed which aims to analyze the S&P 500 return with a certain magnitude. It is found that the process of large jumps/drops of return tend to have negative serial correlation, and volatility clustering phenome...
ver más
|
|
|
|
|
|
|
|
|
|
|
Dr. Nessrine HAMZAOUI ALOUI
Pág. 2400 - 2407
The purpose of this paper is to analyze the JPY/USD and the CAD/USD forward exchange premiums by adopting the ARCH/GARCH modeling, given its descriptive and predictive advantages. We estimate a symmetric linear model by taking into account the effect of ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Ahmad Muslim(1), (1) Faculty of Economics, University of Al Azhar Indonesia, Jakarta
Pág. 1 - 12
|
|
|
|
|
|