نتایج جستجو برای: keywords volatility
تعداد نتایج: 1993260 فیلتر نتایج به سال:
Introduction . Keywords, reflecting the main content of article, play an extremely important role in search for scientific papers databases. Together with title and abstract, keywords provide primary information about study. Selecting extracting effective is a time-consuming process, so its optimization requires further studying. Purpose. The article aimed at acquainting authors journal methods...
Acta Academica is an accredited, open access South African journal dedicated to scholarship in the humanities. The publishes independently refereed research articles It promotes perspectives of critical social theory and engagements with postcolonial post-developmental debates special references (Southern) Africa. thereby support scholarly work that examines how humanities twenty-first century ...
Many cities in the Global South are structurally different from Northern, particularly American, on which much of urban sociology’s conceptual apparatus has been based. Thus, depicting them terms a standard vocabulary risks imposing an inappropriate way seeing. We need that is able to accommodate their experience. This special issue contributes work building vocabulary. select five keywords soc...
This paper investigates empirically the effect of volatility of the exchange rate of the U.S. dollar vis-à-vis the euro on U.S. stock market volatility while controlling for a number of drivers of stock return volatility. Using a GARCH(1, 1) model and using weekly data covering the period from the week of January 1, 1999 through the week of January 25, 2010, it is found that the 9/11 terrorist ...
Utilizing finance conceptual framework, this paper applies a Frontier-Volatility analysis to illuminate regulatory policies effects on volatility under Iranian Banking Prudential Framework over the period 2003 to 2015 using the raw database collected, classified and compiled by the Rahavard Novin Co. version 3, Securities and Stock Exchange Organization. Findings portray that volatility is affe...
The present article studies the interactive relationships between oil price volatility and industries stocks of basic metals, petroleum and chemical products by using Vector Auto Regressive (VAR) and Multivariate Generalized Autoregressive Conditional Heteroskedastisity (GARCH) models from March 2004 to March 2015 empirically . In this research, the VAR-GARCH model is proposed, which is develop...
This paper suggests a composed option pricing model based on black-scholes and binomial tree models. So at first this two models are presented and analyzed. Then we showed black-scholes model is an appropriate option pricing model for stocks with low volatility and binomial trees model is an appropriate option pricing model for stocks with high volatility. Suggested model is a composed model of...
return and volatility spillovers are important for portfolio selection, asset valuation and market efficiency investigation. using a var-bekk framework model, this paper investigates return and volatility spillover effects between three size-sorted equity indices in tehran stock exchange (tse). although daily return of large stocks leads small stocks (lead-lag effect), there wasn’t any spillove...
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