نتایج جستجو برای: risk falling stock futures

تعداد نتایج: 1051855  

2013
Dong Jie Yao Yiyong

Volatility spillover effect in international financial markets is one of the principal issues that widely attract academic and industrial scholars’ attention. Through constructing a binary GARCH-BEKK model, this study empirically tests the volatility effects among stock market, gold market, WTI crude oil futures market and spot market, and concludes that there is bidirectional volatility spillo...

1998
Lucy F. Ackert M. D. Racine

We used a no-arbitrage, cost-of-carry pricing model to examine whether equity spot and futures markets are cointegrated. A stock index and its futures price should be cointegrated if the cost of carry is stationary. Otherwise, the appropriate cointegrating relationship is trivariate. We found that the Standard and Poor’s 500 index, associated futures series, and interest rate are all nonstation...

2011
Manmohan Mall B. B. Pradhan

In recent years, the increasing importance of the futures market in the Indian financial markets has received considerable attention from researchers, academicians and financial analysts. This paper is an attempt to examine the time varying properties of volatility of India’s stock index futures market. The application of GARCH class models provides the evidence of the persistence of time varyi...

2016
Gang-Jin Wang Chi Xie

Using a spillover index approach, we investigate volatility spillovers across China’s stock, bond, commodity futures, and foreign exchange (FX) markets and their evolution during the period 2005–2015. We find that these four financial markets are weakly integrated. The stock market is the largest net sender of volatility spillovers to other markets, followed by the bond market, and the FX and c...

2015
Alexander David

April 2015 Abstract We present evidence that the aggregate capital stock of firms in oil and gas exploration and development (E&D) as well as firms’ inventories help in explaining the dynamics of the slope of the futures curve for crude oil. Standard structural approaches for modeling the futures curve either highlight the role of inventory (storage models) or the rate of extraction (production...

Journal: :Physical review. E, Statistical, nonlinear, and soft matter physics 2013
Zeyu Zheng Kazuko Yamasaki Joel N Tenenbaum H Eugene Stanley

In a highly interdependent economic world, the nature of relationships between financial entities is becoming an increasingly important area of study. Recently, many studies have shown the usefulness of minimal spanning trees (MST) in extracting interactions between financial entities. Here, we propose a modified MST network whose metric distance is defined in terms of cross-correlation coeffic...

Journal: :iranian journal of public health 0
neslihan lök dept. of public health nursing, faculty of health sciences, selçuk university selçuklu-konya 42100, turkey. belgin akin

this is a cross-sectional study aiming at analyzing the relation between falling and domestic environmental -risk factors in community-dwelling elderly.the study consisted of 243 randomly chosen community-dwelling elderly over 65 years of age living around a health care center in central selcuklu, konya. data were collected with a questionnaire form including socio-demographic and other charact...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید