Buscar
Mostrando ítems 1-10 de 1567
The Differences in Stock Market Performance: A Comparative Study on Capital Market
(Universidad del Zulia, 2019)
Indonesian stock market: Do bear and bull matter?
(Universidad del Zulia, 2020)
Performance of Alternative Estimation Procedures of the Implied Equity Duration in a Small Stock Market
This paper is focused on the measurement of interest rate risk of nonfinancial firms. The measurement is the initial step in the risk management, which, in the context of financial risks, it is expected to lead to better ...
Automatic model selection for forecasting Brazilian stock returns
(2015-08-07)
This study aims to contribute on the forecasting literature in stock return for emerging markets. We use Autometrics to select relevant predictors among macroeconomic, microeconomic and technical variables. We develop ...
The effect of macroeconomic variables on the robustness of the traditional Fama–French model. A study for Mexico using different portfolios
(Universidad ESAN. ESAN EdicionesPE, 2021-12-19)
Purpose. Fama–French model (FFM) has been successful in helping to predict the financial markets, but investors have been interested in creating more sophisticated models to better predict the performance of the stock ...
Stock market development and economic performance: the case of Mexico
(Universidad Alberto Hurtado. Facultad de Economía y Negocios, 2015)
The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets
We explore the evolution of the informational efficiency in 45 cryptocurrency markets and 16 international stock markets before and during COVID-19 pandemic. The measures of Largest Lyapunov Exponent
(LLE) based on the ...
Portfolio selection models: comparative analysis and applications to the brazilian stock market.
(Revista de Economia e Agronegócio, 2018)
Automatic model selection for forecasting Brazilian stock returns
(2015-03-27)
This study aims to contribute on the forecasting literature in stock return for emerging markets. We use Autometrics to select relevant predictors among macroeconomic, microeconomic and technical variables. We develop ...