Titlebook: Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics; Burcu Ad?güzel Mercang?z Book 2021 The Edit

Axillary

,Predicting the Tail Behavior of Financial Times Stock?Exchange/Johannesburg Stock Exchange (FTSE/JS distributions to predict extreme losses of five South African (SA) financial times stock exchange/Johannesburg Stock Exchange (FTSE/JSE) closing banking indices. The effectiveness of risk measures for measuring risk of investment is also explored. A 5-day time series for the period of 02 January 20

Offstage

Financial Econometrics and Systemic Risk,s methods are used whether to extract the connections between institutions or assets by analyzing the related data or to construct a measure of systemic risk. There are many published survey papers on systemic risk. However, there is still a gap for research whose focus is particularly on the econom

討人喜歡

Monetary Policy Shocks, Financial Heterogeneity, and Corporate Dynamic Investment Activity,ge and cash holding as explanatory financial variables, firms with low leverage and high cash holding react more to monetary policy shocks in explaining the different investment levels of the firms. The interactions of the monetary policy shock variables are statistically insignificant for the high-

SHRIK

Oil Price Scenarios: Economic and Fiscal Impacts on the Kuwait Economy,cast, analysis and simulations are performed using the Kuwait SCPD macro model. For the Kuwait economy, the author has explored three scenarios corresponding to a low, medium and high oil price assumptions. The author analysed a price fall particularly in 2019–2020, which is a stylized representatio

ENACT

Exchange Rate Sensitivity of Firm Value: Evidence from Nonfinancial Firms Listed on Borsa Istanbul,alysis, the regression results using firm-level data show that currency fluctuations tend to influence the stock returns of 44 firms out of 177 firms in the sample in a significant way with negative average foreign exchange (FX) sensitivity coefficient. The sectoral-level analysis indicates that sec

RACE

Limited Dependent Variables (Logit and Probit Models) and an Application on BIST-100: Logit and Proat the dependent variable takes on two different values causes some problems in the model. These problems include the fact that the model’s errors do not show normal distribution, that the model’s errors take on values less than 0 or greater than 1, and that the relationship between dependent and in

Creditee

inconceivable

善于

冷淡一切