Items where Subject is "G19 - Other"

A

Abubakar, Jamila and Aysan, Ahmet Faruk (2021): Research trends in the field of Islamic Social Finance.

Adeleye, Ngozi and Osabuohien, Evans and Bowale, Ebenezer and Matthew, Oluwatoyin and Oduntan, Emmanuel (2017): Financial reforms and credit growth in Nigeria: Empirical insights from ARDL and ECM techniques. Published in: International Review of Applied Economics No. DOI: 10.1080/02692171.2017.1375466 (October 2017): pp. 1-14.

B

Bacha, Obiyathulla I. (2004): Pricing Hybrid Securities: The Case of Malaysian ICULS. Published in: The Journal of International Finance , Vol. 16, No. 3 (2004): pp. 3154-3172.

Bacha, Obiyathulla I. and Abdul, Jalil O. and Othman, Khairudin (1999): Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market. Published in: Capital Markets Review , Vol. 7, No. 1-2 (1999): pp. 1-46.

Bacha, Obiyathulla I. and Mohamed, Eskandar R. and Ramlee, Roslily (2008): The Efficiency of Trading Halts; Evidence from Bursa Malaysia. Published in: The International Journal of Banking and Finance , Vol. 5, No. 2 (March 2008): pp. 125-148.

Bardong, Florian and Bartram, Söhnke M. and Yadav, Pradeep K. (2007): Are Short-sellers Different?

Berentsen, Aleksander and Markheim, Marina (2022): Real estate tokenization as an alternative investment solution. Forthcoming in: Springer Book on “Innovation and Real Estate”

Brett, Craig and Sarkar, Saikat (2022): Financial bubbles and income inequality.

Bégué-Turon, Jean-Loïc and Perraudeau, Yves and Rautureau, Nicolas (2006): The potential use of derivatives to manage the price risk of seafood markets: the case of sole and cuttlefish in France.

C

Cakir, Murat (2001): Credit Derivatives in Managing Off Balance Sheet Risks by Banks.

Cebula, Richard (2004): A Preliminary Analysis of the Presidential Approval Rating. Published in: The Elgar Companion to Public Economics: Empirical Public Economics (17 May 2006): pp. 274-281.

Cebula, Richard and Yang, Bill (2008): Yield to Maturity Is Always Realized as Promised: A Reply. Published in: Journal of Economics and Finance Education , Vol. 8, No. 2 (28 February 2009): pp. 38-41.

Celso-Arellano, Pedro and Gualajara, Victor and Coronado, Semei and Martinez, Jose N. and Venegas-Martínez, Francisco (2023): Impact of the global fear index (covid-19 panic) on the S&P global indices associated with natural resources, agribusiness, energy, metals and mining: Granger Causality and Shannon and Rényi Transfer Entropy. Published in: Entropy , Vol. 25, No. 303 (8 February 2023): pp. 1-12.

Cesari, Riccardo and Marzo, Massimiliano and Zagaglia, Paolo (2012): Effective Trade Execution. Forthcoming in:

Condorelli, Stefano (2018): Price momentum and the 1719-20 bubbles: A method to compare and interpret booms and crashes in asset markets.

D

Daskalakis, George and Symeonidis, Lazaros and Markellos, Raphael (2009): Does the weather affect stock market volatility? Published in: Finance Research Letters , Vol. 7, No. 4 (December 2010)

Delis, Manthos and Mylonidis, Nikolaos (2015): Trust, happiness, and households’ financial decisions.

Dumitriu, Ramona and Nistor, Costel and Stefanescu, Razvan (2009): Changes in the monthly effects from the Romanian foreign exchange market. Published in: Proceedings of the Challenges for Analysis of the Economy, the Businesses, and Social Progress International Scientific Conference, Szeged, November 19-21, 2009 (14 July 2010): pp. 545-562.

Dumitriu, Ramona and Stefanescu, Razvan (2013): Efecte Gone Fishin’ la Bursa de Valori din Bucureşti.

Dumitriu, Ramona and Stefanescu, Răzvan (2019): The extended Friday the 13th Effect in the US stock returns.

E

Egli, Daniel and Blum, Peter and Dacorogna, Michel M and Müller, Ulrich A (2005): Is the gamma risk of options insurable?

F

Fathi, Abid and Nader, Naifar (2007): Copula based simulation procedures for pricing basket Credit Derivatives.

Fathi, Abid and Nader, Naifar (2007): Price Calibration of basket default swap: Evidence from Japanese market.

G

Gan, Jumwu (2009): Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process.

Gimeno, Ricardo and Gonzalez, Clara I. (2012): An automatic procedure for the estimation of the tail index.

Gozgor, Giray and Nokay, Pinar (2011): Comparing forecast performances among volatility estimation methods in the pricing of european type currency options of USD-TL and Euro-TL. Published in: Journal of Money, Investment and Banking No. 19 (15 January 2011): pp. 130-142.

Grilli, Luca and Santoro, Domenico (2020): Boltzmann Entropy in Cryptocurrencies: A Statistical Ensemble Based Approach.

H

Hagstromer, Bjorn and Wlazlowski, Szymon (2007): Causality in Crude Oil Prices. Forthcoming in: Aston Working Paper Series

Hoffmann, Peter (2012): A dynamic limit order market with fast and slow traders.

Hoffmann, Peter (2012): A dynamic limit order market with fast and slow traders.

Hussain, Zahir and Ali, Syed Babar (2009): Implementation of Operational Risk Regime: A Case of Commercial Banks in Pakistan.

J

Jackwerth, Jens Carsten (1996): Generalized Binomial Trees. Published in: Journal of Derivatives , Vol. 5, No. 2 : pp. 7-17.

Jiranyakul, Komain (2009): Economic Forces and the Thai Stock Market, 1993-2007. Published in: NIDA Economic Review , Vol. 4, No. 2 (December 2009): pp. 1-12.

Jiranyakul, Komain (2009): Economic Forces and the Thai Stock Market, 1993-2007. Published in: NIDA Economic Review , Vol. 4, No. 2 (December 2009): pp. 1-12.

Julian, Inchauspe and Helen, Cabalu (2013): What Drives the Shanghai Stock Market? An Examination of its Linkage to Macroeconomic Fundamentals.

K

Kaizoji, Taisei (2010): Stock volatility in the periods of booms and stagnations. Published in: Science and Culture , Vol. 76, No. 9-10 : pp. 459-465.

L

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2016): Forecast in Capital Markets.

Lerner, Peter (2010): Theoretical analysis of the bid-ask bounce and Related Phenomena. Published in: Aestimatio No. 1 (December 2010): pp. 1-20.

M

MAKU, Olukayode E. and ATANDA, Akinwande Abdulmaliq (2010): Determinants of stock market performance in Nigeria: long-run analysis. Published in: Journal of Management and Organizational Behaviour , Vol. 1, No. 3 (2010): pp. 1-16.

Maku, Olukayode E. and Atanda, Akinwande A. (2009): Does Macroeconomic Indicators exert shock on the Nigerian Capital Market?

Malik, Saif Ullah (2014): Determinants of Currency Depreciation in Pakistan.

Mirakhor, Abbas (2010): Whither Islamic Finance? Risk Sharing in An Age of Crises.

Mishra, SK (2007): The nearest correlation matrix problem: Solution by differential evolution method of global optimization.

N

Nanaeva, Zhamal and Aysan, Ahmet Faruk and Shirazi, Nasim Shah (2021): Open banking in Europe: The impact of the Revised Payments Services Directive on Solarisbank and Insha. Forthcoming in: Journal of Payments Strategy & Systems

Nicolau, Mihaela (2010): Practitioners' tools in analysing financial markets evolution. Forthcoming in: Acta Universitatis Danubius - Oeconomica , Vol. 8, No. 3 (November 2010): pp. 82-103.

O

Obregon, Carlos (2023): Social Choice and Institutionalism. Published in:

Obregon, Carlos (2022): Supply Side Keynesianism. Published in:

Obregon, Carlos (2022): Technology vs Nationalism: The Global Clash. Published in:

S

Siddiqi, Hammad (2020): Resource allocation in the brain and the Capital Asset Pricing Model.

Singh, Saurabh and Saharawat, Swati (2011): Hedging dynamics with gold futures. Published in: Pantnagar Journal of Research , Vol. 10, No. 1 (2012): pp. 71-77.

Sinha, Pankaj and Mathur, Kritika (2013): Price, Return and Volatility Linkages of Base Metal Futures traded in India.

Spanos, Loukas and Mylonakis, John (2006): Internet corporate reporting in Greece. Published in: European Journal of Economics, Finance and Administrative Sciences No. 7 (2006)

Stefanescu, Razvan and Dumitriu, Ramona (2013): Impact of the foreign exchange rates fluctuations on returns and volatility of the Bucharest Stock Exchange. Published in: Proceedings of the 5th International Conference on Economics and Administration No. 2013 (May 2013): pp. 197-209.

Stefanescu, Razvan and Dumitriu, Ramona (2011): Linkages between the stock prices and the exchange rates during the global crisis: the case of Romania. Published in: Proceedings of the 16th International Scientific Conference “Knowledge Based Organization”, Sibiu, 2011 , Vol. 2, No. Economic, Social and Administrative Approaches (17 November 2011): pp. 311-317.

Stefanescu, Razvan and Dumitriu, Ramona (2013): MOY effects in returns and in volatilities of the Romanian capital market.

Stefanescu, Razvan and Dumitriu, Ramona (2013): Month-of-the-year effects on Romanian capital market before and after the adhesion to European Union. Published in: Econometric Modeling: International Financial Markets - Emerging Markets eJournal , Vol. 2, No. 21 (17 April 2013)

Stefanescu, Razvan and Dumitriu, Ramona (2016): Particularitǎţi ale evoluţiei variabilelor financiare.

Stefanescu, Razvan and Dumitriu, Ramona (2011): The SAD cycle for the Bucharest Stock Exchange. Published in: Proceedings of the International Conference “Risk in Contemporary Economy” XIIth Edition, 2011, Galati, Romania, “Dunarea de Jos” University of Galati – Faculty of Economics and Business Administration (21 November 2011): pp. 372-377.

Stefanescu, Razvan and Dumitriu, Ramona and Nistor, Costel (2009): Analysis of the dynamic relation between the currency rates and the interest rates from Romania and euro area before and during the financial crisis. Published in: Proceedings of the Challenges for Analysis of the Economy, the Businesses, and Social Progress International Scientific Conference, Szeged, November 19-21, 2009 (14 July 2010): pp. 563-578.

Stefanescu, Razvan and Dumitriu, Ramona and Nistor, Costel (2009): Investigation about the presence of the day – of - the - week effect in the Bucharest Stock Exchange. Published in: The Proceedings of the 15th International Conference “The Knowledge-Based Organization”, Sibiu 26-28 November 2009 , Vol. 3/2009, No. Economic Sciences (19 November 2009): pp. 164-169.

Stefanescu, Razvan and Dumitriu, Ramona and Nistor, Costel (2012): Prolonged holiday effects on Romanian capital market before and after the adhesion to EU. Published in: Vanguard Scientific Instruments in Management No. 1(6)/2013 (2013): pp. 125-134.

Stefanescu, Răzvan and Dumitriu, Ramona (2020): Efectul Turn-of-the-Year pe piaţa valutară din România.

Stefanescu, Răzvan and Dumitriu, Ramona (2016): Statistica descriptivă a seriilor de timp financiare.

Stefanescu, Răzvan and Dumitriu, Ramona (2016): The impact of the Great Lent and of the Nativity Fast on the Bucharest Stock Exchange. Published in: VANGUARD SCIENTIFIC INSTRUMENTS IN MANAGEMENT , Vol. 1, No. 12 (2016)

T

Trabelsi, Mohamed Ali (2010): Choix de portefeuille: comparaison des différentes stratégies. Published in: Editions Universitaires Européennes No. ISBN: 978-613-1-55044-7 (1 December 2010): pp. 1-324.

Trabelsi, Mohamed Ali (2010): Overreaction and Portfolio Selection Strategies in the Tunisian stock market. Published in: Journal of Risk Finance , Vol. 11, No. 3 (2010): pp. 310-322.

Trabelsi, Mohamed Ali (2008): Peut-on Encore Parler des Mesures de Performance ? Published in: Revue Tunisienne d'Economie et de Gestion , Vol. 25, No. 25 (2008): pp. 265-295.

Trabelsi, Mohamed Ali (2008): Peut-on encore parler des mesures de performance ? Published in: Revue Tunisienne d’Economie et de Gestion , Vol. 25, No. 25 (2008): pp. 265-295.

Trabelsi, Mohamed Ali (2008): Sur-réaction sur le marché tunisien des actions : une investigation empirique. Published in: La Revue des Sciences de Gestion No. 236 (March 2009): pp. 51-58.

Trabelsi, Mohamed Ali (2009): Sur-réaction sur le marché tunisien des actions : une investigation empirique. Published in: La Revue des Sciences de Gestion , Vol. 236, (2009): pp. 51-58.

Trabelsi, Mohamed Ali (2009): Sur-réaction sur le marché tunisien des actions : une investigation empirique. Published in: La Revue des Sciences de Gestion No. 236 (March 2009): pp. 51-58.

Trabelsi, Mohamed Ali (2010): Sélection de portefeuille via la stratégie de sur-réaction. Published in: Revue Sciences de Gestion No. 73 (2010): pp. 57-71.

Tumasyan, Hovik (2018): A Second Look at Post Crisis Pricing of Derivatives - Part I: A Note on Money Accounts and Collateral.

W

Wagner, Helmut and Matanovic, Eva (2012): Volatility Impact of Stock Index Futures Trading - A Revised Analysis. Published in: Journal of Applied Finance & Banking , Vol. 2, No. 5 (2012): pp. 113-126.

Y

Yamori, Nobuyoshi (2009): Characteristics of Japan’s Commodities Index and its Correlation with Stock Index.

Yamori, Nobuyoshi (2010): Co-movement between Commodity Market and Equity Market: Does Commodity Market Change?

Yashkir, Olga and Yashkir, Yuriy (2013): Loss Given Default Modelling: Comparative Analysis. Published in: Journal of Risk Model Validation , Vol. 7, No. 1 (27 March 2013)

Z

ZAAROUR, Fatma and AJIMI, Adnene (2021): Les Transferts de Fonds Monétaires et les marchés boursiers dans les pays en développement.

Zvezdin, Nikolay (2019): Tranched Value Securities.