Analysis of Government Bonds as an Indicator for Stock Market

conditional copula-garch methods for value at risk of portfolio: the case of tehran stock exchange market

ارزش در معرض ریسک یکی از مهمترین معیارهای اندازه گیری ریسک در بنگاه های اقتصادی می باشد. برآورد دقیق ارزش در معرض ریسک موضوع بسیارمهمی می باشد و انحراف از آن می تواند موجب ورشکستگی و یا عدم تخصیص بهینه منابع یک بنگاه گردد. هدف اصلی این مطالعه بررسی کارایی روش copula-garch شرطی در برآورد ارزش در معرض ریسک پرتفویی متشکل از دو سهام می باشد و ارزش در معرض ریسک بدست آمده با روشهای سنتی برآورد ارزش د...

Ranked market information as a stock return indicator

During the last two decades the academiccommunity has frequently reconsidered the issue of stock market efficiency and predictability of stock returns. The empirical evidence suggests that prices do not reflect all publicly available information, hence indicating that future stock returns are at least to some extent predictable. Consequently, there seem to be anomalies present on the stock mark...

Developing Efficient Market Infrastructure and Secondary Market of Government Bonds

nano-rods zno as an efficient catalyst for the synthesis of chromene phosphonates, direct amidation and formylation of amines

چکیده ندارد.

Stock Market Reactions to the Issue of Cat Bonds

This paper is an attempt to evaluate the effect a cat bond issue has on the stock price of the issuing company by conducting an event study including cat bond issues done by publicly traded insurers and reinsurers. We find no significant price effect in either direction. This is consistent with the hypothesis that paid premiums are justified and total costs and benefits of laying off cat risk i...