نتایج جستجو برای: stock and price dependent demand
تعداد نتایج: 16945798 فیلتر نتایج به سال:
s tock returns of companies listed on the stock exchange is one of the most important criteria in assessing the macroeconomic. this study investigates the effect of exchange rate volatility on the stock exchange returns of d8 countries. it takes monthly data during the period (2008:1-2015:6) constituting 90 observations. at first we used panel-garch model to estimate exchange rate volatility in...
Stock price and its changes which reflect the individuals’ investment decisions in economic environment are the most important factors in evaluating the economic value of a company in stock market. Stock price changes are not independent of each other. Therefore, study of the correlation between stock price changes provides a better understanding of market performance for investors. Analysis of...
Abstract. In this article we study arithmetic Asian options when the underlying stock is driven by special semimartingale processes. We show that the inherently path dependent problem of pricing Asian options can be transformed into a problem without path dependency in the payoff function. We also show that the price satisfies a simpler integro-differential equation in the case the stock price ...
This paper uses from a New Keynesian model with microeconomic approach to survey effective channels of monetary policy in Iran on supply and demand of energy (oil and natural gas). This paper surveys effective factors on energy supply and demand in Iran and uses from data of 1969-2014 and SUR method for estimation. For analysis effects of energy price on macroeconomic variables from demand side...
Stocks and houses as two major assets which play important role in the balance sheet of Iranian households. Changes in two markets have a large influence on wealth and the general economy. The purpose of this study is to examine the relationship between stock and house prices over a thirty-year period using vector auto-regression (VAR). Using yearly data for the period from 1985 to 2013, we con...
We derive optimal portfolio weights for an investor who has a strong belief on the distribution of the stock price at a future time. That distribution may be in disagreement with standard equilibrium pricing models, and the investor wants to take advantage of the perceived mispricing and attractive risk premium. We compute numerically optimal weights for models in which the investor believes th...
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