Isbn: 9783659936661 - international transmission of volatility: from mature markets to developing markets (5 risultati)

Paperback. Condizione: Brand New. 52 pages. 8.66x5.91x0.12 inches. In Stock.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The study tries to examine the mature market's (DAX, LSE, NIKKEI, NYSE, SSE) volatility transmission to developing market(s) (KSE). A ten year's (2005-2015) daily, weekly and monthly index returns of these markets are investigated under this study on which three econometric tests i.e. ADF (unit root), Chow and GARCH model are run to explore and analyze the stationarity, structural breaks and volatility effect from mature markets to volatile market(s) respectively. Results were found to be significant for all the observations, hence showing a transfer of volatility from all the mature markets under study i.e. DAX, LSE, NIKKEI, NYSE and SEE, to the volatile market which in this case is KSE. All the tests are run in econometric software EViews where GARCH model is used as the basic tool for analysis with support of ADF (unit root) and Chow test. 52 pp. Englisch.…

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Khan Haider ZamanAuthor is MBA graduate in Finance with comprehensive knowledge of corporate world and investments through strategic management and opportunity creation by in depth analysis of contemporary issues pertaining to financ.…

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The study tries to examine the mature market's (DAX, LSE, NIKKEI, NYSE, SSE) volatility transmission to developing market(s) (KSE). A ten year's (2005-2015) daily, weekly and monthly index returns of these markets are investigated under this study on which three econometric tests i.e. ADF (unit root), Chow and GARCH model are run to explore and analyze the stationarity, structural breaks and volatility effect from mature markets to volatile market(s) respectively. Results were found to be significant for all the observations, hence showing a transfer of volatility from all the mature markets under study i.e. DAX, LSE, NIKKEI, NYSE and SEE, to the volatile market which in this case is KSE. All the tests are run in econometric software EViews where GARCH model is used as the basic tool for analysis with support of ADF (unit root) and Chow test.…

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The study tries to examine the mature market¿s (DAX, LSE, NIKKEI, NYSE, SSE) volatility transmission to developing market(s) (KSE). A ten year¿s (2005-2015) daily, weekly and monthly index returns of these markets are investigated under this study on which three econometric tests i.e. ADF (unit root), Chow and GARCH model are run to explore and analyze the stationarity, structural breaks and volatility effect from mature markets to volatile market(s) respectively. Results were found to be significant for all the observations, hence showing a transfer of volatility from all the mature markets under study i.e. DAX, LSE, NIKKEI, NYSE and SEE, to the volatile market which in this case is KSE. All the tests are run in econometric software EViews where GARCH model is used as the basic tool for analysis with support of ADF (unit root) and Chow test.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 52 pp. Englisch.…