Keyword Connections

market risk

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Bibliographies

9

1 The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model

2 The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model

3 perbandingan capital asset pricing model (capm) dan three factors model fama and french (tfmff) dalam mengestimasi return saham

4 Methods and Models of Market Risk Stress-Testing of the Portfolio of Financial Instruments

5 The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach

6 Relationship among weather effects, investors' moods and stock market risk: An analysis of bull and bear markets in Taiwan, Japan and Hong Kong

7 Estimating a covariance matrix for market risk management and the case of credit default swaps

8 Market risk, corporate governance, and the regulation during the recent financial crisis: The French context

9 Market risk, interest rate risk, and interdependencies in insurer stock returns: A system-GARCH model