184 BD Saint Germain
IPAG Business School
in Total Papers Downloads
ICAPM, integration, emerging markets, multivariate GARCH
Board of Directors, Gender, Diversity, Corporate Governance.
Pension funds; Unconventional monetary policy; Asset allocation; Interest rates
Corporate governance, Board of directors, Agency costs, Corporate governance, Cash holdings
Mutual Fund Performance, Idiosyncratic Risk, Liquidity, Style Analysis
Corporate social responsibility; Environmental Finance; Entrepreneurial Finance; Sustainable Finance; Fraud; Corporate Governance
Impact investing, Sustainable development, Socially responsible firms, Green finance instruments, Financial stability, Fraud, Corporate social responsibility
Commodity futures, GARCH, Long-term volatility, Macroeconomic effects, Mixed data sampling
cojumps, foreign asset holdings, international diversification
International asset pricing, segmentation, emerging markets, multivariate GARCH
international Asset Pricing, Segmentation, Emerging Markets, Multivariate GARCH
Diabolic Loop, Financial Intermediation, Sovereign Debt, Fiscal Policy
This is a Palgrave MacMillan paper. Palgrave MacMillan charges $30.00 .
File name: s41274.pdf
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stochastic processes, wavelet analysis, extreme value theory, VaR, oil-exchange rate portfolios
Fiscal Policy; Liquidity Trap; Fiscal Multipliers; Zero Lower Bound
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: TWEC.pdf
Mining stocks, Vine copulas, Risk measures, Tail dependence, Portfolio optimization
Stock Market Liberalization, Return Volatility, Emerging Stock Markets, Bivariate GARCH-M models, Structural Breaks, Pooled Time-Series Analysis
emerging markets, transparency, standards and codes, international financial architecture, sovereign debt and yield spreads
International Finance, Financial Liberalizations, Volatility Spillover, Emerging Stock Markets
Emerging markets, Stock market liberalization, Weak form efficiency, Time-varying predictability of stock returns, GARCH-in-Mean effect, Kalman Filter
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