Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics
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Published By Springer International Publishing

9783030541071, 9783030541088

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Financial Econometrics and Systemic Risk

Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics ◽

10.1007/978-3-030-54108-8_3 ◽

2021 ◽

pp. 65-91

Author(s):

M. Hakan Eratalay

Keyword(s):

Systemic Risk ◽

Financial Econometrics

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An Amalgamation of Big Data Analytics with Tweet Feeds for Stock Market Trend Anticipating Systems: A Review

Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics ◽

10.1007/978-3-030-54108-8_17 ◽

2021 ◽

pp. 397-435

Author(s):

Deepika Nalabala ◽

M. Nirupama Bhat ◽

P. Victer Paul

Keyword(s):

Big Data ◽

Stock Market ◽

Data Analytics ◽

Big Data Analytics

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Monetary Policy Shocks, Financial Heterogeneity, and Corporate Dynamic Investment Activity

Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics ◽

10.1007/978-3-030-54108-8_4 ◽

2021 ◽

pp. 93-108

Author(s):

Mahbuba Aktar ◽

Qu Wenzhou ◽

Hijbulla Al Mahmud ◽

Mohammad Zoynul Abedin

Keyword(s):

Monetary Policy ◽

Monetary Policy Shocks ◽

Investment Activity ◽

Dynamic Investment ◽

Policy Shocks

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ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models

Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics ◽

10.1007/978-3-030-54108-8_12 ◽

2021 ◽

pp. 287-300

Author(s):

Lokman Kantar

Keyword(s):

Exchange Rate ◽

Exchange Rate Volatility ◽

Garch Models ◽

Arch Models

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Construction of the Monetary Conditions Index with TVP-VAR Model: Empirical Evidences for Turkish Economy

Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics ◽

10.1007/978-3-030-54108-8_9 ◽

2021 ◽

pp. 215-228

Author(s):

Coşkun Akdeniz

Keyword(s):

Var Model ◽

Turkish Economy

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Performance of MS-GARCH Models: Bayesian MCMC-Based Estimation

Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics ◽

10.1007/978-3-030-54108-8_14 ◽

2021 ◽

pp. 323-356

Author(s):

Lawrence Diteboho Xaba ◽

Ntebogang Dinah Moroke ◽

Lebotsa Daniel Metsileng

Keyword(s):

Garch Models ◽

Bayesian Mcmc

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Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach

Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics ◽

10.1007/978-3-030-54108-8_2 ◽

2021 ◽

pp. 31-64

Author(s):

Katleho Makatjane ◽

Ntebo Moroke ◽

Elias Munapo

Keyword(s):

Extreme Value Theory ◽

Stock Exchange ◽

Value Theory ◽

Extreme Value ◽

Theory Approach ◽

Tail Behavior ◽

Johannesburg Stock Exchange

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Exchange Rate Sensitivity of Firm Value: Evidence from Nonfinancial Firms Listed on Borsa Istanbul

Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics ◽

10.1007/978-3-030-54108-8_6 ◽

2021 ◽

pp. 141-165

Author(s):

İbrahim Ethem Güney ◽

Abdullah Kazdal ◽

Doruk Küçüksaraç ◽

Muhammed Hasan Yılmaz

Keyword(s):

Exchange Rate ◽

Firm Value ◽

Rate Sensitivity ◽

Nonfinancial Firms

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Exploratory Classification of Time-Series

Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics ◽

10.1007/978-3-030-54108-8_1 ◽

2021 ◽

pp. 1-29

Author(s):

Sergio Camiz

Keyword(s):

Time Series

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Monetary Policy Regimes, Fiscal Implications, and Policy Interactions Among Developing Economies

Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics ◽

10.1007/978-3-030-54108-8_10 ◽

2021 ◽

pp. 229-265

Author(s):

Antonio Pacifico

Keyword(s):

Monetary Policy ◽

Developing Economies ◽

Policy Regimes ◽

Policy Interactions ◽

Fiscal Implications

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Handbook of Research on Emerging Theories, Models, and Applications of Financial EconometricsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Financial Econometrics and Systemic Risk

An Amalgamation of Big Data Analytics with Tweet Feeds for Stock Market Trend Anticipating Systems: A Review

Monetary Policy Shocks, Financial Heterogeneity, and Corporate Dynamic Investment Activity

ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models

Construction of the Monetary Conditions Index with TVP-VAR Model: Empirical Evidences for Turkish Economy

Performance of MS-GARCH Models: Bayesian MCMC-Based Estimation

Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach

Exchange Rate Sensitivity of Firm Value: Evidence from Nonfinancial Firms Listed on Borsa Istanbul

Exploratory Classification of Time-Series

Monetary Policy Regimes, Fiscal Implications, and Policy Interactions Among Developing Economies

Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics
Latest Publications