Table of contents
Does idiosyncratic risk matter? Evidence from mergers and acquisitions
Pascal Nguyen, Younes Ben Zaied, Thu Phuong PhamThis paper aims to investigate whether idiosyncratic volatility is a priced risk factor in the Australian stock market.
606
Cryptocurrencies vs global foreign exchange risk
Calvin W. H. CheongThis study aims to examine the properties of four major cryptocurrencies and how they can be used as a simpler alternative mode of hedging foreign exchange (FX) risks as compared…
2145
Adjusting for risk factors in mutual fund performance and performance persistence: Evidence from the Greek market during the debt crisis
Drosos Koutsokostas, Spyros Papathanasiou, Dimitris BaliosThe purpose of this paper is to examine the performance of Greek equity mutual funds and the persistence in annual performance for the period 2008-2017 by using a variety of…
515
Interest rates calibration with a CIR model
Giuseppe Orlando, Rosa Maria Mininni, Michele BufaloThe purpose of this paper is to model interest rates from observed financial market data through a new approach to the Cox–Ingersoll–Ross (CIR) model. This model is popular among…
684
ISSN:
1526-5943e-ISSN:
2331-2947ISSN-L:
1526-5943Online date, start – end:
1999Copyright Holder:
Emerald Publishing LimitedOpen Access:
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Balance SheetEditor:
- Nawazish Mirza