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Toplam kayıt 3, listelenen: 1-3
Global finansal krizde kredi marjı: Japon tahvil piyasası örneği
(2014)
Bu makale Ağustos 2007 tarihinde ortaya çıkan global kriz nedeniyle Japon tahvil endekslerinin kredi marjlarını etkileyen faktörlerde bir değişiklik olup olmadığını günlük veri kullanarak analiz etmektedir. Çalışmada ...
Trading volume and stock market volatility: evidence from emerging stock markets
(LLC CPC Business Perspectives, 2009-01-15)
Based on the 'mixture of distribution' hypothesis, this paper investigates the relationship between trading volume and conditional volatility of returns by using 12 emerging stock market indices over the period between ...
The US term structure and return volatility in global REIT markets
(Asia University, 2020-09)
This paper examines the information content of the U.S. term structure of interest rates on the market for real estate investment trusts (REITs) by decomposing the term structure of U.S. Treasury yields into two components ...