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Spatial spillover around G20 stock markets and impact on the return: a spatial econometrics approach.

• Authors : Zhang, Weiping¹ (AUTHOR); Zhuang, Xintian¹ (AUTHOR) ; Li, Yanshuang¹ (AUTHOR)

Subjects: *STOCK exchanges; *ECONOMETRICS; *FINANCIAL markets

• Source: Applied Economics Letters. Dec2019, Vol. 26 Issue 21, p1811-1817. 7p. 6 Charts.

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Financial econometrics - A new discipline with new methods.

• Authors : Engle, Robert^1,2

Subjects: *ECONOMETRICS; *FORECASTING; *STOCK exchanges

• Source: Journal of Econometrics. Jan2001, Vol. 100 Issue 1, p53-56. 4p.

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The simple econometrics of tail dependence

• Authors : van Oordt, Maarten R.C.¹ ; Zhou, Chen^1,2

Subjects: *ECONOMETRICS; *PARAMETER estimation; *STOCK exchanges

• Source: Economics Letters. Sep2012, Vol. 116 Issue 3, p371-373. 3p.

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MSOM Society Student Paper Competition: Abstracts of 2008 Winners.

Subjects: *PRODUCTION management (Manufacturing); *ECONOMETRICS; *RESOURCE allocation

• Source: M&SOM: Manufacturing & Service Operations Management. Winter2009, Vol. 11 Issue 1, p185-188. 4p.

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Industry risk transmission channels and the spillover effects of specific determinants in China's stock market: A spatial econometrics approach.

• Authors : Chen, Na¹ (AUTHOR); Jin, Xiu¹ (AUTHOR)

Subjects: *STOCK exchanges; *ECONOMETRICS; PANEL analysisCHINA

• Source: North American Journal of Economics & Finance. Apr2020, Vol. 52, pN.PAG-N.PAG. 1p.

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INDUSTRY STANDARD AND ECONOMETRIC STANDARD: THE SEARCH FOR POWERFUL APPROACH TO EVALUATE VaR MODELS.

• Authors : Małecka, Marta¹

Subjects: *ECONOMETRICS; *STOCK exchanges; *VALUE at risk

• Source: Argumenta Oeconomica. 2021, Vol. 46 Issue 1, p5-30. 26p.

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Revisiting the Long-Run Dynamic Linkage between Dividends and Share Price with Advanced Panel Econometrics Techniques.

• Authors : Mohapatra, Sudatta Bharati; Kar, Nirmal Chandra

Subjects: STOCK prices; DIVIDENDS; ECONOMETRICSINDIABSE Ltd.

• Source: Journal of Risk & Financial Management; Oct2022, Vol. 15 Issue 10, p486-N.PAG, 19p

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Asymmetry cointegration between the value of the dollar and sectoral stock indices in the U.S.

• Authors : Bahmani-Oskooee, Mohsen; Saha, Sujata

Subjects: COINTEGRATION; ECONOMETRICS; TIME series analysisUNITED States

• Source: International Review of Economics & Finance. Nov2016, Vol. 46, p78-86. 9p.

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INTERRELATIONSHIPS BETWEEN THE STOCK RETURNS OF BRAZILIAN COMPANIES THAT MAKE UP THE SÃO PAULO STOCK EXCHANGE INDEX.

• Authors : Zambon Monte, Edson¹ ; Fantin Almeida, Felipe²

Subjects: FINANCIAL econometrics; PRINCIPAL components analysis; ASSETS (Accounting)BRAZIL

• Source: Revista de Economia Mackenzie. 2020, Vol. 17 Issue 1, p115-145. 31p.

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Model tržišta kapitala Crne Gore.

• Authors : Janjušević, Jelena¹

Subjects: *CAPITAL market; *ECONOMETRICS; *PRIVATIZATIONMONTENEGRO

• Source: Entrepreneurial Economy. Dec2006, Vol. 14, p100-110. 11p.

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