USA stock market

In this paper, we propose a method for risk measurement of a portfolio containing indexes on financial markets, including stock and foreign exchange markets. Specifically, copula method is applied to estimate the Value at Risk (VaR) and the Conditional Value at Risk (CVaR) of some optimal portfolios consisting Vietnam stock index VNINDEX, some international stock markets such as the USA, Chinese, Korean, Japanese, French, Australian markets and exchange rates.

12p vihassoplattner 07-01-2022 12 0   Download

This article investigates the determinants of liquidity and the transmission of liquidity shocks across 52 stock markets during the period 2005-2009. Constructing Amihud (2002) liquidity measure, we finda positive linkage between liquidity and volatility. Moreover, the Granger causality analysis provide evidence of bi-directional relationship between stock market return and its illiquidity shock, through a. Also, the results support the presence of USA illiquidity shock spillover to others markets during the financial crisis of 2007-08.

23p trinhthamhodang2 21-01-2020 35 3   Download

This paper investigates high frequency time-series features of stock returns and volatility on China's stock markets. The empirically observed probability distributions of log-returns are almost symmetric, highly leptokurtic, and characterized by a non-Gaussian profile for small index changes. Thus, the China's stock markets cannot be described by a random walk. We suggest that the correlation dynamics and stochastic changes of stock prices of China's stock markets are investigated by the Lorentz stable distribution.

34p chauchaungayxua2 19-01-2020 16 3   Download

Capital may be raised through private means, by public offer (IPO) on a stock exchange, or in many other ways. Major stock exchanges include the Shanghai Stock Exchange, Singapore Exchange, Hong Kong Stock Exchange, New York Stock Exchange and Nasdaq (USA), the London Stock Exchange (UK), the Tokyo Stock Exchange (Japan), Bombay Stock Exchange(India) and so on. Most countries with capital markets have at least one.

339p transang4 01-10-2012 46 6   Download

Capital may be raised through private means, by public offer (IPO) on a stock exchange, or in many other ways. Major stock exchanges include the Shanghai Stock Exchange, Singapore Exchange, Hong Kong Stock Exchange, New York Stock Exchange and Nasdaq (USA), the London Stock Exchange (UK), the Tokyo Stock Exchange (Japan), Bombay Stock Exchange(India) and so on. Most countries with capital markets have at least one.

15p khangoc23910 19-09-2012 49 1   Download

All Rights Reserved. Copyright 2012 by Dave Cortes Cover Art 2012 Dave Cortes Cartoons 2012 Dave Cortes No original part of this publication may be reproduced or distributed in any form or by any means, electronic or mechanical, including photocopying, recording, or by any information or retrieval system, without the prior written permission of the editor. Full 483 Forms are publicly available through the Electronic Freedom of Information Act, fees may apply. For Information address: 17101 Costa Esmeralda Ceiba P.R. USA 00735 customer@483summaries.com .Contents INTRODUCTION.............

35p khangoc2395 27-08-2012 45 1   Download