Table of contents
A new approach to analysing comovement in European equity markets
Ramaprasad Bhar, Shigeyuki HamoriTo provide an alternative channel of investigation of comovement in four large European equity markets over a sample period of nearly 30 years.
401
The tail behavior of extreme stock returns in the Gulf emerging markets: An implication for financial risk management
Aktham I. Maghyereh, Haitham A. Al‐ZoubiIn this paper, the aim is to investigate the tail behavior of daily stock returns for three emerging stock in the Gulf region (Bahrain, Oman, and Saudi Arabia) over the period…
812
Modeling long‐term memory effect in stock prices: A comparative analysis with GPH test and Daubechies wavelets
Alper Ozun, Atilla CifterThis paper, using Turkish stock index data, set outs to present long‐term memory effect using chaotic and conventional unit root tests and investigate if chaotic technique as…
641
Evaluating the banking reforms in Serbia using survey results
A. Bitzenis, A. Misic, J. Marangos, Andreas AndronikidisThe main objective of this paper is to critically examine the effects of the ongoing reform process on the overall functioning of Serbia's banking system. It is essential that…
1008
ISSN:
1086-7376Online date, start – end:
1977Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Prof Niklas Wagner