Asset Pricing, Investment, and Trading Strategies |
Autore | Wong Wing-Keung |
Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
Descrizione fisica | 1 electronic resource (154 p.) |
Soggetto topico | Development economics & emerging economies |
Soggetto non controllato |
quantile
correlogram dependence predictability market efficiency state ownership risk-taking behavior investment Vietnam GMM nonlinearity trading strategy trade-offs transport operations competitiveness sustainability growth ARDL stock exchange capitalization turnover value traded agricultural commodity future prices extreme value NON-stationary Extreme Value Analysis (NEVA) Newton-optimal method high-frequency data market liquidity sovereign bonds spillover backwardation economic regimes momentum strategy systematic trading jumps identification swap variance integrated volatility realized volatility |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910557610603321 |
Wong Wing-Keung | ||
Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Commercial Banking |
Autore | Gan Christopher |
Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
Descrizione fisica | 1 electronic resource (142 p.) |
Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
Soggetto non controllato |
deposit insurance
capital adequacy bank risk foreign bank entry bank competition H-statistics pooled regression dynamic panel models risk-taking behavior banks efficiency data envelopment analysis Asia-Pacific regulations bank capital meta-analysis Bayesian model-averaging capital regulation competition Indian banking sector panel data revenue diversification bank risks bank performance net interest income non-interest income risks capital |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910557659103321 |
Gan Christopher | ||
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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