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Pedro Gabriel Boainain,Pedro L. Valls Pereira
Pág. p. 265 - 303
Starting from an adapted version of Osler and Chang (1995) methodology, this article empirically evaluates the profitability of investment strategies based on identification of the Head and Shoulders chart pattern in the Brazilian stock market. For that ...
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sonia KOUKI
Pág. 28 - 38
In this paper, we empirically examine time-varying risk premia in the Tunisian foreign exchange market by applying GARCH-M modeling to the TND/Euro and TND/USD parities for 1 to 12 months forecasting horizons. Our ultimate objective is to help better man...
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Sumathi Kumaraswamy, Yomna Abdulla and Shrikant Krupasindhu Panigrahi
Recurrent stock market fall and rise sequel by COVID-19, rising global inflation, increase in Fed interest rates, the unprecedented meltdown of technology stocks, fear of trade wars, tightening of governments? fiscal policies call for a new trend in inte...
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