Showing items with similar title or keywords.

• Essays on the asymmetric news effects on exchange rate volatility 

  Laakkonen, Helinä (University of Jyväskylä, 2009)

   

• The impact of media tone on dollar exchange rate volatility : GARCH applications 

  Kulagina, Alexandra (2021)

  Using several million news and social media articles related to US dollar, I examine the role of Media tone in predicting daily dollar exchange rate returns from 1998 to 2021. In this study, I use GARCH specifications to ...

• December and January effect and Volatility in the United States Stock Markets 

  Ahokas, Veera (2021)

  Rahoitusmarkkinoiden on tutkittu kohtaavan useita kausittaisuuksia, joita kutsutaan anomalioiksi. Kuukausitasolla tammikuuilmiö on kaikista tutkituin anomalia, ja myös tämä tutkimus keskittyy siihen. Tehokkaiden markkinoiden ...

• Forecasting the volatility of biofuel feedstock prices : the US evidence 

  Dutta, Anupam; Junttila, Juha-Pekka; Uddin, Gazi S. (John Wiley & Sons Ltd., 2019)

  Given that, nowadays, 40% of the US corn crop is used for biofuel production, there is a growing concern that the rise in biofuel production might lead to an increase in food prices. However, it is also obvious that ...

• Makrouutisten vaikutus valuuttakurssin volatiliteettiin 

  Laakkonen, Helinä (2004)