GARCH (Generalize Autoregressive Conditional Heteroscedasticity) family models, notably
the GARCH (1, 1), GJR-GARCH, EGARCH, M GARCH, and TGARCH models,(Chang …

The aim of this paper is to highlight the existence of cointegration and international linkage
between Bucharest stock exchange and certain European developed stock markets, namely …

This study explores board independence, ownership structure, and auditor selection's
impact on company risk before and after Corona. Using a 115-company sample (sample …

The relative importance of key state-level outcomes upon US national corn and soybean
production was examined using correlated component regression, a recently developed …

The estimation and modeling volatility of any financial market is the area highly interested for
researchers, reader and investor. Volatility also reflects asset price changes in stock prices …

The aim of this paper is to examine emerging stock market integration and contagion in the
context of global financial crisis. Moreover, trading decisions depend on the international …

The transmitting impact of international financial markets on emerging and other developed
financial markets are in very broad manner today. The financial market pattern represents …

Kosovo's sluggish economic growth and financial market developments are two main
reasons for conducting the analysis of banking system interest rates in Kosovo. It has been …

This study is a holistic attempt to examine the linkage between emerging and developed
markets between January 2012 and June 2016 using iShares MSCI Emerging Markets ETF …

Financial, Public and Regional Economics Page 1 ŒCONOMICA 163 Financial, Public and
Regional Economics Comparative Study on the Competitiveness of Romanian and Bulgarian …