Risk Behavior of Stock Markets Before and After the Subprime Crisis.
Esteban Otto ThomaszAurelio Fernández BarivieraPublished in: MS (2013)
Keyphrases
- stock market
- financial data
- financial crisis
- portfolio optimization
- short term
- early warning
- financial markets
- stock returns
- stock price
- financial time series
- investment strategies
- risk management
- trading rules
- stock trading
- stock data
- decision making
- stock exchange
- foreign exchange
- data mining
- data analysis
- stock index futures
- monetary policy
- garch model
- long term