Extreme asset price movements appear to be more pronounced recently and have
major consequences for an economy’s financial stability and monetary policies.
This paper investigates the extreme behaviour of equity market ...
Key to the imposition of appropriate minimum capital requirements on a daily basis is accurate volatility estimation. Here, measures are presented based on discrete estimation of aggregated high-frequency UK futures ...
This paper examines the issue of independence of boards of directors and non-executive directors of companies listed on the Irish Stock Exchange. Based on information published in annual reports, the study found that most ...