Common negative extreme variations in returns are prevalent in international equity markets.
This has been widely documented with statistical tools such as exceedance correlation, …

… on all the real line either for the function g or for the function −g, is actually binding only for
arbitrarily large u and v. Because the function g has been defined to characterize the tail behav…

This paper examines how a firm’s corporate governance characteristics and institutional
environment affect the presence of large foreign shareholding, and how a firm’s foreign …

… of the implicit government guarantee for company i is computed as: Ev g , i = π i × v g , i …
of the value of the implicit government guarantee, Ev g , and the funding cost variable, while …

… We define the gain g t as the additional fraction of … g t is not invested therefore it is the
solution of the equation 12 E U ( R p ( w u s , t ∗ ) + g t ) = E U ( R p ( w u s , t ∗ ) ) and since g t is …

… Garcia and Tsafack (2007) use tail dependence functions to extend this analysis in terms
of … 4 For univariate distributions F and F0, by taking g (v) = −I (v ≤ x) which is an increasing …

… , 0.1 g of extracts was dissolved, and the mixture was then treated with 0.05 g of magnesium
… In a test tube containing 0.1g of extracts, 5 drops of concentrated hydrochloric acid were in…

Earlier studies document the earnings announcement premium, that the average stock
return around earnings announcements is positive. This study examines the earnings …

Equity returns are more dependent in bear markets than in bull markets. Previous studies
have argued that a multivariate GARCH model or a regime switching (RS) model based on …

Among the most exploited species in Cameroon, Alstonia boonei is widely used in African
medicine for the relief of several pathologies including gastrointestinal disorders. This study …