'Event window' presentation slideshows

AN IMPACT OF POLITICAL EVENTS ON THE STOC K EXCHANGE OF THAILAND

492 views • 35 slides

AN IMPACT OF POLITICAL EVENTS ON THE STOC K EXCHANGE OF THAILAND

354 views • 35 slides

Authors: K. Aretz, M-T. Lin & S-H. Poon Discussant: Y. E. Arisoy

Discussion of: Moneyness, Total, Systematic, and Idiosyncratic Volatility and the Cross-Section of European Option Returns. Authors: K. Aretz, M-T. Lin & S-H. Poon Discussant: Y. E. Arisoy. The paper.

135 views • 13 slides

University of Konstanz Gerald Schneider Christian Fahrholz November 17, 2006

Your words are in my purse! The impact of EU summits on Euro-Dollar exchange rate . University of Konstanz Gerald Schneider Christian Fahrholz November 17, 2006. Structure. Research Question Research Design GARCH analysis on volatility Event study on abnormal returns Empirical Results

340 views • 10 slides

University of Konstanz Gerald Schneider Christian Fahrholz November 17, 2006

Your words are in my purse! The impact of EU summits on Euro-Dollar exchange rate. University of Konstanz Gerald Schneider Christian Fahrholz November 17, 2006. Structure. Research Question Research Design GARCH analysis on volatility Event study on abnormal returns Empirical Results

307 views • 10 slides