ARTICLE
TITLE

Volatility Factors of Returns and Risk Analysis Using Quantile Risk Measures in the Gold and Silver Market

 Articles related

Samih Antoine Azar    

 The classic approach to risk analysis is rooted in the belief that risk aversion is constant, determined by constant preferences. It is becoming clear that this proposition is no longer acceptable. Risk aversion can change over short time, between ... see more


Faisal Khan,Saif Ur Rehman Khan,Hashim Khan    

While investigating the role of age effect in detecting the risks-return tradeoff, various volatility dynamics and macroeconomic exposure of firm returns, this research study employs monthly data from Pakistani stock market for the period from 1998 to 20... see more


Budi Kurniawan, Donant Alananto Iskandar, Basuki Toto Rahmanto    

Abstract - There is debate whether ERM can improve the quality of financial reporting information or not. This study aims to examine the effect of the level of ERM disclosure on the quality of company earnings which is then moderated by internal audit co... see more


Sansaloni Butar Butar    

CAPM has been used as a widely accepted model forstock valuation. According to CAPM, stock risks comprise of systematic and unsystematic risks. The latter is also called idiosyncratic risk. Since idiosyncratic riskis induced by firm-specific factors, it ... see more


Zamzam Habibi,Sulistya Rusgianto    

The study aims to investigate the risk of return characteristics of Islamic bank financing portfolios. A quantitative approach of value at risk is used to estimate return volatility of Islamic commercial banks and Islamic business units in Indonesia for ... see more