Recent Submissions

  • Dividend payout and working capital: evidence from the London Stock Exchange 

    Xu, Duo (Lincoln University, 2018-03-05)
    This study examines the impact of earnings and working capital on dividend payouts, using a sample of 1,575 firms listed on the London Stock Exchange, for the period of 1991 to 2015. The results show that current earnings ...
  • U.S. Quantitative Easing Policies: Their Effect on the Global Bond Markets 

    Yu, Haiming (Lincoln University, 2018)
    Since the 2007 U.S. subprime crisis, major economies have suffered from severe recessions. Even cutting short-term interest rates to almost zero has not been enough to stimulate depressed economies. Under these circumstances, ...
  • Are shares more volatile during the global financial crisis? 

    Banchit, A.; Abidin, Sazali; Wu, J. (Elsevier, 2016-06-15)
    This research empirically identifies price jump phenomenon of heavily traded New Zealand shares focusing on the period of GFC2008. Specifically, this paper confirms the hypothesis that the price jump behaviour does not ...
  • Dynamics of parallel development of the bond market indices in the US market and its multidimensional copula models 

    Bacigál, T.; Komorník, J.; Komorníková, M.; Nguyen, Cuong (MUK Publications, 2016-12)
    In this paper (which is a substantially extended version of a conference paper from SMTDA 2016 [10]) we focus our attention to 3-dimensional copula models of returns of indices of US financial markets (various bond indices ...
  • Tail dependence of perturbed copulas 

    Komorník, J.; Komorníková, M.; Kalická, J.; Nguyen, Cuong (Atlantis Press, 2016-06)
    In this paper, we extend our investigations of a special class of perturbations of copulas introduced in [7]. Despite a surprising fact that this kind of perturbations does not change the value of tail dependence of the ...

View more