Financial Markets

What is the impact of COVID-19 on Latin America?

The Covid-19 has gone beyond what was expected in countries such as Mexico, Argentina and Brazil. Between an intensified social crisis and a

Is it possible to generate yield by using pair-trading on bonds with the cointegration method?

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Does artificial intelligence provide good forecasts of CAC 40 prices ?

The CAC40, or CAC index, is the main stock market index on the Paris stock exchange. Its name, CAC, stands for “Cotation Assistée en...

Can we prevent companies from going bankrupt as a result of their exposure to short selling?

Short selling is a transaction that consists in selling an asset that one does not hold but that one commits to deliver if a buyer is presen

Is it possible to forecast VaR on oil using GARCHs models ?

Energy products volatility involves specialists into the estimations of Value-at-Risk. Various models, derived from the GARCH model, are use