Results 71 to 80 of about 35,866 (300)
Abstract This paper conducts a comparative legal analysis of corporate restructuring frameworks in England and Bhutan, examining their capacity to integrate climate variability considerations and promote sustainable business practices. It discusses the procedural mechanisms for restructuring financially distressed enterprises available under the law of
Eugenio Vaccari, Migmar Lham
wiley +1 more source
Convertible arbitrage: risk, return and performance [PDF]
This study explores the risk and return characteristics of convertible arbitrage, a dynamic trading strategy employed by hedge funds. To circumvent biases in reported hedge fund data, a simulated convertible bond arbitrage portfolio is constructed.
Hutchinson, Mark C.
core +2 more sources
Arbitrage risk management is a very hot and challengeable topic in the commodity future market. To resist the possible risk of an arbitrage, exchanges have to withdraw margin from clients referring to the case of maximum risk.
Feng He, Yan-Dong Wen
doaj +1 more source
REGARD SUR LES DECISIONS SUSCEPTIBLES DE RECONNAISSANCE ET D’EXECUTION EN DROIT INTERNATIONAL PRIVE CONGOLAIS [PDF]
La matière relative à la reconnaissance et l’exécution des décisions de justice étrangères relève de la partie du Droit international privé qui traite des conflits de juridictions qui est « l’expression traditionnellement utilisée pour désigner les ...
Héritier MOLISHO BASOSILA
doaj
Arbitrage in foreign exchange markets within the context of a transactional algebra [PDF]
This paper sets forth the foundations for a transactional approach for the performance of arbitrage in foreign exchange markets. Firstly, we review both the standard model of financial arbitrage and the so-called covered-interest arbitrage environment ...
Rodolfo Apreda
core
Do Internet‐Driven Trade Shocks Moderate the Exchange Rate Pass‐Through to Inflation?
ABSTRACT This study examines the existence of an internet globalisation intensifying impact on the size of the exchange rate pass‐through (ERPT) to inflation, which conditions the response of central banks' policy rates. Expanding on the traditional determinants of ERPT, we incorporate technology‐induced trade shocks linked to internet adoption to ...
Joanna Darwiche, Nicole Ballouz Baker
wiley +1 more source
Efficiency of Asean-5 Markets: An Detrended Fluctuation Analysis
This study intends to analyse efficiency, in its weak form, in the financial markets of Indonesia, Malaysia, Philippines, Singapore, Thailand (Asean-5), and China, during the global pandemic (Covid-19).
Rui Dias +2 more
doaj +1 more source
Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets
ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris +2 more
wiley +1 more source
Arbitrage, Bubbles, and Valuation [PDF]
Summary: The standard present value rule of asset pricing may fail in financial markets when infinitely many assets can be traded. I provide an example of asset payoffs and prices such that prices are arbitrage-free, and could be equilibrium prices in frictionless markets.
openaire +4 more sources
Dynamic Arbitrage Gaps for Financial Assets [PDF]
In this paper we are concerned with the existence of a dynamic arbitrage gap that evolves out of an adjustment process for disequilibrium prices, within a complex dynamics framework which takes into account the market microstructure and transactions ...
Rodolfo Apreda
core

