Results 41 to 50 of about 1,904 (243)

The Sector Liquidity Timing Ability of Bond Mutual Funds

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate whether bond mutual fund managers exhibit market liquidity timing skills in the U.S. corporate bond market. At the portfolio level, we find only weak evidence that bond funds adjust their overall market exposure in anticipation of changes in corporate bond market liquidity.
Zhengnan Yin, Niall O'Sullivan, Meadhbh Sherman, Yuting Chen   +3 more
wiley   +1 more source

Risk-oriented direction of banking assets securitization development

Путеводитель предпринимателя, 2020
Increasing turnover by securitization of bank assets requires adequate measures to address the threats posed by the manifestation of legal and agency risks.
Yu. V. Rybina
doaj  

Diversification and securitization of credit portfolios of Ukrainian banks

Проблеми теорії та методології бухгалтерського обліку, контролю і аналізу, 2019
The article is devoted to the analysis of diversification of loan portfolios and securitization of financial assets by Ukrainian banks. The advantages and disadvantages of diversification and securitization use are discussed.
L.V. Shirinyan, O.V. Lysenok
doaj   +1 more source

Decentralizing Finance via Cryptocurrencies and Tokenization of Assets and Peer-to-Peer Platforms

International Journal of Islamic Economics, 2021
The rationale behind this research is to demonstrate the tokenization effects of the blockchain on all types of assets, and how blockchain technology might improve the way we view digital exchange and use digital money.
Hazik Mohamed
doaj   +1 more source

Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets

International Journal of Finance &Economics, EarlyView.
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, Manolis G. Kavussanos, Stergiani (Stella) A. Moysiadou   +2 more
wiley   +1 more source

Opportunities and challenges of implementing asset-backed securities in Indonesia

Jurnal Tata Kelola dan Akuntabilitas Keuangan Negara
Budget constraints continue to hinder the Indonesian government’s ability to maximize infrastructure development. In order to address these limitations, innovative financing methods are essential for accelerating infrastructure projects with restricted ...
Winda Prajaningtyas, Agung Dinarjito
doaj   +1 more source

Determining Critical Success Factors for Public–Private Partnership Asset-Backed Securitization: A Structural Equation Modeling Approach

Buildings, 2021
Public–private partnership (PPP) has been widely applied in China and many developing countries in the recent decade. As new PPP projects gradually enter the operational phase, the issue of refinancing becomes increasingly important.
Li Liu, Yubo Guo, Chuan Chen, Igor Martek   +3 more
doaj   +1 more source

Stock Price Deviations From Fundamentals Levels: Mis‐Valuation due to Investor Overconfidence?

International Journal of Finance &Economics, EarlyView.
ABSTRACT We use the Residual Income Valuation Model to obtain fundamental values for sample stocks in six Eurozone markets. We then estimate the deviation between the fundamental values and actual stock prices. Subsequently, we examine whether these deviations can be systematically explained by business cycle trends, trends in local economic sentiment,
Stella N. Spilioti, Andrianos E. Tsekrekos   +1 more
wiley   +1 more source

The Real Effect of Banking Globalisation on Bank Liquidity Creation in China's Banking Sector: Evidence From the Belt and Road Initiative

International Studies of Economics, EarlyView.
ABSTRACT To explore the real effect of banking globalisation on bank liquidity creation, we investigate plausibly exogenous variations in the expectation of further banking globalisation under the Belt and Road Initiative (BRI), which further opens the gate to foreign investors.
Xuanyi Shi, Wenjun Wu, Yifan Chen, Chunyang Wang   +3 more
wiley   +1 more source

The instrument of asset securitization on the basis of investment funds

Vìsnik Žitomirsʹkogo Deržavnogo Tehnologìčnogo Unìversitetu: Ekonomìčnì Nauki, 2015
This article explores the instruments of asset securitization on the basis of investment funds According to the proposed national model of asset securitization on the basis of investment funds developed the financial instruments, which provide its ...
O.S. Novak
doaj