Results 131 to 140 of about 28,249 (288)
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 +2 more
wiley +1 more source
Footnotes Aren't Enough: The Impact of Pension Accounting on Stock Values [PDF]
Some research has suggested that companies with defined benefit (DB) pensions are sometimes significantly misvalued by the market. This is because the measures of pension cost and pension net liabilities embedded in financial statements, taken at face ...
Olivia S. Mitchell +3 more
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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 +3 more
wiley +1 more source
The Portfolio Effect of Pension Reforms [PDF]
We estimate the portfolio effect of changes in social security wealth exploiting a decade of Italian pension reforms as a source of exogenous variation.
Mario Padula +2 more
core +2 more sources
Preparing for retirement: the pension arrangements and retirement expectations of those approaching state pension age in England [PDF]
This paper provides a detailed analysis of individuals in households in England aged between 50 and the State Pension Age in terms of their private pension arrangements and current non-pension assets alongside their expectations of future economic ...
Carl Emmerson +2 more
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International Studies of Economics, EarlyView.ABSTRACT This paper examines how the financial development of the target economy evolves under the long‐lasting economic sanctions, emphasizing the temporal patterns of the impact. Using panel data for 136 economies from 1980 to 2021 and an event‐study approach, we identified a temporal pattern that illustrates how economic sanctions exert a ...
Yu Jiang, Xue Meng
wiley +1 more source
Deconstructing herding : evidence from pension fund investment behavior [PDF]
Pension funds have been expected to invest in a wide range of securities and provide liquidity to domestic capital markets since they are the most sophisticated investors, with plenty of resources to gather private information and manage portfolios ...
Raddatz, Claudio, Schmukler, Sergio L.
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Membership‐Making in Diverse Societies: Revisiting the Idea of Society as a Common Possession
Journal of Applied Philosophy, EarlyView.ABSTRACT The traditional aim of Western social democracy has been to create a society that is a ‘common possession’ of its members (in T.H. Marshall's words). Social democratic politics has therefore been both society‐making and membership‐making, orienting people to a shared society as an object of attachment and loyalty, and nurturing membership ...
Will Kymlicka
wiley +1 more source
Aging, Pension Reform, and Capital Flows: [PDF]
We present a quantitative analysis of the effects of population aging and pension reform on international capital markets. First, demographic change alters the time path of aggregate savings within each country. Second, this process may be amplified when
Winter, Joachim +2 more
core
Gubernatorial Re‐Election Incentives, Local Investment Bias, and Pension Fund Performance
Journal of Corporate Accounting &Finance, EarlyView.ABSTRACT We investigate the impact of gubernatorial re‐election incentive and political factors on US public pension funds from 1990 to 2022. Our empirical analysis finds no significant overall relationship between gubernatorial re‐election incentives and local bias in the full sample.
Hongxian Zhang +3 more
wiley +1 more source