Results 171 to 180 of about 172,538,515 (281)

Industry Portfolio Volatility Connections and Industry Portfolio Returns

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington   +2 more
wiley   +1 more source

Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley   +1 more source

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

open access: yesInternational 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

The impact of the vaginal birth after cesarean as a new delivery mode on quality of life, sexual function, sleep quality and urinary incontinence during the postpartum period and comparison with the results of vaginal birth and cesarean delivery

open access: yesInternational Journal of Gynecology &Obstetrics, EarlyView.
Abstract Objective In the present study, we aimed to evaluate the impact of vaginal birth after cesarean (VBAC) on quality of life, sexual function, sleep quality, and urinary incontinence and compare the results with those of vaginal birth (VB) and cesarean delivery (CD) via validated questionnaires.
Berrak Bektaş   +6 more
wiley   +1 more source

Concurrent and longitudinal associations between the Home Literacy Environment and the language skills of children with Down syndrome. [PDF]

open access: yesFront Psychol
Hickman A   +6 more
europepmc   +1 more source

Impact of Geography on Institutions in Agricultural and Nomadic Societies

open access: yesInternational Studies of Economics, EarlyView.
ABSTRACT How geography affects the choice of institutions is studied in a theoretical model. In this model, nations are located around a circle. Rulers compete through choosing tax rates, the level of military spending, and the degree of formality of institutions. Geographic condition is captured by population density.
Haiwen Zhou
wiley   +1 more source

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