Results 211 to 220 of about 7,428,000 (367)
Industry Portfolio Volatility Connections and Industry Portfolio Returns
International 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
Beyond Resistance: Phenotypic Plasticity in Bacterial Responses to Antibiotics, Oxidative Stress and Antimicrobial Photodynamic Inactivation. [PDF]
MoleculesRapacka-Zdonczyk A.
europepmc +1 more source
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 +3 more
wiley +1 more source
Political uncertainty and multi-scale systemic risk spillovers in the cryptocurrency market: A STVAR-based network topology approach. [PDF]
PLoS OneWang Z, Zhang X, Xu W, Yang X, Rauf A.
europepmc +1 more source
Systemic risk and cross-sectional hedge fund returns
, 2017 Inchang Hwang +3 more
openalex +2 more sources
PRICE RISK MANAGEMENT FOR PEANUT MEAL
Peanut meal is cross-hedged with soybean meal using peanut meal cash prices and soybean meal futures prices. Hedge rations are obtained for short- vs. long-term data sets. Evaluation indicates positive gains for cross-hedged poultry/peanut producers, and
Costa, Ecio de Farias, Turner, Steven C.
core
The Impact of Economic Growth on Insurance (Growth)
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper investigates the impact of economic growth on insurance (growth), focusing on the outflow side of the insurance activity, as captured by benefits (including commissions and expenses). The findings provide evidence that economic growth does exert a positive, statistically significant impact on the benefit side of insurance (growth ...
Nicholas Apergis +2 more
wiley +1 more source
Evaluating large language models for evidence-based clinical question answering. [PDF]
Patterns (N Y)Wang C, Chen Y.
europepmc +1 more source
Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations
International Journal of Finance &Economics, EarlyView.ABSTRACT We empirically assess the interlinkages between sovereign risk, measured in terms of CDS spreads, and exchange rates for a sample of emerging markets. Our period of analysis includes episodes of severe stress, such as the Global Financial Crisis, the COVID‐19 pandemic, and the Ukrainian War.
Reinhold Heinlein +2 more
wiley +1 more source