Results 81 to 90 of about 463,352 (288)
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
, 1967 Left to right: Phylis Anderson - President, Kay M. Bassett - Director, Lola Burraston - Vice President, and LaRae Peterson - Secretarty.
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
, 1963 Left to Right: Harriet Eliason - President, Merlene Callister - Vice President, and Lorna Bunker - Secretary/Treasurer.
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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
Machine learning-based dynamic risk measurement for white sugar futures under geopolitical risks
Frontiers in PhysicsFutures, as significant financial derivatives, play a crucial role in financial markets by fulfilling price discovery functions and providing efficient risk hedging tools.
Zihao Qiu +4 more
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 +2 more
wiley +1 more source
Hedging Effectiveness under Conditions of Asymmetry [PDF]
, 2005 We examine whether hedging effectiveness is affected by asymmetry in the return distribution by applying tail specific metrics to compare the hedging effectiveness of short and long hedgers using crude oil futures contracts.
Cotter, John, Hanly, Jim
core +1 more source
, 1967 A special program for "Parent and Youth" brought to Delta high by the PTA. Left to right: Joe Mace, Tommy Lovell, Kenny Bunker, and special instructor Mrs.
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Global Oil and Gas Stocks: Anomalies, Systematic Risks and Mispricing
International Journal of Finance &Economics, EarlyView.ABSTRACT We analyse anomaly and factor risk premia in the global oil and gas (OG) sector, which plays a central role in the global economy through its importance for energy supply, industrial production, and capital markets. Using firm‐level and portfolio data, we examine whether cross‐sectional return patterns reflect systematic risk compensation or ...
Nader Virk +3 more
wiley +1 more source